If trading without or with a big stoploss you have a win and never see the loss (look at the backtest report at the mae colum, where it shows how much the position was turned against you)
@Paul I look at MAE also and have been trying to bring this down with more precise entries. Now testing with MA Crossover and backtest results look really promising. It now works much better with stoploss..
I will forward test next week. I also divide the total of MAE with MFE to get an e-ratio, higher number is better. Anyone else doing this also when creating strategies?
