OrthantAutomated futures, engineered as a portfolio.
Request Trial Subscribe

Underlying data

Every trade behind
every number on this site.

Each file is the complete trade-by-trade export for one strategy over its published window — entry and exit time, entry and exit price, the reason it exited, the result, and the maximum favorable and adverse excursion of each trade. Nothing is filtered, summarized or omitted. Losing trades and losing months are in these files.

StrategyInstrument & contractSizeTrades WindowTrade data
Aperture MNQ Dec 2026 · Sep 2026 contract MNQ DEC26 · MNQ SEP26 micro 111 09/02/2025 → 08/24/2026 aperture-trades.csv 14 KB
Iris MES Sep 2026 contract MES SEP26 micro 162 09/15/2025 → 08/31/2026 iris-trades.csv 19 KB
Coil MGC Dec 2026 contract MGC 12-26 micro 184 09/01/2025 → 08/31/2026 coil-trades.csv 21 KB
Rift MGC Dec 2026 contract MGC 12-26 micro 261 09/02/2025 → 08/28/2026 rift-trades.csv 31 KB
Surge MNQ Sep 2026 contract MNQ 09-26 micro 81 09/03/2025 → 08/31/2026 surge-trades.csv 10 KB
PathfinderJunior MES Dec 2026 contract MES 12-26 micro 179 09/02/2025 → 08/28/2026 pathfinderjunior-trades.csv 21 KB
Ripple MNQ Sep 2026 contract MNQ 09-26 micro 135 09/05/2025 → 08/24/2026 ripple-trades.csv 16 KB

How to read these files

One row per closed trade, in the order they happened. contract is the futures contract the backtest was executed against, expiry included, exactly as NinjaTrader® recorded it against every trade in that run — it is shown beside the symbol in the table above and repeated on every row of the file. net_profit_usd is after commission and after one full tick of slippage on every contract — both charged inside the backtest, not deducted afterwards. cumulative_usd is the running total, so the last row of that column is the strategy's published net. max_favorable_excursion_usd and max_adverse_excursion_usd are how far the trade went in your favor and against you before it closed.

You can reproduce any figure on this site from these files. If a number here does not match a number there, the file is right and we want to know.

These are backtested results. No orders were executed in a funded account and no money was at risk. See the disclosure below.

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.

Every figure on this page attributed to our own engines comes from backtests produced in the NinjaTrader® Strategy Analyzer. No orders were executed in a funded account and no money was at risk. Results are one contract per account, net of commission as charged by the platform and one full tick of slippage on every contract on every trade. Simulated figures are labeled as simulations where they appear. 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.