TradeStation Portfolio Maestro

Trades Graphs

Trades graphs display the portfolio trades and the trade related information. Efficiency is a measure of a trade quality. It measures the percent of the total trade potential taken by a trade during the trade period. Entry Efficiency measures the percent of the total trade potential taken by a trade given its entry and assuming the best possible exit during the trade period. Exit Efficiency measures the percent of the total trade potential taken by a trade given its exit and assuming the best possible entry during the trade period.

• Total Efficiency - Displays total efficiency for each trade number and an average total efficiency. The vertical and horizontal axes are total efficiency (%) and the trade number.
• Entry Efficiency - Displays entry efficiency for each trade number and an average entry efficiency. The vertical and horizontal axes are entry efficiency (%) and the trade number.
• Exit Efficiency - Displays exit efficiency for each trade number and average exit efficiency. The vertical and horizontal axes are exit efficiency (%) and the trade number.
• Max Adverse Excursion (MAE) / % - A measure of the adverse movement during a trade. This graph displays for each trade, the realized profit or loss along the vertical axis. The horizontal axis shows the level of drawdown during the trade. Trades that were closed at a profit are displayed as small upward pointing green arrows. Trades that were closed at a loss are displayed as downward pointing red arrows.
• Max Favorable Excursion (MFE) / % - A measure of the favorable movement during a trade. This graph displays for each trade, the realized profit or loss along the vertical axis. The horizontal axis shows the level of run-up during the trade. Trades that were closed at a profit are displayed as small upward pointing green arrows. Trades that were closed at a loss are displayed as downward pointing red arrows.