FUTURES BACKTEST

Build and backtest futures contracts portfolios with 50+ contracts and ready-to-use strategies

We provide a web-based backtesting software to build and backtest futures contracts portfolios without writing a single line of code

  No coding required

  • Combine assets classes, futures contracts and trading strategies through a simple graphical interface.
  • Different flavours of trend following, carry and value strategies are available out of the box.
  • Experiment with several backtesting options on daily data, starting from the 60's for some futures contracts.

  Transparency

  • We explain in our doc every calculation involved, so that you get reproducible results.
  • We reference our choices regarding strategies and methodology from published paper from academics and practionners.

  Detailed analysis

  • Backtesting results come with many statistics and ratios to help you compare simulated portfolios.
  • Performance attribution analysis shows the individual contribution of each asset class, asset or strategy to the total portfolio P&L.

What we do

FuturesBacktest is a configurable online platform for building futures contracts portfolios without coding. You can choose from 50+ contracts for which we provide up-to-date daily prices with historic data dating back to the 60' for some contracts.

We let you to combine popular futures trading strategies such as trend following, carry trading or value applied across your investment universe. We provide also weighting and risk management methods rooted in academic literature on portfolio construction: inverse-volatility, mean-variance optimization, risk-parity

Our backtesting engine rebalances the whole portfolio at given dates, which lowers the number of trades and makes it more manageable to track.

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Pricing

Free membership

A good option to start experimenting with futures contracts trading strategies.

  backtest 5 futures contracts

  combine trend following, carry and value strategies for each contract

  save up to 5 portfolios

Premium membership

Our most complete option: access all contracts universe and all features.

  backtest 50+ futures contracts

  combine trend following, carry and value strategies for each contract

  unlimited portfolios

Sign up now for a free account

* 'Beta' stage means that we are still developping the platform and that you may encounter a few bugs or missing features.