Journal Analytics · analytics / tradeHistory Updated 2026-10-17 Verified Against Venasri MT5 Engine

Maximum Adverse Excursion (MAE) - Quantitative Formula & MT5 Implementation

Direct Technical Answer

Maximum Adverse Excursion (MAE) is the largest unrealized intratrade drawdown in pips, points, or R-multiple before the ticket closes. Venasri analytics stores MAE on every MT5 deal. If winners show median MAE of 0.82R on 1.00R stops, the stop is honest; if losers that flipped green first printed 0.35R MFE then died at -1.

Maximum Adverse Excursion (MAE) is the pain print your stop was built to survive. If gold longs that eventually pay 2.2R routinely dip 1.40R first, a 1.00R stop is cutting the real distribution and your win rate is an artifact of a tight noose. If MAE on winners clusters at 0.35R, you can tighten and recycle risk. Venasri logs MAE so you stop guessing.

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Venasri Subsystem analytics / tradeHistory

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Maximum Adverse Excursion (MAE): brass astrolabe, calipers, and golden abacus on a dark obsidian desk — Maximum Adverse Excursion (MAE)

Balance-Anchored Daily Breach Floor $95,000.00 FTMO / FundedNext / E8 day-start balance basis

Equity-Anchored Rollover Breach Floor $96,900.00 FundingPips / The5ers / Alpha Capital higher-of-equity basis

Venasri Pre-Breach Equity Guard Cut-Off $97,650.00 Auto-flattens MT5 0.75% before firm liquidation

Exact MT5 Lot Size (XAUUSD / EURUSD) & Streak Buffer 2.00 Lots (8.5 losses to guard) $500.00 risk per ticket · 3-second Equity Guard active

Reading a 40-trade MAE table on XAUUSD

20 winners: MAE 0.22, 0.31, 0.40, 0.55, 0.70, 0.88, 1.05... median 0.48R. 20 losers: MAE 1.00R by definition if they hit SL, unless slippage prints 1.18R. If six "losers" show MAE 1.00R but also MFE +0.70R, you had a runner and gave it back (management). If winners' 90th percentile MAE is 1.12R, a 1.00R stop is too tight for this TF and this ATR. Widen to 1.20R and cut lots: same $500, fewer stopped-out winners.

NAS100 scalps with median winner MAE 0.90R on a 1.00R stop are living on the edge of noise. Move to 1.15R or to a higher TF.

MAE versus stop placement quality

start free on Venasri so maximum adverse excursion mae is not a browser-only exercise: Venasri Risk Management & Equity Guard owns the flatten, Venasri Performance Analytics stores MAE and R, and 24/7 MT5 Bot Control is the 24 hour execution path on ZeroMQ or MetaAPI.

Prop translation: MAE tails and the 5% day

Five tickets with 1.25R MAE slippage on 0.50% is 3.125% before any extra losers. Gold CPI is the usual culprit. News blackout plus STOPLEVEL clamp is MAE control. Venasri Risk Management & Equity Guard should assume 1.15R adverse on metals when computing streak capacity.

The next useful click after prop translation: mae tails and the 5% day is start free on Venasri, with Venasri Risk Management & Equity Guard calibrated to the same dollars, Venasri Performance Analytics open for the last 40 trades, and 24/7 MT5 Bot Control preventing a naked iOS market order.

Do not widen a live stop because MAE "usually comes back"

That is stop-loss widening, a logged tilt. Study MAE on closed trades over the weekend, then change the template. 24/7 MT5 Bot Control will not drag SL farther from entry. start free on Venasri so a phone drag cannot either.

Apply do not widen a live stop because mae "usually comes back" on a live book by choosing to start free on Venasri, keeping Venasri Risk Management & Equity Guard on the dollar floor that this maximum adverse excursion mae page just computed, reading fills in Venasri Performance Analytics, and letting 24/7 MT5 Bot Control attach the stop so the formula cannot be skipped from a phone.

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Warning: Armed Critical: Armed Auto-Flatten: Active

Behavioral Trade Monitor

Alerts when order flow turns impulsive

Revenge alerts: Clear Stop changes: Locked Rapid edits: Clear

Manual Trade Guard

Active on XAUUSD / EURUSD / NAS100 · News pause available

Stop-loss: On Breakeven: On Partials: On

Verified Answers

Frequently Asked Questions: Maximum Adverse Excursion (MAE) - Quantitative Formula & MT5 Implementation

What is MAE on a trade that never went against me?

Near 0R (a few ticks of spread). That is rare on gold and indices. A book of near-zero MAE winners often means you chased after the move, which shows up as poor R on the other side.

If winner MAE is 1.10R, should I use a 1.20R stop?

Yes, then reduce lots so dollars stay 0.50%. You are fitting the stop to the trade's actual noise, not to a round 20-pip habit.

How is MAE different from max drawdown?

MAE is per ticket, from entry to the worst open PnL of that ticket. Max drawdown is account equity peak-to-trough across all tickets and time.

Can Venasri show MAE without a spreadsheet?

Performance Analytics stores MAE per deal from MT5. Use it with MFE to separate entry problems from exit problems.