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
pull MAE data from within Strategy Performance Report [SOLVED]
- virginiatrader
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Re: pull MAE data from within Strategy Performance Report [SOLVED]
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($), Y-axis represents Profit/Loss ($).
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($), Y-axis represents Profit/Loss ($).