Futures Backtesting Software for NQ, ES, Gold and Crude
Upload your own futures price bars as CSV files, run 13 built-in intraday strategies or one you define, and get a full trade-by-trade report in the browser: equity curve, Monte Carlo, MAE/MFE, results by hour and day, and a walk-forward check. Free to start.
How a backtest works
The app is an algorithmic backtester, not a manual replay tool. You give it historical bars and a set of rules, and it simulates every trade those rules would have taken.
Load your data
Drag and drop one or more CSV files of price bars. The app reads the instrument from the file name and accepts MNQ, NQ, MES, ES, MYM, YM, M2K, RTY, MGC, GC, MCL and CL.
Pick the rules
Select any of the 13 built-in strategies, or build your own with entry conditions for long and short, a stop loss, a target and a time exit.
Set costs and limits
Add slippage and commission in points per trade, a maximum number of losing trades per day, break-even and trailing stops, and the sessions you want to trade.
Read the report
Compare strategies and instruments side by side, then open any run for the trade log, risk analysis and the advanced statistics listed below.
What data the backtest uses
The backtest runs on the bars you upload. It does not come with a built-in data library, so the result is only as good as the file you give it. Each file needs a header row with time, open, high, low and close columns, plus an optional volume column. The time is a Unix timestamp in seconds. Put the symbol in the file name, for example MNQ_1m.csv.
The built-in strategies are written for 5-minute charts. For futures, use data from the same contract you plan to trade, and decide before you start how you handle contract rolls: a continuous series that is not adjusted will show an artificial jump on roll day.
MyTradeEdge also records its own futures market data through Rithmic for the TradingChart platform. We use those recordings for our published studies, such as the NQ opening range study and the MNQ first-hour study. That data is not loaded into the backtest app.
Built-in strategies
Each strategy has a details panel with its indicators, entry conditions for long and short, exit rules, filters and hints for rebuilding it as a TradingView indicator.
| Strategy | Idea |
|---|---|
| Opening Range Breakout | Break of the 9:30-10:30 New York range, confirmed by ATR momentum |
| ORB + Volume | Break of the 9:30-9:45 range with a VWAP bias, a volume spike and a wick filter |
| Asia and London ORB | 30-minute and 15-minute opening ranges of the Asia and London sessions |
| VWAP Crossover | Price crossing VWAP while close to it |
| VWAP ±2σ Mean Reversion | Fade of the outer VWAP bands back toward VWAP |
| Pullback to EMA9 with ADX | Pullback to the 9 EMA in a strong trend, with the 9 and 21 EMAs aligned |
| Fair Value Gap Fill | Retrace into a recent three-candle fair value gap |
| Market Structure Break | Break of the last swing high or low, with an ATR buffer |
| Volume POC Crossover | Price crossing the rolling 50-bar volume point of control |
| Lorentzian | Classification on RSI, WaveTrend, CCI and ADX features, with kernel regression for trend and exits |
The table groups the four Asia and London variants in one row, which makes 13 strategies in total. Optional filters such as kill zones, a higher-timeframe trend filter, session momentum and a volume spike apply on top of each strategy's own rules.
Build your own strategy
In the Strategy Builder you write the long and short entry conditions, the stop loss and the take profit, and save the strategy next to the built-in ones. You can also describe a strategy in plain English and let the builder generate code that you can read, edit and test-compile before running it.
Exits, costs and optimisation
- Fixed exits or grid search. Use a fixed stop and a target in R, or let the optimizer try a grid of stop and target combinations and rank them.
- Costs. Slippage and commission are entered in points and taken off every trade, so results are not shown before costs only.
- Daily limits. Stop trading for the day after a set number of losses or after a drawdown measured in ATR.
- Trade management. Optional break-even and trailing stop.
- Sessions and days. Choose which sessions strategies may trade and exclude days of the week.
- Walk-forward check. Split the data 70/30: rules are chosen on the first 70% and checked on the last 30% that the optimizer did not see.
- Multi-timeframe. Add a higher-timeframe condition to the rules.
What the report shows
Every run produces a trade log and summary statistics such as win rate, profit factor, expectancy and maximum drawdown. The report is split into three groups:
- Trades: trade log, results by hour and by day of the week.
- Risk: Monte Carlo analysis with the distribution of maximum drawdown and a probability of ruin, an expectancy heatmap, correlation between strategies, a price chart with the trades, and a combiner that tests strategies together.
- Advanced: a quality score (sample size, equity curve consistency, drawdown against profit, profit factor, win rate and payoff), monthly results, P&L distribution, streaks and what happened after them, MAE/MFE, stop and target optimisation based on trade excursions, and a what-if view.
Runs are kept in a history so you can compare them, and you can export and import your setup as a JSON file.
How to read a backtest without fooling yourself
- Count the trades. A profit factor from 30 trades says little. The quality score in the app counts sample size for this reason.
- Include costs from the start. On MNQ, one tick is $0.50 per contract, so a strategy that makes a few ticks per trade can disappear once commission and slippage are in.
- Trust the out-of-sample part more. If the result falls apart in the last 30% of the walk-forward split, the parameters were probably fitted to the past.
- Look at the worst case. Use the Monte Carlo drawdown distribution, not the single equity curve, to size against a prop firm drawdown. Our prop firm drawdown calculator and position size calculator help with that step.
Once a strategy holds up, the trading journal tracks how the live trades compare, and the autotrader can run automated strategies on connected accounts.
Is the backtest free?
You can start on the free plan with a MyTradeEdge account; no credit card is needed. The paid Pro plan costs $14.99 per month. See pricing for what each plan includes.
Frequently asked questions
What data do I need to backtest a futures strategy?
Historical price bars in CSV format with time, open, high, low and close columns and, if you have it, volume. The time is a Unix timestamp in seconds, and the file name contains the symbol, for example MNQ_1m.csv. The built-in strategies are written for 5-minute charts.
Does the backtest app include historical futures data?
No. The backtest runs on the files you upload, so you bring the data. MyTradeEdge records its own futures data through Rithmic for the TradingChart platform and uses it for published studies, but that data is not loaded into the backtest app.
Which futures contracts can I backtest?
MNQ, NQ, MES, ES, MYM, YM, M2K, RTY, MGC, GC, MCL and CL. You can load several instruments at once and compare the results side by side.
Does the backtest include commission and slippage?
Yes, if you turn it on. You enter slippage and commission in points, and both are deducted from every simulated trade.
How do I avoid curve-fitting a backtest?
Use the walk-forward option, which picks the rules on the first 70% of the data and checks them on the last 30%, look at the Monte Carlo drawdown distribution instead of the single equity curve, and do not trust results built on a small number of trades.
Is the backtest tick by tick?
No. It simulates trades on the price bars you upload, so it cannot see the order of prices inside a bar. For strategies that depend on a few ticks, check the results against live or replayed fills before you trade them.
Is it free backtesting software?
You can start on the free plan, with no credit card and no time limit. The Pro plan costs $14.99 per month. The pricing page lists what each plan includes.