MAE/MFE diagrams

Hi !

after many research I see that “P&L growth by duration” only exist in SQX and QA… what about MAE and MFE diagrams ??

it already exist or is it possible to add them ?

thanks by advance for your responses 😉

Hello,

to get MAE/MFE values you need to do a backtest of a strategy which is not possible using QuantAnalyzer basically. It can analyze it in a limited fashion using the “open balances” functionality but in StrategyQuant you can see those values for a backtested strategy evaluated exactly for each trade