where do u write ur systems?? also can u expand on this please . I also design risk solely around certain averages and rolling wins/losses of the system.
In all your years of trading, you never managed to understand MAE and MFE. That is the only certain thing here.
I do not understand MAE & MFE the way you explain. I marked in red in your quote what I am questioning. I understand MAE & MFE to be tracking your actual trades not what could have been...this info is quite helpful if you want to tighten up your system. ES