I would like to calculate the average MAE and MFE for all trades in backtest results. I know I could save the report as a file and do it in excel, but was wondering if there was a faster, easier way - just to eyeball it. I thought a possible solution would be to add Avg. MAE and Avg MFE columns to the backtest results when using the optimize feature instead of backtest, but I am not sure how difficult this would be.
TIA,
James
