Mean Reversion by Quantalpha

Raniel Taripe
Raniel Taripe
  • AlgoTrading System Developer 在  Quantalpha Algorithms
  • 菲律宾
  • 125
Industrial Engineer by Profession. Algorithmic Trader by Passion.
0条评论
可靠性
56 周
0 / 0 USD
增长自 2025 150%
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  • 净值
  • 提取
交易:
6 429
盈利交易:
4 120 (64.08%)
亏损交易:
2 309 (35.92%)
最好交易:
199.70 USD
最差交易:
-98.39 USD
毛利:
4 804.35 USD (538 224 pips)
毛利亏损:
-4 401.34 USD (474 844 pips)
最大连续赢利:
52 (36.69 USD)
最大连续盈利:
239.62 USD (31)
夏普比率:
0.03
交易活动:
95.57%
最大入金加载:
18.41%
最近交易:
13 几分钟前
每周交易:
90
平均持有时间:
19 小时
采收率:
0.59
长期交易:
3 047 (47.39%)
短期交易:
3 382 (52.61%)
利润因子:
1.09
预期回报:
0.06 USD
平均利润:
1.17 USD
平均损失:
-1.91 USD
最大连续失误:
40 (-190.99 USD)
最大连续亏损:
-236.23 USD (24)
每月增长:
-35.16%
年度预测:
-100.00%
算法交易:
99%
结余跌幅:
绝对:
9.91 USD
最大值:
680.98 USD (50.80%)
相对跌幅:
结余:
54.39% (683.68 USD)
净值:
48.72% (398.65 USD)

分配

交易品种 交易 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
交易品种 毛利, USD 损失, USD 利润, 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
交易品种 毛利, pips 损失, pips 利润, 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
  • 入金加载
  • 提取
最好交易: +199.70 USD
最差交易: -98 USD
最大连续赢利: 31
最大连续失误: 24
最大连续盈利: +36.69 USD
最大连续亏损: -190.99 USD

基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 LiteFinance-MT5-Live 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。

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
查看详细统计,请 登录 或者 注册
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.
没有评论
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
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信号
价格
成长
订阅者
资金
结余
周
EA交易
交易
赢%
活动
PF
预期回报
提取
杠杆
每月30 USD
150%
0
0
USD
543
USD
56
99%
6 429
64%
96%
1.09
0.06
USD
54%
1:500
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