Mean Reversion by Quantalpha

Raniel Taripe
Raniel Taripe
  • AlgoTrading System Developer at  Quantalpha Algorithms
  • Philippines
  • 125
Industrial Engineer by Profession. Algorithmic Trader by Passion.
0 reviews
Reliability
56 weeks
0 / 0 USD
growth since 2025 150%
To see trades in realtime, please log in or register
  • Equity
  • Drawdown
Trades:
6 429
Profit Trades:
4 120 (64.08%)
Loss Trades:
2 309 (35.92%)
Best trade:
199.70 USD
Worst trade:
-98.39 USD
Gross Profit:
4 804.35 USD (538 224 pips)
Gross Loss:
-4 401.29 USD (474 844 pips)
Maximum consecutive wins:
52 (36.69 USD)
Maximal consecutive profit:
239.62 USD (31)
Sharpe Ratio:
0.03
Trading activity:
95.57%
Max deposit load:
18.41%
Latest trade:
20 minutes ago
Trades per week:
87
Avg holding time:
19 hours
Recovery Factor:
0.59
Long Trades:
3 047 (47.39%)
Short Trades:
3 382 (52.61%)
Profit Factor:
1.09
Expected Payoff:
0.06 USD
Average Profit:
1.17 USD
Average Loss:
-1.91 USD
Maximum consecutive losses:
40 (-190.99 USD)
Maximal consecutive loss:
-236.23 USD (24)
Monthly growth:
-35.16%
Annual Forecast:
-100.00%
Algo trading:
99%
Drawdown by balance:
Absolute:
9.91 USD
Maximal:
680.98 USD (50.80%)
Relative drawdown:
By Balance:
54.39% (683.68 USD)
By Equity:
48.72% (398.65 USD)

Distribution

Symbol Deals Sell Buy
AUDCAD 1701
AUDNZD 1600
NZDUSD 980
EURUSD 631
EURGBP 557
NZDCAD 351
GBPUSD 285
AUDUSD 222
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 40
AUDNZD -418
NZDUSD 82
EURUSD 13
EURGBP 4
NZDCAD 182
GBPUSD 185
AUDUSD 68
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 26K
AUDNZD -49K
NZDUSD 14K
EURUSD 10K
EURGBP 3.4K
NZDCAD 26K
GBPUSD 21K
AUDUSD 8.3K
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: 24
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
2026.10.02 04:01
Removed warning: High current drawdown indicates the absence of risk limitation
2026.10.01 15:53
High current drawdown in 42% indicates the absence of risk limitation
2026.09.25 16:23
A large drawdown may occur on the account again
2026.09.25 08:24
Removed warning: High current drawdown indicates the absence of risk limitation
2026.09.24 15:14
High current drawdown in 38% indicates the absence of risk limitation
2026.09.24 13:12
Removed warning: High current drawdown indicates the absence of risk limitation
2026.09.24 10:22
High current drawdown in 30% indicates the absence of risk limitation
2026.09.24 03:18
Removed warning: High current drawdown indicates the absence of risk limitation
2026.09.24 02:16
High current drawdown in 34% indicates the absence of risk limitation
2026.09.22 09:50
Removed warning: High current drawdown indicates the absence of risk limitation
2026.09.18 09:16
Removed warning: No trading activity detected on the Signal's account for the recent period
2026.09.18 08:14
Removed warning: No trading activity detected on the Signal's account for the recent period
2026.09.16 18:40
High current drawdown in 33% indicates the absence of risk limitation
2026.09.16 06:32
Removed warning: High current drawdown indicates the absence of risk limitation
2026.09.16 01:28
High current drawdown in 31% indicates the absence of risk limitation
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
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
150%
0
0
USD
563
USD
56
99%
6 429
64%
96%
1.09
0.06
USD
54%
1:500
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