How BenchAlgo works.

The data behind every test, why quick backtests flatter ideas, results from our own strategies and how to run one that scores 7 or higher.

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 years
Tick dataEvery trade
1 year
MBO dataEvery order in the book
On request
15 years agoToday

Most ideas only look good.

A quick backtest flatters almost any idea. Ours adds real costs, blocks lookahead and runs our extensive scoring framework to tell if the strategy really holds up, before you trade it.

A quick backtest+$84,200
After our scoring framework−$6,900
  • Lookahead found
  • Costs ignored
  • Overfitted

2.1out of 10 Rejected

Example, not a real strategy.

Results from our own strategies.

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
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.

Scored 7 or higher? Pick how to run it.

Both roads open soon.

7.4Ready to run
Recommended

We run it.

Deploy on our platform

Hosted and connected to Topstep and Tradovate. Nothing trades without your approval.

Latency to the brokerHandled by us
BandwidthHandled by us
Stays onlineHandled by us
For experts only

You run it.

Export and run it yourself

Runs on your own server. For experts only.

Latency to the brokerHome: too slowVPS: fast
BandwidthHome: sharedVPS: high
Stays onlineHome: until it sleepsVPS: all day

Bars are an illustration, not a measurement.

Your latency to the brokers, right now

  • TopstepNot measured
  • TradovateNot measured

Measured from this browser, only when you press the button.