I have been using Probacktest to backtest my trading strategies for over two months now on a daily basis.

I have recently noticed that the MAE figure on the detailed report does not take into account the max movement against you on the entry bar itself; but then also noticed yesterday night by reviewing a small sample of the winning trades from the detailed report’s closed positions list that the MAE is not really the max price it went against your trade at all. This makes me wonder whether the absolute performance figures and MFE have any bearing….

Should I trust that the return figure on the overview tab information on the probacktest results is correct?

I normally use the MAE as an indicator of the size of stop loss required for the strategy, but how accurate is it? can I trust it? please help