MFE and MAE Calculations

Tradervue provides detailed MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion) statistics for your trades. These metrics help you analyze your trade performance more effectively.

MFE and MAE Metrics

When viewing a trade, Tradervue reports the following statistics:

• Position MFE: The maximum interim profit during the trade. This is also known as Maximum Favorable Excursion (runup).
• Position MAE: The maximum interim loss during the trade. This is also known as Maximum Adverse Excursion (drawdown).
• Price MFE: The maximum favorable price movement during the trade, independent of position size.
• Price MAE: The maximum adverse price movement during the trade, independent of position size.

Related Reports

Tradervue offers additional reports to analyze these metrics:

• Trade Distribution by Price.
• Performance by Price.
• Trade Distribution by In-Trade Price Range.
• Performance by In-Trade Price Range Report.

You can find all these reports in the Reports section under the Detailed tab, by scrolling down to the Price/Vol menu.

Accessing MFE and MAE Data

• Detailed Report Stats: View average position MFE and MAE.

• Win vs. Loss Days Reports Tab: scroll down to the MFE/MAE Stats section.

These statistics and reports are available to all Silver and Gold subscribers.

Need Help?

If you have questions or encounter issues importing data, please reach out to support@tradervue.com or use the "Contact Us" link below.