Backtests

Run, optimize, read the results.

NinjaTrader's Strategy Analyzer, run from the chat. Name the strategy, instrument, bars, dates, fills and costs; the analyzer opens, runs, and the numbers come back: trades, net profit, profit factor, drawdown, every trade if you want them. Then optimize and compare. Any strategy you have. Simulated fills, no account. The four below are one session in order.

The replies are the assistant’s exact words, the pictures stills, from the recorded run of September 24, 2026. Watch the recording.

Permission: Scripts on the menu (Help > High Tech Trading Analysis > AI Bridge > Scripts), the same switch as writing one. A run opens the analyzer by itself; opening or closing the window on its own is under Charts, like any window. One run at a time. Rows you do not mention keep whatever the analyzer had, the way they would by hand, and the reply says what actually ran. A NinjaTrader box waiting on you blocks the analyzer; your assistant tells you to look at it rather than trying again.
1Ask this
Backtest SampleMACrossOver on ES 5-minute, the last 30 days, regular hours only, commission on, one tick of slippage. Give me the summary for all trades and the long and short split, and the five biggest trades.

"Backtest it on ES 5-minute, last thirty days, RTH, with commission."

The analyzer's grid filled from your sentence, Run pressed, and the summary read back in plain words.

Click for what came back
The assistant replied

SampleMACrossOver on ES 12-26, 5 minute regular hours, August 25 to September 24, Fast 10 and Slow 25, commission on, one tick of slippage. All trades: 90 trades, net minus 13,105 dollars, profit factor 0.43, max drawdown 13,297 dollars, 24 percent profitable. Longs: 45 trades, minus 6,996. Shorts: 45 trades, minus 6,109. The five biggest trades: a short on September 14 lost 2,029. A short on September 16 made 1,858. A long on September 18 made 1,733. A long on September 3 made 1,458. And a long on September 16 lost 1,104.

▴ Close
2Ask this
Same setup, but optimize: Fast from 5 to 15 in steps of 5, Slow from 20 to 30 in steps of 5, keep the best 10 by net profit. Which combination won, and by how much over the default?

"Now optimize the fast average from 5 to 15."

The analyzer's optimization, a range per parameter, the fitness you name, the kept runs back with the best flagged.

Click for what came back
The assistant replied

Nine combinations ran, best ten kept by net profit. The winner is Fast 15, Slow 30: 67 trades, net minus 4,130 dollars, profit factor 0.72, drawdown 8,583, 37 percent profitable. The default, Fast 10 Slow 25, lost 13,009 in the same grid. So the winner is 8,880 dollars better, and still a loss.

The Strategy Analyzer optimization grid, best combination on top
Note

The Strategy Analyzer after the optimization: the visible combinations sorted by net profit, Fast 15 Slow 30 on top, its summary below.

▴ Close
3Ask this
Take the best Fast and Slow from that optimization and run two more backtests: the same setup on NQ 5-minute, and the same ES setup from July 1 to July 31. Then put all three runs in one table: trades, net profit, profit factor, max drawdown, percent profitable. Does it hold up?

"Run the winner on NQ and on July, and tell me if it holds up."

The same strategy with the best parameters, on another instrument and another date range, and the three runs side by side. The check every backtest needs and few people do.

Click for what came back
The assistant replied

All three with Fast 15, Slow 30. ES, August 25 to September 24: 67 trades, net minus 4,130, profit factor 0.72, drawdown 8,583, 37 percent profitable. NQ, same dates: 77 trades, net minus 27,646, profit factor 0.50, drawdown 38,137, 36 percent. ES in July: 72 trades, net minus 7,801, profit factor 0.76, drawdown 14,039, 36 percent. It does not hold up. The winner loses on NQ, and loses in July.

▴ Close
4Ask this
Close the Strategy Analyzer, then save this workspace.

"Close the analyzer and save."

The Strategy Analyzer opens where NinjaTrader puts it, over your charts, so it goes when you are done; closing a window needs the Destructive tick and your yes unless --- Unattended is on. Then the workspace saved as it stands.

Click for what came back
The assistant replied

The Strategy Analyzer is closed, confirmed by a separate read, and HTAITest is saved.

▴ Close

More you can ask (These are just examples. There is no menu to learn.)

  • "Open the Strategy Analyzer." / "Close it." (opening is the Charts tick; closing the window also needs Destructive, and your yes unless --- Unattended is on)
  • "Backtest the strategy you just wrote."
  • "From June 1 to August 31."
  • "Fast 8, Slow 21." (any of the strategy's own parameters)
  • "High fill resolution, exit on session close."
  • "How did the longs do against the shorts?" (every run carries all, long and short)
  • "List every trade."
  • "Optimize for the best profit factor instead."
  • "Optimize for the smallest drawdown."
  • "What fitness choices does the analyzer have?"
  • "Run it on ES, NQ and YM and rank them."
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