Kind Sirs:

I thought I read a post where someone shared a way to obtain the cumulative MFE or MAE. The post was either for open_trades or for closed_trades.

I can't seem to find it and my personal efforts to write this have not worked.

I have a script that exports MFE and MAE into a CSV file along with other signals for machine learning. Would this help you out?

Thanks Sdh309795gaas. That would be appreciated.