I am wondering please, if there is a way to find out what my MAE and MFE numbers are, for my trading system that I am currently implementing , but instead of starting ' Today " and making a 100 trades to then get a feel for what my numbers are for my system ...... is there a way that I can go back say 1 year and put in my stop and target(s) and then run it forward from that point forward to get these two numbers ( MAE and MFE ) for that system ?
And for a profitable system , does the MFE number need to be twice as big as the MAE ? So basically and 2:1 profit/loss ratio ?
Thanks so much - Michael
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