Re: [amibroker] MAE and MFE

[Keith McCombs <kmccombs@xxxxxxxxxxxx>]

MAE stands for Maximum Adverse Excursion, how far negative your position went from when it first entered.

MFE stands for Maximum Favorable Excursion, how far positive your position went from when it was entered.

amarilloblanco wrote:

Could someone give a good explination about what means MAE and MFE when
I run on AA backtest.
I tried to find on Help, but i didn't find it.
Tia
Eduardo

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