[DARWIN] ILR by IlIlIlIlI

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IlIlIlIlI

Established member
686 663
This is strange but could make sense if your new account still has a negative return.
1623936288947.png

1623936321275.png


So we have to take "This is strange"
 
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CavaliereVerde

Experienced member
1,671 2,170
I correct myself:
I takes 3 months to reach DScore 20 and it doesn't depend on performance.
Verified on CVL , LSC , ULI .
Performance begins to weigh beyond DScore 35 .
 
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IlIlIlIlI

Established member
686 663
The revival of ILR
As I was wrong with my assumption that a new trading account would reach a D-Score of 40 faster than the trading account of ILR, I will return to trading ILR starting next Monday.

The trades will be set by my self written simple tradecopy EA which is a significantly improved and debugged version of a simple public MT4 EA published on the MT5 forum years ago.
The master account will be
my FTMO trial account where I always use stop losses, maybe it cuts the bad DD trades on ILR .

A lot of commercial trade copiers use the same vulnerable part of the logic of the published EA as my EA. :)
I tested some of the commercial demo versions on Friday and found out that
- my simple EA was 100% reliable copying all the trades to a live account within 2 seconds, but didn't close all on the receiver account (Darwinex live account)
- the commercial (demo) EAs failed copying all trades between provider and receiver for several reasons or needed up to 47 seconds to copy the trade (I thought the thing didn't run properly)


So I will start with my EA and of course I will have to watch the results on the receiver account (ILR trading account).

As my D-Score dropped down to 38.5 from 38.6 since the min/max/current values of the VaR are identical, this looks like the best chance to be eligible for DarwinIA prizes (currently you need a D-Score higher than 44 with a 10% monthly return for rank 119).
That event was the minimum time of inactivity and I wanted to wait for its end as posted above:
1624101027138.png
 
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IlIlIlIlI

Established member
686 663
As the prices for NDX/US100.cash differ up to more than 10 pips (besides both publish that they are using LMAX), I cannot copy the takeprofit and stoploss values of the FTMO demo account to the Darwinex account so I will have to pay attention always to the trade execution and for sure: closing trades on the Darwinex account.
Current (weekend) data on Darwinex live account:
1624101603599.png

Current (weekend) data on FTMO demo account:
1624101623666.png
 
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IlIlIlIlI

Established member
686 663
I stop trading again after a bad day at least until end of the month. Now I'll see whether a D-Score of 40 can be reached without trading. :)
 
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IlIlIlIlI

Established member
686 663
ILR is funded again and reactivated today - maybe there is a chance to be seen in DarwinIA next month.
1625048536813.png

As the replication factor stays poor, there is no investment made - and management fees saved ;).
 
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IlIlIlIlI

Established member
686 663
Filled the first of my criteria for a good Darwin by not trading the last days...
1626044739928.png

and ...
- 5 consecutive losing months,
- a max. DD of nearly 18 % as attraction of investors,
- a loss in the current year of more than 5 %
- and a total profit after more than 7 months of less than 1 %.
1626044762767.png

Please don't ask me - or yourself - about the value of this evaluation system.
 

IlIlIlIlI

Established member
686 663
From the trade sizes used and the D-levarage calculated the reduction of the VaR ratio is complete bulls**t (as the hole philosophy behind target VaR is):
1627385199753.png


1627385379363.png


Can't understand the VaR calcculation any more:
1627385474100.png
 

trilobite

Active member
120 225
From the trade sizes used and the D-leverage calculated the reduction of the VaR ratio is complete bulls**t (as the whole philosophy behind target VaR is):
View attachment 303713

Can't understand the VaR calculation any more:
Calculation seems about right:
From this page: https://help.darwinex.com/risk-manager
Current VaR (36.31) / Max VaR in last 6 months (36.52) = 0.99
Target VaR = 0.99 x 6.50 = 6.44
(Not sure why your Darwin is showing 6.42, but it's near enough)
VaR ratio = Target VaR (6.42) / Strategy VaR (36.31) = 0.18
(Slightly different from the 0.16 shown on your Darwin Asset Management page shown in the screen shot)
 

IlIlIlIlI

Established member
686 663
Calculation seems about right:
From this page: https://help.darwinex.com/risk-manager
Current VaR (36.31) / Max VaR in last 6 months (36.52) = 0.99
Target VaR = 0.99 x 6.50 = 6.44
(Not sure why your Darwin is showing 6.42, but it's near enough)
VaR ratio = Target VaR (6.42) / Strategy VaR (36.31) = 0.18
(Slightly different from the 0.16 shown on your Darwin Asset Management page shown in the screen shot)
My main complaint is that the VaR is increasing to new all time highs while total lotsize and D-leverage are far away from new highs in the last weeks when trading.
Otherwise the replication reduction could not happen.
 
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trilobite

Active member
120 225
My main complaint is that the VaR is increasing to new all time highs while total lotsize and D-leverage are far away from new highs in the last weeks when trading.
Otherwise the replication reduction could not happen.
I agree that the strategy VaR seems to change in erratic ways, and sometimes suddenly changes for no apparent reason.
It can (in my experience) stay constant for ages, then suddenly change, without any change in the strategy.
 
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CavaliereVerde

Experienced member
1,671 2,170
My main complaint is that the VaR is increasing to new all time highs while total lotsize and D-leverage are far away from new highs in the last weeks when trading.
DLeverage is only one of the factors for VaR calculation.
The average duration of your trades in the last month is 2h while before it was 1h.
So lower size but longer duration.
Another explaination could be that VaR looks to last 45 trading days ignoring the month of inactivity in the middle.
 
 
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