MAE / MFE Stop Optimizer
Are your stops too tight or too loose? Analyze your trades’ Maximum Adverse/Favorable Excursion to calibrate the statistically optimal stop distance.
Your Trade History
Format: entry_price, exit_price, MAE (negative = went against you), MFE (positive = went in your favor). Minimum 10 trades for meaningful stats.
Stop Optimization
Optimal Stop
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Capture Efficiency
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Winners Saved
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Avg MFE
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Frequently Asked Questions
What are MAE and MFE?
MAE (Maximum Adverse Excursion) = the worst the trade went against you. MFE (Maximum Favorable Excursion) = the best it went for you. Together they reveal whether your stops are choking winners or letting losers run.
What is capture efficiency?
Sweeney’s metric: realized profit ÷ MFE, averaged across winners. Below 50% means you leave too much on the table — consider wider targets or trailing stops.
How is the optimal stop found?
We test stop distances against your MAE distribution: the sweet spot maximizes (winners kept × avg win) minus (extra loss from wider stops). It is descriptive of YOUR trading, not a universal rule.
Disclaimer: Statistical analysis of your own trade history for education. Optimal stops are backward-looking — markets change. Always combine with position sizing and risk management.