What is the definition of edge/share?

quantzillaquantzilla Posts: 1

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


  • 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!

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