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What is the definition of edge/share?

quantzillaquantzilla Posts: 1
in FAQs

In the back test report, what is the definition of "long edge/share" and "short edge/share"?

Comments

  • [Deleted User][Deleted User] Posts: 0

    Long edge/share = Total profit and loss for long position/(2*Total number of entry shares for long position) For the shares you have not closed/exited at the end of simulation, they would be liquidated using the last price. The short is similar. Hope that helps!

  • superquantsuperquant Posts: 28

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