R Factor Mean Reversal Strategy
Reliability
65 weeks (since 2020)
1
3.6K USD
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Growth

Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:

Balance

Equity

Drawdown

  • Equity
  • Drawdown
Trades:
3 461
Profit Trades:
2 494 (72.06%)
Loss Trades:
967 (27.94%)
Best trade:
8.58 AUD
Worst trade:
-21.78 AUD
Gross Profit:
1 858.82 AUD (94 046 pips)
Gross Loss:
-1 061.39 AUD (41 829 pips)
Maximum consecutive wins:
31 (44.17 AUD)
Maximal consecutive profit:
44.17 AUD (31)
Sharpe Ratio:
0.15
Trading activity:
14.31%
Max deposit load:
14.10%
Latest trade:
1 day ago
Trades per week:
38
Avg holding time:
1 hour
Recovery Factor:
17.79
Long Trades:
1 493 (43.14%)
Short Trades:
1 968 (56.86%)
Profit Factor:
1.75
Expected Payoff:
0.23 AUD
Average Profit:
0.75 AUD
Average Loss:
-1.10 AUD
Maximum consecutive losses:
11 (-9.14 AUD)
Maximal consecutive loss:
-22.51 AUD (4)
Monthly growth:
7.80%
Annual Forecast:
94.63%
Algo trading:
100%

Distribution

Symbol Deals Sell Buy
EURAUD 270
EURGBP 270
EURCAD 264
EURJPY 254
GBPUSD 241
USDCAD 227
NZDCHF 219
USDCHF 218
AUDCHF 217
EURCHF 211
CADCHF 185
GBPCHF 183
EURSGD 177
EURUSD 155
GBPAUD 92
AUDCAD 91
USDJPY 85
GBPCAD 79
GBPJPY 14
AUDUSD 9
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
25 50 75 100 125 150 175 200 225 250 275 300
Symbol Gross Profit, USD Loss, USD Profit, USD
EURAUD 156
EURGBP 61
EURCAD 132
EURJPY 24
GBPUSD 25
USDCAD 57
NZDCHF -2
USDCHF 33
AUDCHF 19
EURCHF -6
CADCHF -6
GBPCHF -4
EURSGD 24
EURUSD 26
GBPAUD 32
AUDCAD 12
USDJPY 10
GBPCAD 6
GBPJPY 1
AUDUSD 6
100 200 300 400 500
100 200 300 400 500
100 200 300 400 500
Symbol Gross Profit, pips Loss, pips Profit, pips
EURAUD 8.6K
EURGBP 3.3K
EURCAD 7.8K
EURJPY 3.6K
GBPUSD 3.2K
USDCAD 5.3K
NZDCHF 1.1K
USDCHF 3.4K
AUDCHF 2.5K
EURCHF 713
CADCHF 501
GBPCHF 849
EURSGD 3.8K
EURUSD 2.5K
GBPAUD 2.5K
AUDCAD 1.4K
USDJPY 1.1K
GBPCAD 1.1K
GBPJPY 184
AUDUSD 244
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K
2.5K 5K 7.5K 10K 13K 15K 18K 20K

Drawdown

Best trade:
8.58 AUD
Maximum consecutive wins:
31 (44.17 AUD)
Maximal consecutive profit:
44.17 AUD (31)
Worst trade:
-21.78 AUD
Maximum consecutive losses:
11 (-9.14 AUD)
Maximal consecutive loss:
-22.51 AUD (4)
Drawdown by balance:
Absolute:
0.00 AUD
Maximal:
44.83 AUD (12.48%)
Relative drawdown:
By Balance:
17.31% (14.52 AUD)
By Equity:
5.85% (28.63 AUD)

MFE and MAE Distribution Point Graphs

Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open order during its lifetime. These parameters additionally characterize each closed order using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each order as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.

No data
No data

Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.

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 "ICMarkets-Live23" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

Pepperstone-Edge02
0.00 × 1
Pepperstone-Edge05
0.00 × 5
ForexTimeFXTM-ECN
0.00 × 43
RoboForex-ECN-2
0.00 × 18
ICMarketsSC-Live14
0.00 × 13
ICMarketsSC-Live15
0.11 × 19
ICMarkets-Live24
0.17 × 6
ICMarketsSC-Live17
0.31 × 341
ICMarketsSC-Live24
0.35 × 1348
EGlobal-Cent7
0.39 × 31
ICMarketsSC-Live20
0.43 × 1672
ICMarkets-Live22
0.46 × 2205
ICMarketsSC-Live25
0.57 × 383
ICMarkets-Live16
0.59 × 94
ICMarketsSC-Live06
0.65 × 99
ICMarketsSC-Live10
0.67 × 224
ICMarkets-Live23
0.71 × 91
ICMarkets-Live14
0.77 × 13
ICMarketsSC-Live23
0.85 × 600
ICMarketsSC-Live05
1.06 × 34
ICMarketsSC-Live19
1.14 × 97
ICMarkets-Live10
1.27 × 11
CLMarkets02-Live
1.38 × 32
EverFX2-Real1
1.44 × 43
BlueberryMarkets2-Real2
1.59 × 44
32 more...
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Multiple pairs trading portfolio using R Factor algorithm with a higher mean reversal ratio. Tested on live account for more then 6 months as can be checked on other R Factor and Day and Night trading signals.

For those looking for Alfas for long term investments, fell free to join!

Sometimes the copy of the signal might not be perfect due to server delays and you may not get the same results I get. In this case the best solution is to use R Factor directly into your account:  https://www.mql5.com/pt/market/product/60200?source=Site+Profile+Seller

Sign of the robot R Factor, for more information contact us through the data below.

TELEGRAM GROUP
https://t.me/RFactorAlgotrading


Average rating:
Mohammad Fotovati
13
Mohammad Fotovati 2021.06.01 07:46 
 

User didn't leave any comment to the rating

Sergey77777
1162
Sergey77777 2021.05.05 08:43  (modified 2021.05.19 08:25) 
 

Большое проскальзывание губит всю идею сигнала, к сожалению...

Ну, а вот это уже вообще непонятно что было, попытка пересидеть просадку одной сделки, в итоге закрыть с еще большим убытком. Тут уже и проскальзывание не при чем.

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Signal
Price
Growth
Subscribers
Funds
Balance
Weeks
Expert Advisors
Trades
Win %
Activity
PF
Expected Payoff
Drawdown
Leverage
30 USD per month
682%
1
3.6K
USD
2.1K
AUD
65
100%
3 461
72%
14%
1.75
0.23
AUD
17%
1:500
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