Futures backtesting

Backtest futures with the contract maths built in.

Pick a contract and a date, step the chart forward, and trade it in contracts rather than in vague units. Commission comes off per contract, so the result reads like a statement.

The DT Terminal Backtester replaying an index chart bar by bar, with a past trade's entry and exit marked.
The Backtester on US100, mid-session.
Sized as the contract is
Contracts
Commission in the sim
Per contract
Free sessions to start
2
Sessions on Pro
Unlimited

The loop

Where futures backtesting sits

Commission comes off per contract, so the result reads like a statement.

  1. 1 · SyncConnect your brokerEvery trade lands in your journal
  2. 2 · JournalReview the recordNotes, tags, analytics
  3. 3 · BacktestPractice the fixBar by bar on real candles
  4. 4 · ReplayTest a different exitOn the trade you took
  5. 5 · ImproveGet better, measurablyYour numbers move

How it works

  1. 01

    Pick a contract and a date

    Choose the contract and where in history to start, then jump to the open or the release you want to study.

  2. 02

    Trade it in contracts

    Size the position in contracts and step forward one bar at a time, placing stops and targets as if it were live.

  3. 03

    Read the net stats

    Commission comes off per contract, so the expectancy at the end is a net number.

Contract sizing

Sized and costed like the contract it is.

A simulated position is a number of contracts, and the commission rate you set is applied per contract, so the R multiple is the one your statement would show.

  • Position sized in contracts
  • Per-contract commission applied
  • Net expectancy, not gross
DT Terminal Backtester analytics: equity curve and per-trade results for a futures session.

Jump to time

Straight to the cash open, or the print.

Jump to the open, a CPI release or the session you remember, instead of stepping through overnight chop to reach it.

  • Any date and time
  • The future stays hidden until you step in
  • Your drawings stay on the chart
Jump-to-time in the DT Terminal Backtester ona historical futures chart.

Rules

Check the session against the strategy you wrote.

On Plus and Pro a session links to a strategy in your Playbook and every simulated trade is checked against its rules, so the stats at the end belong to the strategy, not just the run.

  • Link a session to a Playbook strategy
  • Rule checks on every simulated trade
  • Edge suggests what to test next
The DT Terminal Trade Log holding backtested futures trades beside imported ones.

DT Passport

Numbers you can trust.

Sync your broker and your record becomes a DT Passport: one link with your P&L and growth read from the broker, shared only when you choose.

A public DT Passport on DT Terminal: the @londonopenfx demo record with its Verified mark, verified P&L beside a growth curve, and the line naming the brokers it was read from.

Worth knowing

The replay is live, and so is Tradovate sync.

Tradovate accounts, and NinjaTrader accounts on a NinjaTrader or Tradovate login, connect read-only and sync. Accounts fed by Rithmic reach the journal by CSV or by hand. The backtester runs on real futures candles either way.

What is free

Free keeps 2 full sessions at a time, and Plus 3.

Pro makes them unlimited, $24 a month or $199 a year.

FeatureFreePlusPro
Backtest sessionsHeld at a time. Delete one to start another2 at a time3 at a timeUnlimited
Trades per session5050Unlimited
Chart tabs and markets per sessionTabs in Live Charts, and markets in one backtest session228
Chart indicators at onceOn one chart in Live Charts, the Backtester and Trade Replay. Volume and Trading Sessions never count12Unlimited

Full comparison on the pricing page.

FAQ

Real historical candles for the futures instruments in the app, and coverage grows as data partners are added. Index, energy, metals, rate, currency and agricultural contracts are covered, replayed bar by bar on our own charts.

As a rate per contract, set once and applied to every simulated trade, so the net R at the end of the session matches how the trade would have settled.

Yes. Tradovate accounts, and NinjaTrader accounts that sign in with NinjaTrader or Tradovate credentials, connect read-only and sync. Accounts fed by Rithmic reach the journal by CSV export or by hand.

A free account gets 2 full sessions, up to 50 trades in each, on 2 market at a time. Plus keeps 3 sessions at a time, and Pro removes every cap.

Yes. On Plus and Pro a session can be linked to a strategy in your Playbook, and each simulated trade is checked against the rules you wrote down.

Test the contract before the money is on it.

2 sessions are free, with the commission already taken off.