# BenchAlgo product guide 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. Maintained by [Patrik Kelemen](https://benchalgo.com/about/#founder), founder of BenchAlgo. Last reviewed 3 November 2026. Canonical page: https://benchalgo.com/product-guide/ ## Product at a glance BenchAlgo capabilities and limits | Fact | Details | | --- | --- | | Product | BenchAlgo | | Category | Backtesting and validation platform for futures strategies | | Markets | ES, NQ and GC, as full-size or micro (MES, MNQ, MGC) contracts | | Market data | CME Globex data. The plan includes 15 years of OHLC bars, 1 year of tick data and more than 3 months of MBO data, with new MBO data added every month. | | Strategy data | Strategies currently run on completed 1-minute bars. Tick and MBO tiers for strategies are planned. | | Strategy language | Python, against the public strategy API | | Validation | Twelve screens, a score from 0 to 10 and a verdict: Lead, Validated or Rejected | | Who writes the code | An OpenRouter model on our server, or your own Claude Code or Codex | | What you see | Profit and loss in US dollars, and every trade as a move in ticks from entry. Never raw prices. | | Sign-up | Free, no card needed | | Live trading | Not yet. The current workspace cannot place orders. | ## Plan and prices All prices are in USD. One US dollar buys 100 credits. BenchAlgo plan and credit top-ups | Item | Price | Credits | | --- | --- | --- | | Monthly | $99 per month | 9,900 credits included every month | [Pricing](https://benchalgo.com/pricing/) ## Common questions ### What is BenchAlgo and who makes it? 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. It keeps every idea your AI tries as a node on a tree, tests each one the same strict way and shows the failures as well as the survivors. BenchAlgo is made by Crowie s. r. o., a software company in Slovakia, and was founded by Patrik Kelemen. Read more: [How it works](https://benchalgo.com/#how-it-works) | [How it differs from a backtester](https://benchalgo.com/faq/#different) | [Who is behind it](https://benchalgo.com/about/#founder) | [Company details](https://benchalgo.com/imprint/) ### What market data does BenchAlgo include? CME Globex data for ES, NQ and GC, with both full-size and micro contracts. The plan includes 15 years of OHLC bars, 1 year of tick data and more than 3 months of MBO data, with new MBO data added every month, and bigger packages are available from support. Strategies currently run on completed 1-minute bars. Tick and MBO tiers for strategies are planned. The data stays on our servers, so there is no feed to buy or set up. Read more: [Data in the FAQ](https://benchalgo.com/faq/#data) | [What the plan includes](https://benchalgo.com/pricing/) | [ES futures](https://benchalgo.com/guides/es-futures-backtesting/) ### How does a strategy get tested? You describe the idea in plain words and an AI writes it as Python against the strategy API. The harness runs it on history with rules it sets itself: fills at the next bar open, the stop checked first inside a bar, and fees and slippage a strategy cannot lower. Then the twelve validation screens run, and the result becomes a node with its score, P&L and verdict. Read more: [The four steps](https://benchalgo.com/#how-it-works) | [Next-bar fills](https://benchalgo.com/lookahead-checks/#fills) | [The twelve screens](https://benchalgo.com/how-scoring-works/#screens) ### What does the score out of 10 mean? It reflects how well an idea holds up across all the checks, not just whether one backtest made money. It is not a forecast. A failed key check caps the score however good the other screens look, and so does any eligible week without a trade entry. Read more: [What the score means](https://benchalgo.com/how-scoring-works/#score) | [What caps the score](https://benchalgo.com/how-scoring-works/#cap) ### What score counts as a pass? A final score of 7 or higher, with complete required checks and at least one trade entry in every eligible calendar week, makes a strategy a candidate for production review. The score alone does not approve it for trading: holdout validation, forward testing and your approval still come next. Read more: [From discovery to production](https://benchalgo.com/how-scoring-works/#production) ### How does BenchAlgo check for lookahead? It runs the strategy on the full data and again with everything after a chosen moment removed or changed, and every earlier decision must stay identical. It also replays the strategy bar by bar as if live, and