Feature Request: Inclusion of MAE and MFE Metrics in Trade Statistics and Exports
Dear ATAS Development Team,
ATAS is widely recognized as a top-tier tool for order flow and volume analysis. However, to stay competitive with advanced journaling and analytics solutions, there is a critical need for the integration of Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) data within the trade journal and its export functions.
Why MAE and MFE are Essential for Traders:
Stop-Loss Optimization: MAE allows traders to see how much a trade went against them before turning profitable. Analyzing this data helps in setting tighter, more evidence-based stop-losses without being prematurely stopped out.
Exit Strategy Refinement: MFE tracks the peak profit reached during a trade. By comparing MFE to the actual exit price, traders can identify if they are leaving too much money on the table or if they are trailing their stops too loosely.
Trade Management Evaluation: These metrics provide a clear picture of whether a trader’s "drawdown-to-reward" ratio during a live trade aligns with their strategic goals.
I feel the stadistics module is not very clear and lacks data as MAE / MFE
MAE stands for Maximum Adverse Excursion
MAE marks the lowest price during a long trade and the highest price during a short trade. This helps you to identify what the maximum loss was during a trade. This is also known as maximum drawdown of the position.
MFE stands for Maximum Favorable Excursion.
MFE marks the highest price during a long trade and the lowest price during a short trade. This shows you what the highest profit was during a trade.
Julian
•
Oct 24, 2024
Statistics like the “Demo Statistics Window” in a Browser for all Accounts
Juergen
•
Oct 17, 2025
es wwäre wichtig
Graham
•
Sep 26
this would be good
Andreas
•
May 18
In my opinion a must have, especially for scalpers who use the DOM. Jigsaw has it and it’s very helpful to improve trading.
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Comments7
Thorsten
Oct 19
•Merged request
•3 votes
Feature Request: Inclusion of MAE and MFE Metrics in Trade Statistics and Exports
Dear ATAS Development Team,
ATAS is widely recognized as a top-tier tool for order flow and volume analysis. However, to stay competitive with advanced journaling and analytics solutions, there is a critical need for the integration of Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) data within the trade journal and its export functions.
Why MAE and MFE are Essential for Traders:
Stop-Loss Optimization: MAE allows traders to see how much a trade went against them before turning profitable. Analyzing this data helps in setting tighter, more evidence-based stop-losses without being prematurely stopped out.
Exit Strategy Refinement: MFE tracks the peak profit reached during a trade. By comparing MFE to the actual exit price, traders can identify if they are leaving too much money on the table or if they are trailing their stops too loosely.
Trade Management Evaluation: These metrics provide a clear picture of whether a trader’s "drawdown-to-reward" ratio during a live trade aligns with their strategic goals.
Davinzi
Oct 19
•Merged request
•8 votes
Improve STATISTICS, add the MAE / MFE data
I feel the stadistics module is not very clear and lacks data as MAE / MFE
MAE stands for Maximum Adverse Excursion
MAE marks the lowest price during a long trade and the highest price during a short trade. This helps you to identify what the maximum loss was during a trade. This is also known as maximum drawdown of the position.
MFE stands for Maximum Favorable Excursion.
MFE marks the highest price during a long trade and the lowest price during a short trade. This shows you what the highest profit was during a trade.
Julian
Oct 24, 2024
Statistics like the “Demo Statistics Window” in a Browser for all Accounts
Juergen
Oct 17, 2025
es wwäre wichtig
Graham
Sep 26
this would be good
Andreas
May 18
In my opinion a must have, especially for scalpers who use the DOM. Jigsaw has it and it’s very helpful to improve trading.
Anonymous User
Sep 19, 2023
Yes, I think that would be nice too.
I've already proposed this idea here : https://feedback.atas.net/submissions/64e6522489746e7cf705551d