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[DARWIN] KSX by TrungLN

Hi all,
This is TrungLN.
I'm an embedded software engineer from VietNam.
I have just traded Forex for 4 years. Mostly based on technical analyzing.
Nothing interesting about myself.

For now, it's just been 6 months of real life. Nothing much to make noise.
All about the overview of KSX trading strategy is described at https://www.darwinex.com/darwin/KSX
"Manual trading system with EA supported since Apr 2020. The key point of this system is trend analysis and following based on D1, H1 timeframes chart. Main trading pair is GBP/USD. Trend change is a stop signal for current trades. In sideway market, some losses surely come. However, all losses are coverred (and also significant profit is obtained) when a trendy market returns. 20% profit/year is an average result of back test. Let's see its performance in real world with VaR 6.5% managed by KSX"

I built and backtested it by using x2 leverage in 4 last years and the average result is ~20%/ year.
It's good.
But, I know backtest is still only backtest.
I should demonstrate it in this real and strict world as a consistent, discipline and profitable strategy. (Both in profit and loss periods)

Br,
TrungN
 
Last edited:
[Oct 2020 Review]
It's end of Oct 2020.
Let's summarize/review KSX stats in Oct 2020 and be ready for next Nov 2020.

***Overall evaluation:
  1. Discipline in trading: Achieved
  2. Consistency in trading: Achieved
  3. Profitable in trading: Not achieved (-1.11%).
Reason: The trend of GU is not stable and difficult to predict in Oct and some day very much fluctuate. This situation is very normal in trading and we have to adapt to survive until some next trendy months coming back.​
GU_Highlight_102020.png




***Details result:
(Please refer to https://www.darwinex.com/darwin/KSX for more paramters and stats)
Return_Risk_102020.png

Behavior_Stats_102020.png
Pos_Neg_Excursion_102020.png
 
[NOV 2020 REPORT]
(This week, I'm quite busy with my fulltime job, so until now, I can write this summary)
It's end of Nov 2020.
Let's summarize/review KSX stats in Nov 2020.

SUMMARY:
  • Discipline and consistency in trading: GOOD (Please refer to Details part)
  • Profitable in trading: NOT GOOD (-2.78%)
  • At the beginning of Nov (from Nov 02 to Nov 05), US election make big volatile in GU, it got me wrong serveral time when trying to follow the trend. KSX lost ~ -5% in this period
  • KSX_GU_001.png
From Nov 13 to Nov 25: KSX worked and catched the ~200pips up-trend. KSX recovered ~ +3% in this period.
KSX_GU_002.png


DETAILS:
(Please refer to https://www.darwinex.com/darwin/KSX for more paramters and stats)
KSX_Return.png

KSX_Return_002.png

KSX_Risk.png

KSX_Underlying.png
 
I was tracking your darwin ksx these last weeks because you spoke on this forum. As you were attacking purepipproducer's concept, i thought you would have a real interesting things to offer but you ended up the year with -25% in one single month. In my view, this strategy is totally eliminating. Why a so destructive month of december? What's happened? Don't you have a monthly stoploss at all? I will not track your darwin at all, sorry. This is wasting time from my view, because you do not master the risk at all. Good luck!
 
Whatsthat Guy said:
I was tracking your darwin ksx these last weeks because you spoke on this forum. As you were attacking purepipproducer's concept, i thought you would have a real interesting things to offer but you ended up the year with -25% in one single month. In my view, this strategy is totally eliminating. Why a so destructive month of december? What's happened? Don't you have a monthly stoploss at all? I will not track your darwin at all, sorry. This is wasting time from my view, because you do not master the risk at all. Good luck!
Click to expand...
Sorry for not your taste.
Please do not check return of KSX underlying. Because, I only trade and remain 220$ as capital so the Var is around 23%. Quite high. I let Risk manager scale down and manage KSX as 6.5%.

And also if you complained I losed -25% in Dec, so how about +32% in Sep and +21% in July. You only noticed my loss. LoL.

Btw, @CavaliereVerde : I'm so sorry for your investment. It's down ~10%. But, as you can see, I'm still very consistent in trading via the trading journal. Just, I'm stuck in losing period.
 
Sorry, but everybody knows a trader must focus on his losses first. This is the first thing! Then comes profits! +32% and +21% will impress nobody here if then you lose -25%, the month after. Be honest with yourself, your kind of trading is more like a casino gambling, not a serious trading, in my view. So, it's not about my taste only. It's about the taste of anyone who want to make serious long term profits. If you want to impress investors, simply make +32 and +21 with a very low var and a very low drawdown, then everybody will look at you as a good risk manager. Good luck. and please don't attack other traders if you don't have better to show.
 
