NexusTrade guide

Inspect an options backtest result

Trace an options backtest from entry signal to contract selection, filled orders and closing events. Review synthetic pricing, timing exclusions and drawdown.

As of 2026-10-10

Follow the example

Choose a step to follow the example. Opening a request lets you review it; it does not submit a job or change your account.

Explore the full curve: authored process map
Authored task map. It describes what to inspect; it is not an account screenshot or a measured result.
Step 1 of 3

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.

Entry condition
Evidence: OpenOptionSignal and condition audit · What it answers: Was SPY above SMA50 and was the matching-position count zero?
Contract selection
Evidence: OptionResolutionAttempt and leg audit · What it answers: Which strike and expiration were requested, available and selected?
Size decision
Evidence: Order decisionRecord · What it answers: Did allocation, buying power or a liquidity bound limit quantity?
Simulated fill
Evidence: Order with status Filled · What it answers: Which side, contract, quantity, premium and fee were recorded?
What you should see

A named field or event to inspect, rather than a generic options preset.

Trace a position through the run: authored process map
Authored task map. It describes what to inspect; it is not an account screenshot or a measured result.
Step 2 of 3

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.

What you should see

An explained difference between intended selector, resolved contract, sent size and simulated fill.

Inspect or preview deliberately: authored process map
Authored task map. It describes what to inspect; it is not an account screenshot or a measured result.
Step 3 of 3

Inspect or preview deliberately

Open the contextual request with your actual returned backtest identifier when required. Review the request before sending; do not rerun simply because a result is disappointing.

What you should see

A bounded review of the requested task, without automatic deployment or broker orders.

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.

Entry conditionOpenOptionSignal and condition auditWas SPY above SMA50 and was the matching-position count zero?
Contract selectionOptionResolutionAttempt and leg auditWhich strike and expiration were requested, available and selected?
Size decisionOrder decisionRecordDid allocation, buying power or a liquidity bound limit quantity?
Simulated fillOrder with status FilledWhich side, contract, quantity, premium and fee were recorded?
Exit decisionCloseOptionSignal and its close evaluationsDid a trend or DTE rule qualify, and did it emit orders?
Closing fillFilled close ordersWere all intended legs closed and at which modeled prices?

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.

JSON
{
  "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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