Hypothetical · Backtest
Recommended Setups
⚠️ Backtest / hypothetical results — not a live or forward-test record. The figures on this page come from
NinjaTrader playback simulation of the Storm v1.7 strategy over three historical NQ contract windows (03-26, 06-26, 09-26), at $0 commission and idealized fills. They are
hypothetical and do not represent trading in a real account. For the real-time simulated forward test, see
Forward Test. Read the disclosures at the bottom of this page.
Five recommended setups (2-lot through 6-lot), each a fixed share ladder on NQ. Selection weighted drawdown more heavily than peak profit — the 09-26 out-of-sample window did not reorder any pick. Bigger size buys more absolute profit at roughly constant risk-efficiency (~19× return-per-dollar-of-risk from 3-lot up); pick the rung by how much drawdown the account can carry. The 2-lot is the recommended floor.
Setup summary — 3-window playback
| Setup | Ladder P1/P2/P3 | Net (3-window) | Worst-window DD | Return / risk | Win rate | Profit factor |
| 2-Lotfloor | 1 / 1 / 0 | $102,675 | $4,695 | 21.9× | 85% | 2.84 |
| 3-Lotdefault | 1 / 1 / 1 | $157,155 | $8,185 | 19.2× | 81% | 2.93 |
| 4-Lot | 1 / 3 / 0 | $204,670 | $10,145 | 20.2× | 84% | 2.93 |
| 5-Lot | 1 / 2 / 2 | $253,010 | $13,210 | 19.2× | 83% | 2.93 |
| 6-Lot | 1 / 2 / 3 | $298,840 | $15,625 | 19.1× | 83% | 2.93 |
Return / risk = combined 3-window net ÷ worst single-window drawdown (profit per dollar of risk). Worst-window drawdown is used as the risk figure — the drawdown you'd actually have lived through — not the average. Net & drawdown scale roughly linearly with contract size; win rate, profit factor and return/risk are size-independent. The 1-lot is not offered — it is dominated by the 2-lot on both profit and drawdown.
Interactive ROI dashboard
Pick a starting balance and contract size to project each setup at your account, see the equity curves, and get the exact NinjaTrader template + settings for that sizing.
Open full-screen ↗
Methodology
• Three contract windows span a trend regime (03-26), a chop regime (06-26), and an out-of-sample judge (09-26) that was held back from selection.
• Results are NinjaTrader playback simulation at $0 commission; a live account incurs commissions and slippage, so real results will differ.
• A full sweep of exit-management settings (stop cap, breakeven timing, trailing, take-profit tiers, ATR stops) did not lower the drawdown floor — it is structural to the strategy — so these configs are locked and not further tuned.
Hypothetical performance disclosure. The results shown on this page are hypothetical and were produced by simulated (playback) execution over historical data. Hypothetical performance results have many inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading and may under- or over-compensate for the impact of factors such as lack of liquidity, commissions, and slippage. 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 results and the actual results subsequently achieved. Past performance — real or hypothetical — is not indicative of future results. Trading futures involves substantial risk of loss and is not suitable for every investor. This page is a performance illustration, not a solicitation or an offer to buy or sell any instrument.