Trade Statistics

MFE and MAE data is calculated for all closed non-option trades that are made during regular market hours (i.e. excluding pre/post-market equity trades). Currently, only trades held open for less than 1 year will have this data calculated.

For eligible trades, these statistics can be viewed by clicking the "Show trade stats" link underneath the execution list for a particular trade.

MFE and MAE data requires a silver or gold subscription.

Position MFE

This is the maximum interim profit during the trade. Usually referred to as Maximum Favorable Excursion (MFE), and sometimes referred to as runup.

Position MAE

This is the maximum interim loss during the trade. Usually referred to as Maximum Adverse Excursion (MAE), and sometimes referred to as drawdown.

Price MFE

This is the maximum favorable price movement during the trade, independent of position size.

Price MAE

This is the maximum adverse price movement during the trade, independent of position size.

Best Exit P&L

This is the potential P&L of the trade, if the final exit execution(s) are moved to the ideal exit without incurring any additional risk in the trade. Also shown here for winning trades is "Eff", or efficiency, which is the actual P&L divided by the Last Exit P&L.

Note: MFE, MAE, and Exit data is calculated based on 1-minute price data. The extremes of the 1-minute bar in which your trade entry/exit occurs will not be counted for MFE/MAE purposes.