# Futures Backtesting with Bar by Bar Replay · DT Terminal > Replay real futures candles bar by bar with contract sizing and per-contract commission in the sim. 2 free sessions at a time, unlimited on Pro. 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. [Start free](https://www.thedtterminal.com/login?signup=true&from=product_backtest) [See the live demo](https://www.thedtterminal.com/tour/backtester) NinjaTrader trademark disclosure NinjaTrader® is a registered trademark of NinjaTrader Group, LLC. No NinjaTrader company has any affiliation with the owner, developer, or provider of the products or services described herein, or any interest, ownership or otherwise, in any such product or service, or endorses, recommends or approves any such product or service. 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 · Sync Connect your broker Every trade lands in your journal](https://www.thedtterminal.com/supported-brokers) 2. [2 · Journal Review the record Notes, tags, analytics](https://www.thedtterminal.com/trading-journal) 3. [3 · Backtest Practice the fix Bar by bar on real candles](https://www.thedtterminal.com/backtesting) 4. [4 · Replay Test a different exit On the trade you took](https://www.thedtterminal.com/trade-replay) 5. [5 · Improve Get better, measurably Your numbers move](https://www.thedtterminal.com/trading-analytics) How it works 1. **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. **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. **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 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 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 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. [How verification works](https://www.thedtterminal.com/verification) [See a demo passport](https://www.thedtterminal.com/dtpassport/londonopenfx) 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. | Feature | Free | Plus | Pro | | --- | --- | --- | --- | | Backtest sessions Held at a time. Delete one to start another | 2 at a time | 3 at a time | Unlimited | | Trades per session | 50 | 50 | Unlimited | | Chart tabs and markets per session Tabs in Live Charts, and markets in one backtest session | 2 | 2 | 8 | | Chart indicators at once On one chart in Live Charts, the Backtester and Trade Replay. Volume and Trading Sessions never count | 1 | 2 | Unlimited | Full comparison on the [pricing page](https://www.thedtterminal.com/pricing). FAQ ### 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? 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. ### Is futures backtesting free? 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. ### Can I test a written strategy against its rules? 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. [Start free](https://www.thedtterminal.com/login?signup=true&from=product_backtest) [See the live demo](https://www.thedtterminal.com/tour/backtester) --- Risk disclosure: Futures, forex and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one's financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. [Read the full risk disclosure](https://www.thedtterminal.com/legal/risk-disclosure). Hypothetical performance: Backtest and replay results are hypothetical: simulated with the benefit of hindsight, with no financial risk, and not a guide to live trading results. This is the Markdown version of https://www.thedtterminal.com/futures-backtesting. [Home](https://www.thedtterminal.com/) · [Verification](https://www.thedtterminal.com/verification) · [Pricing](https://www.thedtterminal.com/pricing) · [Supported brokers](https://www.thedtterminal.com/supported-brokers) · [Rankings](https://www.thedtterminal.com/rankings) · [About](https://www.thedtterminal.com/about) · [llms.txt](https://www.thedtterminal.com/llms.txt)