nothing directly perculiar to Bitmex exchange.
I agree with Gloverwrt.
I have accounts in some different exchanges, including platforms with high leverage (bitmex and bitseven).
And if you think about trading on bitmex or not, it is better to read this article:
https://medium.com/swlh/a-storm-is-brewing-over-the-largest-bitcoin-exchange-f956324b449fAnyway Bitmex is one of the biggest exchanges now, and if they will solve overload problems they could be the best.
And trading with leverage 25x and higher is very similar to gambling, I think everybody understand it.