I second the vote for Mehron paradise. As long as you stay away from rain, as mentioned in a previous post, it's extremely durable. I actually preferred Mehron to both Kryolan and Ben Nye water-based makeups. Paradise didn't crack on my skin, actually lasted on my eyelids (in the creases) and smelled nice.
If you're worried about sweating or tearing up, just use the paradise in combination with a grease paint that's of the same or similar shade.
I used Paradise (storm cloud) for my Tyki Mikk cosplay, which uses a gray shade (similar to trolls).