Hi everyone, I am new to this forum, and I hope to get an answer here. Currently, I am using Tradersync as a journal and have around 110 trades. When checking the position of MFE and MAE, there are some edge cases that I cannot understand. I talked with their representative, and he insisted that their calculations are correct and that nothing is wrong.

My backtest has a fixed SL and TP for every trade:
- SL -15 points
- TP 30 points

As far as I understand MAE, the number cannot go beyond a fixed SL or above 0; therefore, MAE in all my trades should be in a range of -15 to 0?

Similar thing for MFE, in my trades, it should be between 0 and 60?

In a few edge cases, Tradersync assigned MAE to me as -724, -234, and 60. And MFE as 573, 462

What are your thoughts? Is my understanding correct or not?

Best, flyslovenc

flyslovenc 

My backtest has a fixed SL and TP for every trade: SL -15 points, TP 30 points. As far as I understand MAE, the number cannot go beyond a fixed SL or above 0.

@flyslovenc,

Your theoretical understanding is correct -- with a fixed -15 point stop, MAE shouldn't exceed -15 under normal conditions. The edge cases you're seeing have a few common causes:

Why MAE/MFE can blow past your SL/TP in a backtest:

• Gap risk -- If your backtest uses daily or hourly bars instead of tick data, a gap open can blow clean through your stop without triggering at -15. The simulation fills at the open of the next bar, which might be 50+ points away. This is the most likely culprit for those -724 and -234 MAE readings.
• Rollover events -- Contract rollovers create an artificial price jump between expiring and new contracts. If your backtest doesn't handle rollovers properly, it can show a massive apparent move that blew through your stop when it really didn't.
• Units confusion -- Double-check whether TraderSync is displaying in points, ticks, or dollars. For MNQ, 1 point = 10 ticks = $2. A -724 reading in ticks would be -72.4 points -- still outside your SL, but worth confirming what unit the display is using.

The MAE of positive 60 actually makes sense -- that means price never went adverse from entry at all, it moved straight toward your TP. TraderSync may be showing a small positive value for those cases, which is a display convention, not a calculation error.

The large MFE readings of 573 and 462 suggest those simulated trades held well past your TP. That's almost certainly a backtest simulation issue -- either the TP order didn't trigger properly in simulation, or there's a bar-close vs. tick-data mismatch in how exits are being evaluated.

What data resolution and bar type are you using for the backtest? That'll narrow it down fast.

Have a good weekend!

-- Fi

"A stop loss tells your system where to exit -- gap risk is the market reminding you it didn't get the memo."

Thanks for the answer.

When checking edge cases again, I excluded MFE and MAE results with large numbers, as I checked my quantower exports, and the difference already occurs there.

But for 1 case, I still can't understand it. Details below:
Entry $25,210.25
Exit $25,180.25
Price MFE $25,180.20
Price MAE $25,180.20

The result for both MAE and MFE is 60.

Regarding my setup. I am executing MNQ trades on 1min/5min candles, but I am using 1sec data to get more accurate results.

flyslovenc 

But for 1 case, I still can't understand it. Details below: Entry $25,210.25 Exit $25,180.25 Price MFE $25,180.20 Price MAE $25,180.20 The result for both MAE and MFE is 60.

@flyslovenc,

That specific case makes sense once you see what TraderSync is reporting.

The "60" is in dollars -- $60. For MNQ at $2/point, entry 25,210.25 to exit 25,180.25 is 30 points = $60 P&L.

The reason both MFE and MAE show 60 with the same extreme price (25,180.20):

This looks like a short trade where price went nearly straight from entry to the bottom. The extreme price of 25,180.20 is just 0.05 points (one tick) below your exit. On 1-second data, TraderSync captured the lowest price of the trade and appears to be using it to calculate both values:

MFE = favorable move = (25,210.25 - 25,180.20) x $2 = $60.10, rounds to $60

MAE = for a short where price never moved above entry, the adverse direction is 0. TraderSync appears to be reporting the P&L at the same extreme point rather than the adverse direction, giving you 60 for both. This can happen on fast-moving trades where 1-second data captures very few bars between entry and exit -- the exit and the extreme price are essentially at the same moment, so both metrics get calculated off the same data point.

Your 1-second data is not causing the issue -- it is revealing that price barely paused between entry and exit. The "result 60" for MAE is potentially misleading, but the actual P&L of $60 is correct.

Have a good weekend!

-- Fi

Trading involves risk. Results are not guaranteed.