Every trade.
6-year BotR backtest.
Complete trade-by-trade record for BotR on ES JUN26. All 796 trades produced by the NinjaTrader 8 Strategy Analyzer backtest — winners and losers — with commissions and slippage included. Nothing removed. Nothing hidden.
Hypothetical Performance Disclosure — CFTC Rule 4.41
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Backtest Setup Parameters
NFA 2-29 Disclosure| Software | NinjaTrader 8 Strategy Analyzer |
|---|---|
| Strategy version | BotR — Build 2026-04-22 |
| Instrument | ES JUN26 (E-mini S&P 500 futures, June 2026 contract month) |
| Data source | Kinetick (NinjaTrader historical market data) |
| Data resolution | 60-minute bars |
| Period tested | May 22, 2020 through May 14, 2026 (approx. 6 years) |
| Number of trades | 796 (every trade the backtest produced — complete record) |
| Position size | 1 contract per trade |
| Entries per direction | 1 (no pyramiding) |
| Session handling | Exit on session close; break at end of day |
| Max loss per trade | $800 (hard stop) |
| Commission model | NinjaTrader Brokerage commission template — applied and included |
| Slippage model | 1 tick per side — applied and included |
| Final net P&L | $77,827.54 (net of commissions and slippage) |
| Methodology | Historical OHLC backtest; hindsight inherent to any backtest applies. |
| Out-of-sample | This backtest was run against historical data that may have been used during strategy development. Out-of-sample (live or post-development) performance may differ materially. |
| Data retention | Raw NT8 Strategy Analyzer export retained by FalcoAlgo for not less than 5 years per NFA Interpretive Notice 9025. |
Completeness and Cherry-Picking Statement
The table below contains every trade produced by the NinjaTrader 8 Strategy Analyzer backtest for the period and parameters stated above. No trades have been excluded, hidden, curated, or reordered. Both winning trades and losing trades are shown. Commissions and slippage are already deducted from each trade's Profit column and from the Cum. Net Profit column. If you sum the Profit column, the total will equal the Final Net P&L figure disclosed in the Backtest Setup block, net of commissions and slippage.
This is a hypothetical backtest, not a live trading record. Differences between hypothetical and live trading are described in the disclaimer at the top and bottom of this page.
| # | Direction | Entry Time | Exit Time | Entry Price | Exit Price | Entry Signal | Exit Signal | Profit | Cum. Net | MAE | MFE | Bars |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Loading trade data... | ||||||||||||
The table above shows every trade — winners and losers — produced by the BotR strategy in a NinjaTrader 8 Strategy Analyzer backtest over the period stated in the Backtest Setup block above. Results are hypothetical and include commissions and slippage. No trades have been added, removed, or modified. Hypothetical results do not represent actual trading and may not reflect the impact of material economic and market factors on decision-making in a real account.
Risk Disclosure and Important Information
Trading futures and options on futures involves substantial risk of loss and is not suitable for all investors. You could lose more than your initial investment. Past performance is not indicative of future results, and the use of algorithmic trading software does not guarantee profits or eliminate the risk of loss. Only trade with capital you can afford to lose. Before trading futures, you should carefully consider your financial objectives, level of experience, and risk appetite, and, if necessary, consult a qualified financial professional.
The performance results shown on this page are HYPOTHETICAL and are derived from a backtest run in NinjaTrader 8 Strategy Analyzer against historical market data for the instrument and period stated in the Backtest Setup block. Backtested results are generated with the benefit of hindsight. They do not represent actual trading, do not involve financial risk, and cannot completely account for the impact of financial risk, emotional discipline, liquidity constraints, order-routing latency, fills, partial fills, gaps, or market disruptions that occur in live trading.
FalcoAlgo sells trading software. Users install and operate the software in their own brokerage accounts and retain full control of their capital and trading decisions. FalcoAlgo does not manage customer funds, does not provide individualized investment advice, and does not guarantee any specific result. Nothing on this page constitutes a recommendation to buy, sell, or hold any futures contract or other financial instrument.
Supporting trade data on this page is provided to substantiate the performance representations shown elsewhere on FalcoAlgo.com and is published in accordance with NFA Compliance Rule 2-29 and CFTC Rule 4.41(b)(1).