Lookahead
Could you have known it at the time?
Gate of CausalityBenchAlgo: put your algo to the testStop guessing.
Stop guessing.
Trade on data,
not feelings.
Backtest your algorithm on real market data, get a score out of 10, and improve your trading before you risk money.
No card needed to sign up.
What is BenchAlgo?
BenchAlgo is a backtesting and validation platform for futures trading algorithms. It runs your strategy on real CME market data for ES, NQ and GC with trading costs, checks it for lookahead and overfitting, and scores it out of 10 across twelve validation screens. Read the product guide
From idea to a running algorithm,
in four steps.
- Step 1
Buy the first pullback after the open.
def on_bar(ctx):
ctx.submit("buy")Bring your algorithm.
Describe the trade. Your AI writes the code.
- 15 years of historyStep 2
Test it on our data.
Up to 15 years of history, with trading costs.
- 7.4Step 3
- Lookahead
- Costs
- Overfitting
Get a score out of 10.
A twelve-screen report shows why.
- Step 4
Passed
Deploy on our platformExport and run it yourselfPass, then run it.
Score 7 or higher, then deploy or export it.
Fifteen years of history, down to every order.
No data feed to buy or set up. It all stays on our servers.
Need more tick or MBO history? Buy a bigger package. For pricing, contact support.
OHLC barsOpen, high, low, close
15 yearsTick dataEvery trade
1 yearMBO dataEvery order in the book
3+ months15 years agoToday
Our scoring framework decides if it passes.
Most good-looking backtests are luck or leaks. These checks tell them apart.
Trading costs
Does it survive slippage and commissions?
The TollkeeperMonte Carlo
How much depends on the order of trades?
Storm of ChanceParameter stability
Does a small change break the result?
The ShapeshifterWalk-forward
Does it hold on history it was not fitted to?
Keeper of TimeOverfitting
Did you find an edge, or select the noise?
The Illusionist- <5Unproven0 to 5.0
- 5.1Common5.1 to 5.9
- 6.0Uncommon6.0 to 6.9
Passes
- 7.0Rare7.0 to 7.9
- 8.0Epic8.0 to 8.9
- 9.0Legendary9.0 to 10.0
Score 7 or higher to pass. Rarity follows the final, capped score, and incomplete evidence stays provisional. See how scoring works
Results from our own strategies.
On NQ and GC, scored by the same framework. You see the results. The rules stay private.
- Score
- 9.1
- Net result
- +$269,965
- Profit factor
- 1.40
- Win rate
- 41%
- Trades
- 1,450
- Max drawdown
- $16,630
20162026
- 2016+$5,750
- 2017+$4,460
- 2018+$18,455
- 2019+$6,015
- 2020+$18,625
- 2021+$21,850
- 2022+$55,855
- 2023+$28,185
- 2024+$33,340
- 2025+$30,850
- 2026+$46,580
- Score
- 9.0
- Net result
- +$216,370
- Profit factor
- 1.40
- Win rate
- 41%
- Trades
- 1,125
- Max drawdown
- $19,785
20162026
- 2016+$7,075
- 2017+$1,155
- 2018+$10,930
- 2019+$6,265
- 2020+$25,705
- 2021+$18,940
- 2022+$41,010
- 2023+$23,725
- 2024+$36,880
- 2025+$26,110
- 2026+$18,575
- Net result
- +$53,595
- Profit factor
- 1.38
- Win rate
- 44%
- Trades
- 325
- Max drawdown
- $13,835
20162026
- 2016-$1,325
- 2017+$3,305
- 2018+$7,525
- 2019-$250
- 2020-$7,080
- 2021+$2,910
- 2022+$14,845
- 2023+$4,460
- 2024-$3,540
- 2025+$4,740
- 2026+$28,005
- Score
- 8.2
- Net result
- +$44,155
- Profit factor
- 1.75
- Win rate
- 64%
- Trades
- 200
- Max drawdown
- $6,440
20202026
- 2020+$5,566
- 2021+$2,635
- 2022+$3,669
- 2023+$1,188
- 2024+$13,357
- 2025+$8,484
- 2026+$9,255
- Score
- 8.0
- Net result
- +$47,045
- Profit factor
- 1.54
- Win rate
- 51%
- Trades
- 247
- Max drawdown
- $11,420
20202026
- 2020+$1,390
- 2021+$2,850
- 2022+$9,015
- 2023+$2,705
- 2024+$13,040
- 2025+$13,075
- 2026+$4,970
Backtested results per 1 contract after trading costs, through mid to late 2026. Backtests are hypothetical and have limits: no real money was at risk in them, and they are chosen with hindsight. Most ideas fail, and these are survivors. Past results do not predict future results, and trading futures can lose you money.
It passed. Which road now?
Both roads open soon.
7.4Passed
Recommended
We run it.
Deploy on our platform
We host it and keep it connected, starting with Topstep and Tradovate. Each strategy needs your approval before it trades.
Latency to the brokerHandled by us
BandwidthHandled by us
Stays onlineHandled by us
For experts only
You run it.
Export and run it yourself
An application for Linux, Windows or your own computer. Not recommended unless you know how to set it up correctly.
Latency to the brokerHome: too slowVPS: fast
BandwidthHome: sharedVPS: high
Stays onlineHome: until it sleepsVPS: all day
You need at least a virtual private server. Bars are an illustration, not a measurement.
Your latency to the brokers, right now
- Topstep
- Tradovate
Round trip from this browser to each broker's servers. Every order sent from home pays this delay. Nothing is sent until you press the button.
Stop guessing.
Start testing.
Find out if your idea holds up before you risk a cent of it.
Backtest your first algorithmNo card needed to sign up.def on_bar(ctx):
if ctx.signal:
ctx.submit("buy")