Whatsthat Guy said:
Good luck. and please don't attack other traders if you don't have better to show.
Click to expand...
It's ok.
Btw, I do not intent to attack anyone. I just try to argue/discuss/debate for more useful information.
As I said, I still have to learn/practice a lot more to sharpen my trading skill.
For KSX, I just want to focus on consistent trading.
And, honestly, KSX is still very young. It need to be verify at least 3 more years.

Finally, I think you mistake between KSX and its underlying strategy.
At here, Darwinex, I focus on KSX and let Risk manager manages it.
In other place (eg: mql market, etoro or ftmo ...), I will focus on my own capital, its return, its loss.
 
KSX has all I need : discipline and persistence.

What we do not need is fake investors
  1. repeating concepts of purepipproducer
  2. defending purepipproducer
  3. behaving like purepip producer
 
Last edited:
KSX is now in it's first significant DD.No need to write it off.Now the real work begins for a trader:he showed that he can produce solid profits and now he has to show that he can perform under stress and climb out of DD.When he climbs out of it,that will be good sign for future investors to count on his reliability and endurance.
Some darwins have short and sharp DDs,other have protracted DD.All that info is important for future investors.It takes years to build credible track-record and trader's character.
Underlying strategy is not significant if trader is concentrating on darwin. Provider of ULI is one of darwinex bosses and his darwin is rising well,while his underlying strategy is quite volatile,to put it mildly :). It is not stellar performer,but many people would gladly accept 5% net per year during 5 years if they knew where to find it.It beats bank deposits by a wide margin.
 
[DEC 2020 REPORT]
It's end of Dec 2020.
Let's summarize/review KSX stats in Dec 2020.

SUMMARY:
  • Discipline and consistency in trading: GOOD (Follow strictly trading rules of core strategy)
  • Profitable in trading: NOT GOOD (-7.69%)
  • This is the worst month in life of KSX so far. I still follow strictly my strategy, try to catch full trend and only exit when there is cleary sign of change in trend. Consequently, there are 3 trades reached to +200 pips profit, but all ended in loss after the trend changed in the weekend with the gap ~ 100 pip. It makes me think about stop temporarily and review/consider current money/order management of KSX before continuing in 2021.
DETAILS:
(Please refer to https://www.darwinex.com/darwin/KSX for more paramters and stats)
Return_Risk_122020.png


Behavior_Stats_122020.png

Pos_Neg_Excursion_122020.png
 
Last edited:
CavaliereVerde said:
[Jan 15, 2021] Updated money management to protect all realized profit. Apply 1:1 R/R.
Click to expand...
Yeah!
After 2 weeks of consideration, I made final decision as above comment, in details:
1. Applying fix 1:1 Risk/Reward for each trade when I detect a good setup.
2. Try to protect all profit by applying trailing stop. ( lots of profit thrown way in December and in the end with loss, it made me think a lots about the trade-off).
 
As far as I remember it was a stop and reverse strategy.
RR 1 and trailing is completely different, have you backtested it in the same way as the former ruleset?
 
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CavaliereVerde said:
As far as I remember it was a stop and reverse strategy
Click to expand...
CavaliereVerde said:
RR 1 and trailing is completely different, have you backtested it in the same way as the former ruleset?
Click to expand...
You're very sharp when evaluating something relating to trading. ^^
Yes, comparing to original rule set. 2 above changes is the major.
About the setup to detect trend is still kept similarly. I still hunt for a trend to entry. Just now, I want to protect all profit (a trade-off is sometime, I can miss a big trend. But with some fake trend, I can be protected).
The past 2 weeks, I spent time to manual backtest to confirm/evaluate the behavior of the changes.
After next 2 month, I expect the Var of underlying will be lower than a half of current one (current ~23%).
 
For example CVL has a SAR logic , pretty clear if you look to trading journal.
LSC has TSL and TP .
Nothing is right or wrong per se, in my case setups and timeframes are different too.
Both strategies are backtested on more than 5 years.

The first time I read about cicle of doom it was by you.
Do not sell low a profitable strategy... ;)
 
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CavaliereVerde said:
The first time I read about cicle of doom it was by you.
Do not sell low a profitable strategy...
Click to expand...
Thank you so much for your advice!
About circle of doom, I'm aware of it.
That's why I have to consider much and take 2 weeks to check what I will trade-off.
After the change, I do not expect to get profit immediately. I just want to see more balance between win streak and loss streak.
The original method made big profit in some period ( from Apr to Sep), but losing the same in some other period (Oct to Dec). And the fluctuating amount is quite large. It might scare a lot of investors and even me. (the one who backtested it and known its return ~20% the last 3 years with 15-20% max DD).
Sometimes, we have to decide what is "patience and what is "stubborn".
And this case, I choose to change. ^^
 
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