Subscription will be enabled when trading starts
- Equity
- Drawdown
Distribution
No data
- Deposit load
- Drawdown
The average slippage based on execution statistics on real accounts of various brokers is specified in pips. It depends on the difference between the provider's quotes from "Darwinex-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.
No data
Core methodology: All strategies are validated by normalizing performance to fixed lot sizing (0.1 lots per $100K), eliminating artificial profit inflation from position scaling. Only configurations demonstrating genuine edge independent of recovery mode, grid, or martingale mechanics are selected for live deployment.
Selection criteria: Profit Factor ≥ 1.5 (normalized), Linear Regression Correlation ≥ 0.85, Sharpe Ratio ≥ 1.0, Max Drawdown < 15%, minimum 100 forward-test trades across 2+ years of out-of-sample data.
Risk management: Fixed proportional lot sizing, per-instrument max drawdown protection, no recovery mode, no grid dependency. Portfolio-level diversification targets monthly correlation below |0.35| between all instrument pairs.
This account serves as a live audit track record for the AbacuQuant system. Additional instruments will be added as they pass the same rigorous forward-test validation process.