the trades must match the fast backtest exactly. A failed check blocks an idea from becoming a Lead or Validated. Read more: [Cut the future](https://benchalgo.com/lookahead-checks/#truncation) | [Change the future](https://benchalgo.com/lookahead-checks/#perturbation) | [Replay as if live](https://benchalgo.com/lookahead-checks/#replay) ### How does BenchAlgo check for overfitting? Several checks work together. Walk-forward testing judges each setting on history it was not tuned on. Parameter stability tests the neighbouring settings. The probability of backtest overfitting (PBO) estimates whether the best setting was just the luckiest. Random entries and random direction ask whether chance does as well. And every run counts as a trial, so failed attempts cannot be quietly forgotten. Read more: [The twelve screens](https://benchalgo.com/how-scoring-works/#screens) | [Random entries](https://benchalgo.com/lookahead-checks/#nulls) | [Why invalid runs still count](https://benchalgo.com/lookahead-checks/#trials) ### How much does BenchAlgo cost? The Monthly plan costs $99 per month and includes 9,900 credits. One US dollar buys 100 credits. Creating an account is free and needs no card. Payments run in test mode while BenchAlgo is in preview. No real money moves. Read more: [Pricing](https://benchalgo.com/pricing/) ### What do credits pay for, and what is free? Credits pay for AI usage on our server and for backtests, which are charged by the CPU minutes they use. Creating an account, reading your tree and reports, and checking a strategy with st-mcp do not use credits. Your own Claude Code or Codex does not use credits for the AI, only for backtests. Read more: [Pricing](https://benchalgo.com/pricing/) | [Credits in the FAQ](https://benchalgo.com/faq/#credits) ### Which AI can write the strategies? You choose. Use an OpenRouter model on our server, paid with credits, or connect your own Claude Code or Codex with the st-mcp tools, on your own subscription. The tests are the same either way. Read more: [Which AI writes the strategies](https://benchalgo.com/faq/#ai) | [Bring your own](https://benchalgo.com/faq/#own-ai) | [Backtest a strategy written by AI](https://benchalgo.com/guides/backtest-ai-trading-strategy/) ### What does the AI see of my data and results? The AI gets the public strategy API, your strategy code and a short written feedback note: the verdict, a rounded score and which checks failed. It never sees market data, trades or curves. Read more: [What the AI sees](https://benchalgo.com/faq/#ai-sees) ### Are my strategies private? Yes. Strategies, chats and reports are private to your account, and strategy code runs only in our sandbox. If an operator ever opens your data to help you, that access is written to an audit log. Read more: [Privacy in the FAQ](https://benchalgo.com/faq/#private) | [Where your code runs](https://benchalgo.com/faq/#own-ai) ### Do I see raw market prices? No. You see profit and loss in US dollars, and every trade as a move in ticks from its entry. Read more: [What you see in the results](https://benchalgo.com/faq/#results) ### Can BenchAlgo trade live? Not yet. BenchAlgo has no broker connection and does not place orders, and the Deploy page in the app is switched off. The planned next step is deployment through the interface after holdout validation, forward testing and your approval, starting with Topstep and Tradovate. Exporting a strategy to run it yourself is also planned. Read more: [Live trading in the FAQ](https://benchalgo.com/faq/#live) | [From discovery to production](https://benchalgo.com/how-scoring-works/#production) | [The two roads](https://benchalgo.com/#run-it) ### Does a high score mean a strategy will make money? No. A high score means the idea survived strict tests on past data. It does not predict future results. Markets change, and every backtest is a simulation. Read more: [Score and profit](https://benchalgo.com/faq/#score-money) | [What scoring does not do](https://benchalgo.com/how-scoring-works/#honest) ## Testing a strategy before you trust it ### How do I check a backtest for lookahead bias? Run the same strategy twice: once on the full data and once with everything after a chosen moment removed or scrambled. Every decision made before that moment must be identical in both runs. Then make sure fills happen after the signal, at the next bar open or later, and that higher-timeframe values only come from completed bars. You can script this around most backtesters. BenchAlgo runs it on every