PERFILTRADE

plan Pro

Lab: backtest, Monte Carlo and validation for your futures setups

It takes a setup's historical trades and reshuffles them thousands of times to separate what is robust from what depended on order.

No card required. Analysis tool, not investment advice.

Four base setups

Opening Range Breakout, Initial Balance, gap fill and power hour, long, short or both, with date and weekday filters, plus one published template and two counter-examples.

Monte Carlo

From 100 to 5,000 simulations (1,000 by default) to see the range of possible outcomes and not just the historical one.

4H + Fibonacci structure (ES and NQ)

Minute-by-minute backtest: 4H trend with Zero Line, Fibonacci retracement, 5m structure break, Initial Balance breakout and overnight sweep. It measures the rules with an in-sample / out-of-sample split, with costs and the hypothetical-results notice.

Validation and funded accounts

Chronological split (train on one part, test on another) and funded-account simulation with the drawdown rules of 20 firms.

Validate your trading

Use your journal or upload your file and check whether your net result, after costs, stands apart from chance: random days from your own period, with the same timing, side and holding time. The file is not stored.

What data it uses and what its limits are

  • !Available for ES, NQ, RTY, YM and NKD; the 4H + Fibonacci structure backtest covers only ES and NQ.
  • !The structure backtest is a programmable interpretation of a discretionary method: it does not include macro reading or an ES/NQ comparison.
  • !Dollar P&L uses the contract's standard multiplier and does not include commissions or slippage.
  • !A backtest does not guarantee future results.
  • !Validating your trading compares against the regular session; with fewer than 30 trades it tells you the sample is not enough. It describes your result; it gives no advice.

How we calculate every figure: methodology.

Frequently asked questions

What does the Monte Carlo do?
It reshuffles the setup's trades many times to estimate the dispersion of outcomes and the possible drawdown.

To understand the concepts

Other features

Perfiltrade is an analysis and decision-support tool. It does not issue signals or investment recommendations. Past results do not guarantee future results; trading futures involves risk of loss. Risk disclosure.