MAE stands for Maximum Adverse Excursion. It's a nice tool to visually determine if and where to place a stop.

Every trade made by your system is represented by a dot. If the trade was profitable, it is green and above zero. If it was unprofitable, it is red and below zero. So the higher the dot, the better.

The X axis is maximum excursion of a trade, in percentage of the trade's position.

The Y axis is profit/loss of a trade, in percentage of the trade's position.

Say you buy a stock at $100.00, it reaches a low of $99.00, and it sells at $120.00. Your trade will plot at (1.0,20.0). That is, 1% drawdown, 20% profit.

To see visually the effect of adding a percentage-based stop loss, draw a vertical line. Any greens to the right of the line become losses, and any reds become less unprofitable. Thus, it appears to be useful for 1ND1G0 and not for Hredot.

But we have Zorro, so we can easily optimize after using our visual cue.

Hredot: I like your plot, you have some very profitable trades. What I don't understand is why your system isn't profitable when it sees very small drawdowns (<=0.6% per trade). In any case, I don't think you need to add stop losses because it can hurt your profitability.