strategy. Read more: [How to check for lookahead bias](https://benchalgo.com/guides/lookahead-bias/) | [Lookahead checks](https://benchalgo.com/lookahead-checks/) ### How do I tell if a backtest is overfit? Judge the strategy on data it was not tuned on, with walk-forward testing. Test the neighbouring settings, because a result that only works at one exact setting is fragile. Count every variant you tried, because the more you try on the same data, the easier it is to find a lucky one, and estimate the probability of backtest overfitting (PBO). No single check proves an edge, but several failing together usually rule one out. Read more: [How to tell if a backtest is overfit](https://benchalgo.com/guides/backtest-overfitting/) | [The twelve screens](https://benchalgo.com/how-scoring-works/#screens) ### How do I know a strategy beats chance? Compare it with many random versions of itself: the same number of trades per session, the same stops, targets and costs, but random entry times and random sides. If its net result sits inside their range, chance explains it. The share of random runs that do at least as well gives a p-value. Read more: [The random-entry test](https://benchalgo.com/guides/random-entry-test/) | [Random entries and direction](https://benchalgo.com/lookahead-checks/#nulls) ### What should I test before trading a futures strategy live? At minimum: lookahead, costs and slippage, drawdown, consistency by month and year, stability of the settings and results on data it was not tuned on. After that comes forward testing on data the strategy has never seen, ideally on paper or at the smallest size first. A backtest is a simulation, and passing one does not predict future results. Read more: [Backtest validation checklist](https://benchalgo.com/guides/backtest-validation-checklist/) | [What scoring does not do](https://benchalgo.com/how-scoring-works/#honest) ### How do I backtest a trading strategy written by AI? Treat the code as untrusted. Run it in a sandbox, keep market data and results away from the model so it cannot fit to them, and let the backtester, not the strategy, decide fills and costs. Count every attempt as a trial, then validate the survivor as strictly as any other idea. BenchAlgo works this way with an OpenRouter model or your own Claude Code or Codex. Read more: [Backtest a strategy written by AI](https://benchalgo.com/guides/backtest-ai-trading-strategy/) | [What the AI sees](https://benchalgo.com/faq/#ai-sees) ### How much slippage should I assume in a futures backtest? There is no single right number. It depends on the contract, the time of day, the order type and your size. Model it per side in ticks, add the real commission, then test the strategy again with costs doubled. If the edge disappears under higher costs, it is too thin to rely on. BenchAlgo charges at least 1.5 ticks per side on market and stop fills, and a strategy cannot lower it. Read more: [Fills, slippage and fees](https://benchalgo.com/guides/backtest-costs-and-fills/) | [Double the costs](https://benchalgo.com/lookahead-checks/#costs) ## Try one idea 1. **Create a free account.** No card needed. Add credits when you want to run backtests. 2. **Describe one idea.** Write it in plain words. An AI turns it into Python against the strategy API. It never sees market data. 3. **Read the report.** The run ends with a score, a verdict and twelve screens. Start with the failed checks. 4. **Branch from the result.** Try a tighter stop, a time filter or another market from any node. Every attempt stays on the tree and counts as a trial. ## Before you depend on a result - BenchAlgo is a research tool. It does not give investment advice and it does not place trades. Results come from simulated tests on past data and do not predict future results. Trading futures involves risk of loss. - Backtests are hypothetical. No real money is at risk in them, they are chosen with hindsight, and most ideas fail. - Fills are simulated: the next bar open, the stop first inside a bar, and gaps at the worse price. A live market can fill worse. - Only ES, NQ and GC, with full-size and micro contracts. Strategies currently run on completed 1-minute bars. Tick and MBO tiers for strategies are planned. A strategy holds one position at a time and is flat by the close. - The score covers the data it was run on. The most recent three months stay sealed for now, so no score has been judged on them. For corrections or product questions, contact [support@benchalgo.com](mailto:support@benchalgo.com).