The MAE versus Trade Outcome distribution illustrates how individual trades behaved while they were active, offering a deeper understanding of execution quality beyond traditional performance statistics. The majority of profitable trades experienced relatively limited adverse price movement before closing in profit, indicating that entries were generally well timed and aligned with prevailing market conditions. This suggests the algorithm is capable of identifying favorable opportunities without requiring excessive drawdown before reaching target levels. Losing trades remain concentrated within a controlled range of adverse movement, reflecting disciplined exit management and predefined risk parameters. The absence of widespread extreme outliers indicates that losses were not allowed to expand uncontrollably, supporting a structured approach to capital preservation. Several high performing trades generated substantial profits while maintaining comparatively low adverse excursions, highlighting the strategy's ability to capture directional market moves efficiently once positions were established. Overall, the distribution demonstrates a balanced relationship between trade risk and realized outcomes, reinforcing the consistency of the algorithm's execution process.