Futures backtesting has requirements stock/crypto tools often miss: the 9:30 NY open is structural (not just a volatility window), intraday data quality matters, and half the futures crowd is trading prop-firm evaluations with strict daily-loss and drawdown rules. "Best futures backtesting software" really means: does it respect sessions, does it have real intraday data, and can it rehearse a prop challenge.
Honest breakdown below. Disclosure: Secuora is ours — it includes NQ and ES with a prop-firm challenge simulator, and we state its data-depth limit plainly.
What actually matters
- Session awareness — the NY open, RTH vs ETH, and DST-correct session skips. Futures setups live and die by the clock.
- Real intraday data — 1-to-5-minute futures candles, ideally years of them. (Free intraday futures data is shallow; deep history is paid/licensed.)
- Prop-firm rehearsal — set an account size, profit target, daily loss limit and max drawdown, and practice the eval before paying for it.
- Realistic costs — per-contract commission and slippage change futures results materially.
- NQ/ES coverage specifically — the two markets most of this crowd actually trades.
The honest shortlist
NQ/ES included at $29/mo, prop-firm challenge sim, session skips; intraday futures data covers recent windows with deep daily beyond (state this honestly).
Deep, free with a funded account, strategy automation — but a steeper learning curve and desktop-bound.
Real CME futures data on its $35/mo Pro plan; journal covers sim trades only.
Replay incl. futures, second-level data, prop-account sync — but no free plan.
Where Secuora fits
Secuora includes NQ and ES, DST-correct session skips (London/NY/Tokyo), and a prop-firm challenge mode where you set the account size, target, daily loss limit and max drawdown and rehearse the eval on historical data before paying a firm.
Honest gap: free intraday futures data is shallow industry-wide, so deep multi-year tick-level CME backtesting is the domain of paid platforms like NinjaTrader. Secuora serves intraday futures on recent windows with deep daily history beyond — great for practice and session work, not for a 10-year tick study.
We also did the work publicly: we ran the ICT Silver Bullet and session strategies on real NQ and ES 5-minute data — the strict Silver Bullet fired 0 times in 72 days, and the session setups lost. we backtested 60+ strategies across 6 markets — over 80,000 simulated trades, fees on — and published every result (none were profitable after costs).
The prop-firm angle most tools miss
Most failed prop evaluations are sizing failures, not strategy failures — a normal losing streak intersects the daily limit nobody converted into trade counts. A backtester that lets you set the exact firm rules and rehearse against them on historical data is worth more to an eval trader than another indicator. That rehearsal is built into Secuora’s replay; check our prop-firm guide for the math.
Frequently asked questions
What is the best backtesting software for NQ and ES?
It depends on depth vs. workflow. NinjaTrader is the deepest platform-native option (free with a funded account). For replay + journaling + prop-firm rehearsal in a browser with NQ/ES included at $29/month, Secuora fits — with the honest caveat that its deepest intraday futures history is shallower than a licensed CME feed. FX Replay has real CME data on its $35/month plan.
Can I backtest a prop firm challenge?
Yes — Secuora’s replay backtester has a prop-firm challenge mode: set the account size, profit target, daily loss limit and max drawdown, then trade historical NQ/ES bar by bar against those rules. Failing a rehearsal costs nothing and teaches the same lesson as failing a paid eval.
Does the ICT Silver Bullet work on NQ/ES?
We tested it mechanically on real NQ and ES 5-minute data: the strict same-candle reading (sweep + structure shift + FVG) fired 0 times in 72 days on each, and the looser session setups lost after costs. The full results are on our strategy research pages.