Futures backtest under prop-firm rules

Replays rules on years of minute prices and starts a challenge on every day of the period under the firm's rules — then, for Apex, the funded account after it — so you see how often each passed, what the funded account paid, and what a challenge bought was worth.

1Market and prices

MarketPrices to test on

None yet — download or import below

ETF stand-in prices for other years (back to 2016)

The real futures prices cover the last two years. For older years QQQ minute bars stand in for them — close for most strategies, but on the same days a few came out a few hundred dollars per evaluation better (or worse) than on the real prices.

Use your own futures data (CSV of 1-minute bars)

Backtest on real NQ futures prices instead of the ETF stand-in: a CSV of 1-minute bars (time, open, high, low, close, volume) — Databento, FirstRate Data, NinjaTrader or TradingView exports, Kibot. Only the regular session (9:30–4:00 New York) is kept. It is read in your browser and saved privately to your account.

Times in the file areA bar's time is itsFile

2Rules to test

The results below update as soon as you change anything. Starting point: momentum breakout on MNQ, both ways (long and short), 50K EOD, about $900 at the stop per trade and take the pass; funded $200 per trade, keep the account active — picked on ETF prices that overstated it, so judge it by the results below.

Or start from:

Breakout atEnter when the price closes beyond this many times its usual distance from the open at that time of day.Usual distance overSessions used to measure the usual distance from the open, minute by minute.Check everyEntries and exits are decided only at these bar closes (10:00, 10:30, …) — fewer, calmer decisions.Exit when backAt a check, close when the price is back inside the boundary — or also when it is behind VWAP.Hard stopA stop order this far from the entry guards the time between checks (Apex requires a stop).First check atSignals before this time are ignored (the VWAP needs some bars to settle).DirectionTrade both ways, or only longs / only shorts.No new trades afterLater signals are ignored.Close byA trade still open at this time is closed at the market.Trades a dayAt most this many entries a day (one position at a time).

From 10:00, every 30 minutes: buy when the price closes above its usual range for that time of day (the open or yesterday's close, whichever is higher, plus 1× the average distance from the open at that minute over 14 sessions); sell short below the lower edge. At each check, close once the price is back inside or behind VWAP; hard stop 25% ATR away; no new trades after 3:00, out by 3:55; up to 3 trades a day.

Prop firmChallenge$3,000 target · $2,000 end-of-day trailing drawdown · $1,000 daily loss limit · 6 minis / 60 micros · 30 daysContractSize each trade byRisk per trade ($)As many MNQ as lose about this at the trade's stop (1–60).Take the pass — close a trade the moment its open profit completes the profit target (a limit order at what is still needed). In the backtests this alone lifted the pass rate 10–15 points.Platform (commissions)Slippage (ticks a fill)On entries, stops and exits at the market.Daily stop ($)Stop for the day after losing this much.Daily goal ($)Stop for the day after making this much.

After you pass — the funded account

Size each trade byRisk per trade ($)Smaller than in the evaluation: no deadline, a tight drawdown.Lock the day at +$Close the trade once the day's profit reaches this, then stop (eases the 50% best-day rule).Daily stop ($)Keep the account active — Apex closes a funded account for good after 30 days without 2 days of $50+ profit. Within 10 days of that, bank the first $60 of the day and stop.

The results appear here once there are prices to test on — step 1.

5Use it

Momentum breakout on MNQ, 50K EOD — test it in the Simulator, or run it live with alerts.

Test it in the Simulator

A replay of real NQ futures, minute by minute at the speed you pick: these rules trade a practice account on autopilot (or a shadow account beside yours, while you trade too), with every entry, stop, target and exit on the chart and the lines the strategy watches.

Run it live with alerts

Get a push when these rules say buy, sell or get out. Each alert you add runs on its own — keep several strategies or markets going at once, each with its own switch on the Alerts tab.

About Backtest

Backtest replays day-trading rules minute by minute on years of futures prices — 9 strategies, buying, shorting or both — and starts a challenge on every day of the period under the firm’s rules.

For Apex it carries on into the funded account after a pass: payouts, and what a challenge bought was worth. A settings search runs in your browser and checks each result in every third of the period — a rule that made money in all three is an edge; one good stretch is luck.

Questions

Which strategies can I backtest?

Momentum breakout, Opening range breakout, VWAP trend pullback, VWAP band fade, Opening gap fill, Candle range (CRT), 10am open (Power of 3), Overnight drift + day trades and Opening range scalp.

How is Backtest different from Pass odds?

Backtest is for tuning: one strategy’s settings on years of prices, every trade shown, with a search for better settings. Pass odds takes a strategy as it is and counts how often it passed a firm’s challenge, against a coin flip.

How do I tell luck from an edge?

Split the period into thirds. A rule that made money in every third, after costs, deserves attention; one that made it all in a single stretch was most likely fitted to that stretch.