Mean Reversion by Quantalpha

Raniel Taripe
Raniel Taripe
  • AlgoTrading System Developer at  Quantalpha Algorithms
  • Philippines
  • 124
Industrial Engineer by Profession. Algorithmic Trader by Passion.
0 reviews
Reliability
49 weeks
0 / 0 USD
growth since 2025 241%
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  • Equity
  • Drawdown
Trades:
6 097
Profit Trades:
3 897 (63.91%)
Loss Trades:
2 200 (36.08%)
Best trade:
199.70 USD
Worst trade:
-98.39 USD
Gross Profit:
4 488.78 USD (501 411 pips)
Gross Loss:
-3 906.80 USD (409 743 pips)
Maximum consecutive wins:
52 (36.69 USD)
Maximal consecutive profit:
239.62 USD (31)
Sharpe Ratio:
0.03
Trading activity:
92.56%
Max deposit load:
9.65%
Latest trade:
7 hours ago
Trades per week:
62
Avg holding time:
16 hours
Recovery Factor:
0.95
Long Trades:
2 867 (47.02%)
Short Trades:
3 230 (52.98%)
Profit Factor:
1.15
Expected Payoff:
0.10 USD
Average Profit:
1.15 USD
Average Loss:
-1.78 USD
Maximum consecutive losses:
40 (-190.99 USD)
Maximal consecutive loss:
-190.99 USD (40)
Monthly growth:
-3.00%
Annual Forecast:
-36.44%
Algo trading:
100%
Drawdown by balance:
Absolute:
9.91 USD
Maximal:
613.87 USD (45.80%)
Relative drawdown:
By Balance:
42.83% (615.02 USD)
By Equity:
12.15% (127.75 USD)

Distribution

Symbol Deals Sell Buy
AUDCAD 1635
AUDNZD 1560
NZDUSD 976
EURUSD 615
EURGBP 457
NZDCAD 344
GBPUSD 245
AUDUSD 163
EURCHF 102
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
Symbol Gross Profit, USD Loss, USD Profit, USD
AUDCAD -34
AUDNZD -199
NZDUSD 73
EURUSD 3
EURGBP 3
NZDCAD 164
GBPUSD 164
AUDUSD 162
EURCHF 248
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
250 500 750 1K 1.3K 1.5K 1.8K 2K
Symbol Gross Profit, pips Loss, pips Profit, pips
AUDCAD 15K
AUDNZD -11K
NZDUSD 13K
EURUSD 9.1K
EURGBP 3K
NZDCAD 24K
GBPUSD 18K
AUDUSD 17K
EURCHF 3.3K
25K 50K 75K 100K 125K 150K 175K 200K 225K 250K 275K 300K
25K 50K 75K 100K 125K 150K 175K 200K 225K 250K 275K 300K
25K 50K 75K 100K 125K 150K 175K 200K 225K 250K 275K 300K
  • Deposit load
  • Drawdown
Best trade: +199.70 USD
Worst trade: -98 USD
Maximum consecutive wins: 31
Maximum consecutive losses: 40
Maximal consecutive profit: +36.69 USD
Maximal consecutive loss: -190.99 USD

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 "LiteFinance-MT5-Live" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

Exness-MT5Real7
0.00 × 4
LiteFinance-MT5-Live
0.47 × 136
FusionMarkets-Live
0.63 × 1263
ICMarketsSC-MT5-4
0.71 × 7
RocoBroker-Ltd
2.10 × 93
Coinexx-Live
3.00 × 1
RoboForex-Pro
6.00 × 1
Exness-MT5Real10
6.33 × 3
Pepperstone-MT5-Live01
7.00 × 2
XMGlobal-MT5 4
7.17 × 47
To see trades in realtime, please log in or register
This system uses mean-reversion strategy via Bollinger Bands and strictly adhering to proper risk management rules and strategies to be able to survive the long term dynamic challenges of the market.
No reviews
2026.08.19 14:10
Removed warning: Too frequent deals may negatively impact copying results
2026.08.19 07:09
Too frequent deals may negatively impact copying results
2026.08.18 17:03
Removed warning: Too frequent deals may negatively impact copying results
2026.08.18 15:03
Too frequent deals may negatively impact copying results
2026.08.06 03:01
Removed warning: Too frequent deals may negatively impact copying results
2026.08.05 21:59
Too frequent deals may negatively impact copying results
2026.07.27 18:58
Removed warning: Too frequent deals may negatively impact copying results
2026.07.27 13:57
Too frequent deals may negatively impact copying results
2026.07.23 14:21
Removed warning: Too frequent deals may negatively impact copying results
2026.07.23 09:19
Too frequent deals may negatively impact copying results
2026.07.22 19:09
Removed warning: Too frequent deals may negatively impact copying results
2026.07.22 14:05
Too frequent deals may negatively impact copying results
2026.07.08 12:23
80% of growth achieved within 5 days. This comprises 1.72% of days out of 290 days of the signal's entire lifetime.
To see trades in realtime, please log in or register
Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
30 USD per month
241%
0
0
USD
1K
USD
49
100%
6 097
63%
93%
1.14
0.10
USD
43%
1:500
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