Maximum favorable and adverse excursion

How much did a trade lose, or gain, at its worst and best points along the way?

Quant strategies and backtests QNT-032 Scatter Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Sample B
15.28 %
Lowest item: Sample E
1.2 %
Average
5.99 %
Number of items
10 items

Maximum favorable and adverse excursion

MFE / MAE (%) (Scatter)

Benchmark / after-cost return (%)

Benchmark / after-cost return (%) (Bar)

Event detail and data date

MFE / MAE (%) and Benchmark / after-cost return (%) (Table)

Sample data rows

Benchmark / after-cost return (%)MFE / MAE (%)Benchmark / after-cost return (%)Data date (sample)
Sample A 4.15 16.3 2026-10-16
Sample B 15.28 8.82 2026-10-16
Sample C 3.22 19.25 2026-10-16
Sample D 5.03 4.24 2026-10-16
Sample E 1.2 21.37 2026-10-16
Sample F 8.35 8.75 2026-10-16
Sample G 3.14 4.82 2026-10-16
Sample H 2.23 4.1 2026-10-16
Sample I 3.74 4.76 2026-10-16
Sample J 13.61 8.21 2026-10-16