Tools
Calculators for futures traders
Four calculators built on the same arithmetic the screening engine uses. No account and nothing sent anywhere: every number you type stays in your browser.
- Futures tick value calculatorWhat a move is worth on ES, NQ, CL, GC and twelve more contracts, from points, ticks or entry and exit prices.
- Futures position size calculatorHow many contracts a stop allows at your risk per trade, with costs counted inside the risk and the micro or smaller contract beside it.
- Deflated Sharpe ratio calculatorThe Sharpe ratio noise alone would have handed you after N tries, and the probability your best backtest beats it.
- Trailing drawdown calculatorWhere a trailing threshold sits now, how much room is left, and the odds of reaching the target before it catches you.
Futures tick value calculator
What a move is worth on ES, NQ, CL, GC and twelve more contracts, from points, ticks or entry and exit prices.
Contract, move, contracts
Futures position size calculator
How many contracts a stop allows at your risk per trade, with costs counted inside the risk and the micro or smaller contract beside it.
Account, risk, stop, costs
Deflated Sharpe ratio calculator
The Sharpe ratio noise alone would have handed you after N tries, and the probability your best backtest beats it.
Sharpe, years, trials
Trailing drawdown calculator
Where a trailing threshold sits now, how much room is left, and the odds of reaching the target before it catches you.
Balance, drawdown, peak, win rate
Where the numbers come from
Contract multipliers and tick sizes are the exchanges’ own, and they match the tables the screening engine converts every result to dollars with. The contract pages print them in full, beside what the research record says about trading each market.
The deflated Sharpe ratio is Bailey and López de Prado’s correction for trying many variants and keeping the best, the same problem the ledger exists to solve: every specification ever screened is recorded, whatever its verdict, so the correction runs against the true count. The trailing-drawdown mechanics are the ones the funded-account report walks a screened strategy through, with no firm’s rules preset.
Have an idea behind the numbers?
A calculator tells you what a move is worth. A screen tells you whether the idea that is supposed to produce the move has ever done so, against tick data, after costs, with every trial counted.