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 a futures chart bar by bar with simulated entries.
The Backtester on an index future, mid-session.
Contracts
Sized as the contract is
Per contract
Commission in the sim
2
Free sessions to start
Unlimited
Sessions on Pro

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
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 Backtester on a historical futures chart.

Into the journal

Export the session to your Trade Log.

On Pro the tested trades land in the same journal your CSV imports go to, so the tested idea and the traded one can be compared.

  • Backtests and live trades in one record
  • Link a session to a Playbook strategy
  • Edge suggests what to test next
The Trade Log holding backtested futures trades beside imported ones.

Read this first

The replay is live. Futures platform sync is not.

A NinjaTrader connection is being built and Tradovate is not connected, so a live futures account still reaches the journal by CSV or by hand. The backtester itself runs on real futures candles today.

What is free

Free includes 2 full sessions.

Pro makes them unlimited, $18 a month or $149 a year.

FeatureFreePro
Backtest sessions2 lifetimeUnlimited
Trades per session50Unlimited
Markets per session1Unlimited
Sessions never expire
Strategy linking and rule compliance
Export backtests to your Trade Log

Full comparison on the pricing page.

Questions

Which futures data does the backtester use?

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.

How is commission handled in a session?

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.

Does it sync with Tradovate or NinjaTrader?

Not yet. A NinjaTrader connection is being built and Tradovate is not connected. Backtesting works today, and a live futures account reaches the journal by CSV export or by hand until the connections ship.

Is futures backtesting free?

A free account gets 2 full sessions, up to 50 trades in each, on 1 market at a time. Pro removes every cap and keeps sessions forever.

Can I test a written strategy against its rules?

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

Can I run DT Terminal from Claude?

Soon. We are building an MCP connector that opens the whole of DT Terminal to Claude: every workspace and every piece of your data, to read and to act on, with your consent per scope. It works with any assistant that speaks MCP, and it is in development, not live yet.

Test the contract before the money is on it.

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