MFE Distribution
The MFE distribution table takes all of the Desktop positions and groups them together by MFE% values. Each group of positions is used for calculating various performance metrics and then displayed as a single row in the table.
The Maximum Favorable Excursion is the maximum profit that the position had before it was closed.
| Name | Description |
|---|---|
| Start % | The lower MFE which starts the range. |
| End % | The upper MFE which ends the range. |
| Currency | The row currency code. |
| Positions | The total number of positions whose MFE fits the range. |
| Win | The number of winning positions whose MFE fit the range. |
| Loss | The number of losing positions whose MFE fit the range. |
| Win % | The percent of winning positions whose MFE fit the range. |
| Loss % | The percent of losing positions whose MFE fit the range. |
| Total PnL | The total PnL of all the positions whose MFE fit the range. |
| Avg. PnL | The average PnL of all the positions whose MFE fit the range. |
| Total Qty | The total quantity of positions whose MFE fit the range. |
| Avg. Qty | The average quantity of positions whose MFE fit the range. |