Futures backtesting questions
If something here is not covered, write to us and we will answer it properly rather than guess.
Do you tell me whether my strategy is worth trading?
No. You get the figures, the full trade list, and a written account of what the run assumed. Drawing a conclusion from that is your job, not ours. This is deliberate, and it is also why nothing here is investment advice.
Do I need to know how to code?
No. Describe your rules the way you would explain them to another trader. If something is ambiguous, we ask rather than guess.
Which markets can you test?
CME futures at launch: ES and MES, NQ and MNQ, plus gold futures (GC, on COMEX, a CME Group exchange). More CME products are on the way. Forex is not supported and is not part of the launch.
How do you handle contract rolls?
Rolls are explicit events in our data. No trade is ever held through a contract change: a position still open at the close of the last session before a roll is exited at that session's final bar close. Prices are not back-adjusted. A price gap created by rolling can never trigger an entry or a stop, because it is never treated as a price move.
Where does the market data come from?
Historical CME data licensed from Databento, refreshed on a schedule. It is not a live feed - this is a backtesting service, not a trading platform.
What are the results based on?
Simulated execution over historical data. Simulated results are not actual trading and carry limitations set out in full on our risk disclosure page.
Trading futures involves substantial risk of loss. Nothing on this site is investment advice.
Full risk disclosure