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Performance Stats Page

Feature Request

Adding MAE and MFE stat

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

Posted by Uzair Nafees ·
2 comments

This request was merged into another request

Comments2

  • rhs603tt

    •

    Mar 10, 2025

    This is an essential tool for monitoring how well we are trading

  • 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.