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Backtesting
How far each trade went against you and in your favour before it closed, and what that says about your stops and targets.
Maximum adverse excursion (MAE) is the furthest a trade moved against you while open; maximum favourable excursion (MFE) is the furthest it moved in your favour. John Sweeney popularised them in the 1990s.
Together they show whether your stops and targets fit how your trades actually behave. If most winners never go more than 0.5R against you, a 1R stop may be wider than needed. If trades often reach 3R before closing at 1R, your exits may be leaving money behind.
Put it into practice: Replay the market and test it in UNFLD's backtester →
For education only, not financial advice.