Worst-case ("adverse") net gain or loss, in dollars, of all positions remaining open in this strategy on this test date
Notes
Each open position contributes its adverse excursion from its entry price: the (negative) amount by which it would have been under water had it been marked at its least favorable price of the day. The excursion is floored at zero per position, so a position whose least favorable price of the day is still above its entry price contributes nothing, no matter how far it fell during the day. S.MAE is the sum of those per-position values — a portfolio-level total of conventional per-trade MAE.
For the worst theoretical portfolio-level P&L of the day relative to the prior close (no entry prices, no per-position floor, gaps included), see S.NetDlrMin.
The default "MAE" daily stats graph is calculated as S.MAE / S.Alloc and displayed as a percentage.
