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OrthantAutomated futures, engineered as a portfolio.
OrthantAutomated futures, engineered as a portfolio.
python build.py with the NinjaTrader® exports to replace with real results.
This page has two halves and they are not the same thing. The live section is real orders filled in real accounts. Everything below it is simulated — produced by running the strategies against market data with no money at risk. Prop-firm evaluation and funded accounts are themselves simulated environments; where a live fill came from one, it is still a real order but not real-money risk.
Backtest through 30 Jun 2026 sets the baseline. Out-of-sample results from 1 Jul 2026 onward are measured against it on a rolling 30-day window, net of commission and one tick of slippage per trade.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 2,910 trades across 13 published runs. 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Assumptions: one contract per account; profits withdrawn, not reinvested.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. Trading futures involves substantial risk of loss.