entry — The open position's average entry price (0 when flat)
stop — True on the bar the engine closed the position other than at the target: the stop was hit (first, when one bar spans both), `flat_at` struck or `max_bars_in_tra
target — True on the bar the open position's target was hit
r — The open position's unrealised R-multiple at this close (0 when flat)
session_trades — Trades opened since the session's `from` (the day, without a session)
in_session — True when the bar's clock is inside `session` (from inclusive, to exclusive)
cooldown_elapsed — True when `limits.cooldown` bars have passed since the last exit (true before the first trade)
warm — True once the warm-up has passed: every bounded window has its bars
fill — True on the bar an order filled (entry, add or reduce)