Learn · ES futures
How to backtest ES futures
Manual backtesting means replaying past sessions without seeing the future and taking trades by your rules. Here is a simple routine for ES. Educational content, not trading advice.
Write fixed rules, pick a session, replay it bar by bar from before your entry window, take only trades your rules allow, record each one, then repeat across many sessions before judging the results.
The routine
1. Write rules first
Entry, stop, target, time window and max trades per day — before you look at charts.
2. Replay blind
Start before your window and step forward so you can't see what comes next.
3. Log everything
Entry, exit, stop, reason and screenshot for every trade, including skipped ones.
4. Review in batches
Judge after a meaningful number of trades, not after a few sessions.
Manual vs automated backtesting
| Feature | Manual replay | Coded backtest |
|---|---|---|
| Needs programming | No | Yes |
| Trains your eye | Yes | No |
| Thousands of trades fast | No | Yes |
Common mistakes
Changing rules mid-test
Start a new test instead of editing the old one.
Skipping losing days
Test sessions in order, not just the ones that look clean.
Ignoring size
Convert stops to dollars at $50 per ES point.
Frequently asked questions
How many ES sessions can I test here?
257 ES sessions from October 29, 2025 through October 26, 2026.
Which timeframe should I use?
Whatever your rules use; the replay offers 1 minute through weekly.
Related
Start your ES backtest
ES is included with Pro and Pro+; eligible new accounts can try Pro for $1 for 3 days, then $12.99/month unless cancelled.