Trend reports – MFE/MAE ratio

Tradervue’s trend reports are a powerful tool for discovering trends in certain performance-related statistics, such as Win %, per-trade P&L, MFE and MAE, and so on over time.

We have added the position MFE/MAE ratio to the trend reports. In general, a higher ratio (> 1) is better, as it means your trades are moving further in your favor than than against you (i.e., average MFE is greater than average MAE). A lower ratio (\< 1) means that, on average, your trades move against you further than they move in your favor (i.e., average MFE is less than average MAE).

As with the other trend reports, this can be displayed as a n-trade moving average, or a n-day moving average.

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