pull MAE data from within Strategy Performance Report  [SOLVED]

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virginiatrader
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pull MAE data from within Strategy Performance Report

Postby virginiatrader » 12 Mar 2013

To the Forum:

A nice feature of MC is the capability of exporting the SPR as a text file and importing it into Excel. The part of the Report I am currently interested in is the Maximum Adverse Excursion. The SPR displays the MAE as an X/Y axis graph, but I would like to pull the actual underlying data out of the report and analyze it.

Is there a way to do this?

Many thanks, in advance.

virginiatrader

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Henry MultiСharts
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Re: pull MAE data from within Strategy Performance Report  [SOLVED]

Postby Henry MultiСharts » 15 Mar 2013

Hello virginiatrader,

Maximum Adverse Excursion graphs each trade's realized Profit/Loss vs. Drawdown in a scatter graph format. The raw values it utilizes are already available in the List of Trades. X-axis represents DrawDown($), Y-axis represents Profit/Loss ($).


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