Hi all, I'm trying to find the definition of MAE and MFE in the backtester results but I can't find a reference to it in the help files and can't find any financial definitions on the web (maybe I'm not searching right) could someone please tell me?
Also, when creating a new system, can some of the more experienced system traders inform me what they use to gauge how 'good' a system is? Whats the best statistical parameter? Thanks
