Strategy Backtests

Strategy backtests — every published run, with its full trade list

↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 1,113 trades. Losing trades included.

HYPOTHETICAL PERFORMANCE — NO ACTUAL TRADING

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.

Assumptions: one contract per account; profits withdrawn, not reinvested. Costs are applied inside the backtest by the NinjaTrader® Strategy Analyzer and are already reflected in every figure shown: commission as charged by the platform, and one full tick of slippage on every contract on every trade. Entry and exit prices are determined by resting orders worked on a 1-minute execution series. Tick Replay: Iris is backtested with NinjaTrader® Tick Replay enabled, so entries and exits are evaluated tick by tick inside each bar instead of at bar boundaries — the most precise fill simulation the platform offers. Trading futures involves substantial risk of loss.

Hypothetical backtest results at a glance

BACKTESTED

Every published engine, backtested in the NinjaTrader® Strategy Analyzer over a common window, net of commission and one tick of slippage per contract. Hypothetical results: no orders were executed and no money was at risk.

Engine	Market	Backtest window	Trades	Hypothetical net	Max drawdown	Profit factor	Win rate	Size tested
Aperture	MNQ · Nasdaq pre-market range breakout	Sep 2, 2025 – Aug 24, 2026	111	$9,228	−$806	2.55	61.3%	1 MNQ contract
Iris	MES · S&P breakout	Sep 15, 2025 – Aug 31, 2026	162	$4,999	−$848	1.65	45.1%	1–9 MES contracts, sized to a fixed dollar risk
Coil	MGC · Gold low-volatility reversion	Sep 1, 2025 – Aug 31, 2026	184	$3,670	−$972	1.40	62.5%	1 MGC contract
Rift	MGC · Gold gap reversal at support/resistance	Sep 2, 2025 – Aug 28, 2026	261	$4,945	−$1,357	1.34	67.4%	1 MGC contract
Surge	MNQ · Nasdaq momentum expansion	Sep 3, 2025 – Aug 31, 2026	81	$5,781	−$879	1.86	59.3%	2 MNQ contracts
PathfinderJunior	MES · S&P breakout, risk-boxed	Sep 2, 2025 – Aug 28, 2026	179	$5,775	−$1,016	1.59	54.2%	2 MES contracts
Ripple	MNQ · Nasdaq higher-timeframe momentum scalp	Sep 5, 2025 – Aug 24, 2026	135	$3,060	−$1,042	1.43	55.6%	2 MNQ contracts

Each engine is shown on its own, on its own account — results are not added together.

↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 1,113 trades. Losing trades included.