Mean Reversion by Quantalpha

Raniel Taripe
Raniel Taripe
  • AlgoTrading System Developer at  Quantalpha Algorithms
  • Philippines
  • 121
Industrial Engineer by Profession. Algorithmic Trader by Passion.
0 reviews
Reliability
43 weeks
0 / 0 USD
growth since 2025 215%
To see trades in realtime, please log in or register
  • Equity
  • Drawdown
Trades:
5 422
Profit Trades:
3 499 (64.53%)
Loss Trades:
1 923 (35.47%)
Best trade:
199.70 USD
Worst trade:
-98.39 USD
Gross Profit:
4 037.59 USD (448 176 pips)
Gross Loss:
-3 533.00 USD (365 714 pips)
Maximum consecutive wins:
52 (36.69 USD)
Maximal consecutive profit:
239.62 USD (31)
Sharpe Ratio:
0.03
Trading activity:
91.62%
Max deposit load:
4.77%
Latest trade:
2 hours ago
Trades per week:
73
Avg holding time:
15 hours
Recovery Factor:
0.82
Long Trades:
2 711 (50.00%)
Short Trades:
2 711 (50.00%)
Profit Factor:
1.14
Expected Payoff:
0.09 USD
Average Profit:
1.15 USD
Average Loss:
-1.84 USD
Maximum consecutive losses:
40 (-190.99 USD)
Maximal consecutive loss:
-190.99 USD (40)
Monthly growth:
-17.20%
Annual Forecast:
-100.00%
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:
5.50% (50.69 USD)

Distribution

Symbol Deals Sell Buy
AUDNZD 1525
AUDCAD 1335
NZDUSD 976
EURUSD 608
NZDCAD 274
EURGBP 243
GBPUSD 226
AUDUSD 133
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
AUDNZD -220
AUDCAD 73
NZDUSD 73
EURUSD 9
NZDCAD 175
EURGBP 0
GBPUSD 50
AUDUSD 97
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
AUDNZD -15K
AUDCAD 28K
NZDUSD 13K
EURUSD 9.7K
NZDCAD 25K
EURGBP 2.3K
GBPUSD 6.4K
AUDUSD 11K
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
No reviews
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
215%
0
0
USD
921
USD
43
100%
5 422
64%
92%
1.14
0.09
USD
43%
1:500
Copy