DarwinexEdge Multi Strategy Portfolio
- 专家
- 版本: 1.10
- 激活: 5
DarwinexEdge Multi Strategy Portfolio is a fully automated multi-engine Expert Advisor that combines six independent strategy engines in one EA: mean reversion (H1 Bollinger/RSI on GBPUSD and AUDUSD), daily mean reversion (AUDUSD, EURJPY), Donchian momentum breakout (USDJPY H1), daily momentum (XAUUSD, USDJPY D1) and a CCI trend-pullback engine on Gold (H1 and D1). Each engine trades with its own small risk budget (0.2-0.45% per trade), so the portfolio diversifies across symbols, timeframes and strategy styles.
Verified backtest results (honest numbers, no cherry-picking)
- Portfolio backtest on real Darwinex tick data 2018-2026: profit factor 1.19, total return +110% over 8 years, max drawdown 12.2%, Sharpe 1.09, 8 of 9 years positive (2018 was negative).
- MT5 Strategy Tester, real ticks, XAUUSD H1 engine, Sep 2025 - Jun 2026: profit factor 1.51, max drawdown 4.98%, 118 trades, win rate 35.6% (a reward:risk 3 system - low win rate is by design).
Honest limitations: 2018 was a losing year (about -9%). The trend engines have low win rates and need patience through losing streaks. This EA does not promise fixed profits - past performance does not guarantee future results.
How to use
- Attach to one EURUSD H1 chart on a hedging account - the EA manages all symbols internally.
- Make sure GBPUSD, AUDUSD, EURJPY, USDJPY and XAUUSD are visible in Market Watch.
- Default settings = the tested configuration. Start with 0.2-0.45% engine risk (defaults) on a demo account first.
Key inputs (all documented): per-engine risk (InpRiskMom, InpRiskCT, InpRiskMR), max positions, max spread, engine on/off switches (InpUseMR, InpUseMom, InpUseCT and their D1 variants), and full strategy parameters per engine (Bollinger, RSI, Donchian, CCI, ADX, ATR-based stops, time exits).
Risk disclaimer: trading involves substantial risk of loss. This software is a tool, not financial advice. Always test on a demo account before going live and never risk money you cannot afford to lose.
