I would like to see a MAE & MFE analysis tab added to Performance Stats.💡Feature RequestRisk ToolsMar 28, 2024Posted by Perrenial · Mar 28, 20241 comment9
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Comments1
josef
Dec 29, 2024
Position MFE – the maximum interim profit during the trade. Usually referred to as Maximum Favorable Excursion, and sometimes referred to as runup.
Position MAE – the maximum interim loss during the trade. Usually referred to as Maximum Adverse Excursion, and sometimes referred to as drawdown.
Price MFE – the maximum favorable price movement during the trade, independent of position size.
Price MAE – the maximum adverse price movement, independent of position size.