Trades Files

The Trades HTML and Trades CSV files provide detailed information about each trade executed by the strategy. This includes:

  • Buy and Sell Orders: The times and prices at which buy or sell orders were placed, along with the asset involved (e.g., option strike price or stock ticker).

  • Portfolio Value: The value of the portfolio at each time point.

  • Cash: The amount of cash available at each time point.

Option Lifecycle Statuses

For options backtests, expiration outcomes are exported as explicit lifecycle events in the trade artifacts.

  • cash_settled: cash settlement at intrinsic value (used for cash-settled products, such as index options).

  • assigned: short in-the-money physically-settled option assignment at expiration.

  • exercised: long in-the-money physically-settled option exercise at expiration.

  • expired: out-of-the-money expiration (or long ITM contracts that cannot be exercised due to account constraints in simulation).

When physical settlement occurs, LumiBot also writes the underlying delivery row as a separate trade event (status=fill) with type set to the originating lifecycle event (for example, type=assigned or type=exercised). This allows downstream charting/reporting systems to distinguish ordinary trades from assignment/exercise delivery.

Trades example