Next to MAE/MFE/price difference profile, it would be nice to calculate Chuck LeBeau's Exit Efficiency Ratio. (Seen in Omega's STAD07. There was also Chuck's article in Futures Magazine)

After testing, for every trade, look for theoretically best price to exit within DOUBLE trade duration. E.g. if a trade took 12 bars, look for best price to exit within 24 bars from entry.
EER = theoretical_profit / real_profit.

Personally I would go further and define
EER = (Risk + TheoreticalProfit)/(Risk + Profit);
This would allow me to include loosers into statistics. Even a looser could be (probably) made less by better exit.

Also, I would use not the absolutely best theoretical price to exit (like highest high for exiting from long position), but a realistic price (like highest mid or even low for exiting from long position).