Maximum Favorable Excursion is what was the maximum profit that the trade had before the trade closed .. I have a strategy that puts an automatic target so I would expect the MFE number to be close to my target of 6 tics but the MFE 8.62 tics,, is this positive slippage?
MAE 8.56
MFE 8.62
ETD 7.53
is this good or ???
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