Refine docs formatting

Author: cjdsellers

docs/concepts/backtesting.md

@@ -154,9 +154,9 @@ Even when you provide bar data, Nautilus maintains an internal order book for ea
 When backtesting with different types of data, Nautilus implements specific handling for slippage and spread simulation:
 
 For L2 (market-by-price) or L3 (market-by-order) data, slippage is simulated with high accuracy by:
-- Filling orders against actual order book levels
-- Matching available size at each price level sequentially
-- Maintaining realistic order book depth impact (per order fill)
+- Filling orders against actual order book levels.
+- Matching available size at each price level sequentially.
+- Maintaining realistic order book depth impact (per order fill).
 
 For L1 data types (e.g., L1 orderbook, trades, quotes, bars), slippage is handled through:
 
@@ -209,48 +209,54 @@ engine = BacktestEngine(
 ```
 
 **prob_fill_on_limit** (default: `1.0`)
+
 - Purpose:
    - Simulates the probability of a limit order getting filled when its price level is reached in the market.
 - Details:
    - Simulates your position in the order queue at a given price level.
    - Applies to all data types (e.g., L3/L2/L1 orderbook, quotes, trades, bars).
    - New random probability check occurs each time market price touches your order price (but does not move through it).
    - On successful probability check, fills entire remaining order quantity.
-- Examples:
+
+**Examples**:
+
    - With `prob_fill_on_limit=0.0`:
-      - Limit BUY orders never fill when best ask reaches the limit price
-      - Limit SELL orders never fill when best bid reaches the limit price
-      - This simulates being at the very back of the queue and never reaching the front
+      - Limit BUY orders never fill when best ask reaches the limit price.
+      - Limit SELL orders never fill when best bid reaches the limit price.
+      - This simulates being at the very back of the queue and never reaching the front.
    - With `prob_fill_on_limit=0.5`:
-      - Limit BUY orders have 50% chance of filling when best ask reaches the limit price
-      - Limit SELL orders have 50% chance of filling when best bid reaches the limit price
-      - This simulates being in the middle of the queue
+      - Limit BUY orders have 50% chance of filling when best ask reaches the limit price.
+      - Limit SELL orders have 50% chance of filling when best bid reaches the limit price.
+      - This simulates being in the middle of the queue.
    - With `prob_fill_on_limit=1.0` (default):
-      - Limit BUY orders always fill when best ask reaches the limit price
-      - Limit SELL orders always fill when best bid reaches the limit price
-      - This simulates being at the front of the queue with guaranteed fills
+      - Limit BUY orders always fill when best ask reaches the limit price.
+      - Limit SELL orders always fill when best bid reaches the limit price.
+      - This simulates being at the front of the queue with guaranteed fills.
 
 **prob_slippage** (default: `0.0`)
+
 - Purpose:
    - Simulates the probability of experiencing price slippage when executing market orders.
 - Details:
      - Only applies to L1 data types (e.g., quotes, trades, bars).
      - When triggered, moves fill price one tick against your order direction.
      - Affects all market-type orders (`MARKET`, `MARKET_TO_LIMIT`, `MARKET_IF_TOUCHED`, `STOP_MARKET`).
      - Not utilized with L2/L3 data where order book depth can determine slippage.
-- Example:
+
+**Examples**:
+
    - With `prob_slippage=0.0` (default):
-      - No artificial slippage is applied, representing an idealized scenario where you always get filled at the current market price
+      - No artificial slippage is applied, representing an idealized scenario where you always get filled at the current market price.
    - With `prob_slippage=0.5`:
-      - Market BUY orders have 50% chance of filling one tick above the best ask price, and 50% chance at the best ask price
-      - Market SELL orders have 50% chance of filling one tick below the best bid price, and 50% chance at the best bid price
+      - Market BUY orders have 50% chance of filling one tick above the best ask price, and 50% chance at the best ask price.
+      - Market SELL orders have 50% chance of filling one tick below the best bid price, and 50% chance at the best bid price.
    - With `prob_slippage=1.0`:
-      - Market BUY orders always fill one tick above the best ask price
-      - Market SELL orders always fill one tick below the best bid price
-      - This simulates consistent adverse price movement against your orders
+      - Market BUY orders always fill one tick above the best ask price.
+      - Market SELL orders always fill one tick below the best bid price.
+      - This simulates consistent adverse price movement against your orders.
 
 **prob_fill_on_stop** (default: `1.0`)
-- Stop order is just shorter name for stop-market order, that convert to market orders when market-price touches the stop-price
+- Stop order is just shorter name for stop-market order, that convert to market orders when market-price touches the stop-price.
 - That means, stop order order-fill mechanics is simply market-order mechanics, that is controlled by the `prob_slippage` parameter.
 
 :::warning
@@ -263,31 +269,32 @@ The behavior of the `FillModel` adapts based on the order book type being used:
 
 **L2/L3 Orderbook data**
 
-With full order book depth, the `FillModel` focuses purely on simulating queue position for limit orders through `prob_fill_on_limit`. The order book itself handles slippage naturally based on available liquidity at each price level.
+With full order book depth, the `FillModel` focuses purely on simulating queue position for limit orders through `prob_fill_on_limit`.
+The order book itself handles slippage naturally based on available liquidity at each price level.
 
-- `prob_fill_on_limit` is active - simulates queue position
-- `prob_slippage` is not used - real order book depth determines price impact
+- `prob_fill_on_limit` is active - simulates queue position.
+- `prob_slippage` is not used - real order book depth determines price impact.
 
 **L1 Orderbook data**
 
 With only best bid/ask prices available, the `FillModel` provides additional simulation:
 
-- `prob_fill_on_limit` is active - simulates queue position
-- `prob_slippage` is active - simulates basic price impact since we lack real depth information
+- `prob_fill_on_limit` is active - simulates queue position.
+- `prob_slippage` is active - simulates basic price impact since we lack real depth information.
 
 **Bar/Quote/Trade data**
 
 When using less granular data, the same behaviors apply as L1:
 
-- `prob_fill_on_limit` is active - simulates queue position
-- `prob_slippage` is active - simulates basic price impact
+- `prob_fill_on_limit` is active - simulates queue position.
+- `prob_slippage` is active - simulates basic price impact.
 
 #### Important Considerations
 
 The `FillModel` has certain limitations to keep in mind:
 
-- Partial fills are not simulated - orders either fill completely or not at all
-- With L1 data, slippage is limited to a fixed 1-tick, at which entire order's quantity is filled
+- Partial fills are not simulated - orders either fill completely or not at all.
+- With L1 data, slippage is limited to a fixed 1-tick, at which entire order's quantity is filled.
 
 :::note
 As the `FillModel` continues to evolve, future versions may introduce more sophisticated simulation of order execution dynamics, including: