[DARWIN] DKM by portola

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portola

Newbie
7 18
Thank you Cavaliere for your introduction.
And yes! The good results continues, from Jan. 2020 until now:
1625339056908.png

Earning Darwinia prizes in May, June, July, Aug 2020 and Jan, March, May 2021.

Compared with the european stock market: (DAX, CAC and IBEX)
1625339887061.png


DKM, offers a good alternative to the stock market with a much lower volatility (14% vs 35%)
1625339584070.png
 
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CavaliereVerde

Experienced member
1,667 2,168
Hi @portola , congrats for you results and consistency.
Can you give us any update on your strategy portfolio?
The topic on old Community was very detailed, I would like to have something like that updated here.
Thanx! :)
 

portola

Newbie
7 18
Hello dear investors,
Q3 has finished and my darwin DKM grew only 1,1%.
But actually the darwin is in trouble falling 4,5% since 26th July when it reached the max value of 139,51. Now the value is 133,20
What is happening? Since 25th August, one of the EA entered in a drawdown, placing 5 bad trades and loosing 270 pips:
Darwinex DD.png


Concerned with this behaviour, I've reviewed the optimization done (Walk Foward Optimization) and I've compared the results In-sample with Out-sample data:

Optimizacion.png

Looking the whole picture, the actual drawdown is part of the game and I expect to exit soon.
And compared with the european stock market, despite the drawdown, the investment in DKM is a very good alternative:
Anotación 2021-10-03 203102.jpg

Let's see what happens in Q4!
 
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portola

Newbie
7 18
Let me show you the DarwinIA prizes won by this darwin (indicated by yellow circles):

Premios.jpg


Would you invest in this darwin?
 

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portola

Newbie
7 18
Congrats!
Despite the many victories you earned only 160
>> https://www.darwinex.com/username/portola
This is not a criticism to you, it is just to prove how insanelly dificult is to make money with Darwinia.
Exactly, difficult to make money from the trader side.
But also, from the investor side, it's also very difficult. If you analyze how today performs past winners, you'll see a lot of darwins with very negative results, but one month they won a super prize.
In pop music, it's a one-hit wonder.
 

portola

Newbie
7 18
Hello everybody,

I would like to talk in this post about the reliability of backtesting.

I have recently analysed an EA using a Walk Forward analysis over a 5 year period. I optimised using a 10 year insample with a 1 year outsample data, repeating the process 5 times. The aggregate results for the 5 years are quite good:

WFA.jpg


Before going live, I put the EA to work for 3 months on 10 demo accounts from 10 different brokers. From 23/8/21 to 26/11/2021 (weeks 35 to 48) and the results on the 10 accounts are very similar between them:

Tabla1.jpg


The surprise comes when I try to repeat these results in backtest with 3 different historical data (Metaquotes, Darwinex and Dukascopy). The results of the 3 backtests are also similar to each other, but do not match to those obtained during the forward test. Of the 13 weeks, only in 5 weeks, the results are the same (marked in yellow). I show you the previous table, but with the backtest data added to the table:

Tabla2.jpg


Graphically, the equity curves are totally different:

Equity.jpg


Despite the positive results obtained in these 13 weeks of forward testing, the disparity of results between Forward Test and Backtest invalidates the whole preliminary study and therefore I discard the EA.

I encourage all of you to perform this kind of analysis with your EAs, especially if you are trading with real money. I perform this analysis since summer 2019 and it allowed me to improve my results a lot.

Have a good trading!
 
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