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A backtest replays your strategy over real historical prices, one bar at a time, and tells you how it would have performed. You don’t run anything yourself — once a strategy exists, just say “backtest it” (or click Run backtest on the strategy card), and AskFutures does the rest.
The AI only translated your idea into rules. The backtest itself is fixed, deterministic code — real TA-Lib indicators plus a numerical simulator. Same rules + same data = the same numbers, every time. See Is the backtest real?

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What a backtest does

1

Loads real data for your symbol

Back-adjusted continuous contracts at your chosen bar size (1-minute, 5-minute, or daily), updated daily from the vendor feed.
2

Replays history bar by bar

The simulator walks forward in time, checking your entry rules, exit rules, and filters on each bar — no peeking ahead.
3

Models your trading costs

Each fill is charged slippage (default 1 tick) and commission (default 1/side∗∗micro,∗∗1/side** micro, **2.50/side full-size). Reported P&L is net of both.
4

Reports the results

Trade count, P&L, win rate, drawdown, and more — plus an exact record of every trade you can download.

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The test window

A backtest always covers a specific stretch of history. You can describe it the way you’d say it out loud:
  • “backtest the last 2 years”
  • “test it since 2020”
  • “year to date”
  • “from January 2022 to June 2023”
AskFutures resolves your phrase to exact start and end dates, measured against the latest available data date. “Last 2 years” today and “last 2 years” next month cover different windows — but each run records the precise dates it used, so results are always reproducible. Resolving the phrase only picks dates; it never changes your trading logic.
If you don’t specify a window, AskFutures defaults to the last 1 year. Every backtest result shows the exact date range it covered.
“Lookback” and “period” mean two different things — don’t mix them up.
  • The test window is how far back the backtest runs (e.g. “since 2020”).
  • An indicator period / length is how many bars an indicator looks back (e.g. a “20-period EMA”).
Saying “use a longer lookback” is ambiguous. Say “test a longer window” or “use a longer EMA” so AskFutures changes the right thing.

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Backtest status

Every strategy carries a status so you always know where it stands:
StatusWhat it means
Not testedThe strategy exists but hasn’t been run yet — no numbers.
PassedThe backtest ran cleanly and produced results.
FailedThe run couldn’t complete — usually a rule that can’t be evaluated, or a window with no data. The strategy card explains why so you can fix it.
A “failed” backtest is a build problem, not a bad strategy. It means the rules couldn’t be simulated — adjust the idea in chat and run it again.

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The metrics

After a successful run, the strategy card shows the headline numbers:

Trade Count

How many trades the rules generated over the window. Very low counts are hard to trust; very high counts can mean over-trading.

Total P&L

Net profit or loss across all trades, after modeled slippage and commission.

Avg P&L / Trade

Total P&L divided by trade count — the per-trade edge. A few cents either side of zero usually means there’s no real edge once costs are paid.

Win Rate

The share of trades that closed profitable. High win rate alone doesn’t mean profitable — small wins and large losses can still lose money.

Max Drawdown

The largest peak-to-trough drop in cumulative P&L — the worst stretch you’d have had to sit through. This is your pain tolerance check.
Ask for more and AskFutures will surface extended metrics too — for example average win vs. average loss, profit factor, the long/short split, exit-reason breakdowns (how often you left via stop, target, trailing stop, time, session close, or signal), and per-direction performance.
Backtest results are hypothetical and simulated — no real trades were placed. Simulated results are designed with the benefit of hindsight and can under- or over-state live outcomes. Past performance does not guarantee future results. Always test before you trade.

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Exportable artifacts

For deeper review, you can take the raw output with you:
Every trade the backtest took: entry and exit time, direction, prices, the reason it exited, and the P&L for that trade. Download it to audit the numbers yourself or pull them into your own spreadsheet.
The per-bar values behind the rules — indicator readings and when each condition fired. Useful for power users who want to see exactly why a trade triggered (or didn’t). The strategy card’s Download trades with signal info bundles both together.
Because the engine is deterministic, the exported trade list will always reconcile to the headline metrics. If you re-run the same strategy over the same window, you’ll get the identical file.

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Next steps

Is the backtest real?

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