TL;DR
Trace an options test from its signal through contract selection, sizing, filled orders and closing events. Signals and order statuses are not separate completed trades. The worked SPY call opened January 2 and closed January 19, 2024, earning $1.51 after recorded commissions; it closed before expiration. Inspect adverse periods too: the exported full year curve declined 13.24%, versus 13.27% reported by the engine. Preserve selected contracts, pricing assumptions and event excerpts rather than attributing the annual result to one favorable trade.
Follow a recorded SPY call from entry to exit
Show the table · 2 rows, 6 columns
Scroll sideways to compare all columns. Select a heading to sort.
| 2024-01-02 14:31:00 | SPY240202C00472000 | Buy to open | 1 | $8.6544 | $0.65 |
| 2024-01-19 14:31:00 | SPY240202C00472000 | Sell to close | 1 | $8.6825 | $0.65 |
No matching rows. Clear the filter to see all records.
A separate detailed run completed on 2026-10-10 with the same saved candidate, fixed dates and fees. It reproduced the lightweight result retained in the linked source record. The captured opening condition had SPY at $472.16, SMA50 at $461.57 and matching-position count 0. Both entry checks were true.
The first position opened on January 2 and closed on January 19, 2024, at 14 DTE. The time-exit close evaluation emitted 1 order. These are simulated Filled orders, not broker executions. The first position's P&L was $1.51 after recorded commissions, calculated from all its opening and closing premiums and quantities.
Compare the selected-candidate bid, ask and mid with the Filled-order premium. Follow the contract symbols and timestamps to connect selection, sizing and execution.
Inspect the adverse period as well as the first trade
The largest peak-to-trough decline in the exported 519-point history was 13.24%: $13235.24 on 2024-07-16 to $11483.00 on 2024-09-06. At the trough the exported position value was $0.00.
The engine reported maximum drawdown of 13.27%. That differs from the decline calculated over the exported history points. Explore the snapshots and events around this period to understand the change in portfolio value.
Show the table · 2 rows, 5 columns
Scroll sideways to compare all columns. Select a heading to sort.
| 2024-07-16 20:00:00 | $13235.24 | $11769.74 | $1465.50 | $12001.33 |
| 2024-09-06 20:00:00 | $11483.00 | $11483.00 | $0.00 | $11517.45 |
No matching rows. Clear the filter to see all records.
Calculate what this recorded trade earned
The displayed premiums changed from $8.6544 to $8.6825. For 1 contract with multiplier 100, ($8.6825 − $8.6544) × 100 − $0.65 − $0.65 = $1.51 after the two recorded commissions. This calculation uses the displayed rounded premiums. The contract closed before expiration, so an expiration-payoff formula would answer a different question.
Its opening checks were SPY above SMA50 and zero matching option positions. The complete source preserves those indicator values, selected contract, quote, fill and close. Compare the first trade with the full-year curve before attributing the whole return to this one position.
Explore the full curve
All 15 strategy examples include a completed 2024 backtest. Explore returns, drawdown, flat periods and capital deployed, then choose a trade or period to inspect. The calendar and diagonal examples executed no trades; their pages include the contract-resolution events.
Trace a position through the run
A signal is a condition evaluation, not a fill. A close signal can emit zero orders when no matching positions qualify. Pending, Accepted and Filled are stages of the same order; do not count them as three trades. Check spread grouping and every leg when inspecting a vertical.
Show the table · 6 rows, 3 columns
Scroll sideways to compare all columns. Select a heading to sort.
| Entry condition | OpenOptionSignal and condition audit | Was SPY above SMA50 and was the matching-position count zero? |
| Contract selection | OptionResolutionAttempt and leg audit | Which strike and expiration were requested, available and selected? |
| Size decision | Order decisionRecord | Did allocation, buying power or a liquidity bound limit quantity? |
| Simulated fill | Order with status Filled | Which side, contract, quantity, premium and fee were recorded? |
| Exit decision | CloseOptionSignal and its close evaluations | Did a trend or DTE rule qualify, and did it emit orders? |
| Closing fill | Filled close orders | Were all intended legs closed and at which modeled prices? |
No matching rows. Clear the filter to see all records.
Query one opening without the noise
The examples publish a captured first opening and its subsequent close. To inspect your own run, query a narrow date range. The tool returns recent events first and paginates; widen dates or request another page deliberately. Request raw data when the summary leaves out the decision fields you need.
{
"backtest_id": "<your completed backtest ID>",
"start_date": "2024-01-02",
"end_date": "2024-01-02",
"event_types": [
"OpenOptionSignal",
"OptionResolutionAttempt",
"Order"
],
"include_condition_audit": true,
"raw": true,
"page": 1,
"page_size": 20
}Keep pricing observations separate
Use the resolver's candidate bid, ask and mid to follow contract selection and sizing. A Filled order records the execution premium, and the history records portfolio value at each snapshot. Compare these records by timestamp, symbol and side.
To explore pricing in more detail, query the raw resolution and Order events for the same position and review their recorded fields.
Inspect an adverse period too
Each strategy guide identifies the largest decline in its exported history, separately from the engine's reported maximum drawdown. Inspect positions and exits around that period, including days when an expected opening did not occur. Check selector resolution, budget, liquidity limits and quote eligibility before assuming the trading rule did nothing.
Preserve event excerpts before the 3-day retention window ends. The saved public examples contain curated captures rather than links into a private account.
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