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I would like to see a MAE & MFE analysis tab added to Performance Stats.

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  • 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.