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Roboquant
New · Connect your MetaTrader 5 account →

Stop guessing whether
your strategy works.

Test every fill on real CME tick data, validate out of sample and go live with the exact strategy you tested - before you risk a cent.

15,000+ traders build on Roboquant

CME futures, plus forex, gold and CFDs through your own MetaTrader 5 account.

Roboquant AI in action

Real code. Yours to read, edit and own.

Watch the AI write, compile, test, diagnose and optimize a strategy using the same tools as the platform.

  • Strategies that compile. Roboquant’s AI writes your strategy and compiles it.
  • Fixes its own errors. It fixes compile errors before you backtest.
  • The code is yours. Real code, yours to read, edit and own.

Backtest on CME data. Trade through your broker.

  • CME Group
  • Tradovate
  • Topstep
  • MetaTrader 5
  • Moneta Markets
  • FP Trading
  • Ultima Markets
  • IQ Capital

Every fill simulated on real ticks.

Minute bars flatter a strategy — they fill you at prices that were never available. This one is filled tick by tick, over six years of ES, in the platform's own results card.

ORB Breakout — ES · ES 5m · ticks · 2020-06-01 → 2026-06-21
Return+3155.45%
Net P&L+$315,545.00
Win Rate47.8%
Max DD-19.0%
Cumulative PnL
Total Trades1264
Sharpe1.72
Sortino2.41
Profit Factor1.76
Calmar4.10
Expectancy+$249.60
Avg Win+$1,213.00
Avg Loss-$632.00
Avg R:R1.92
Win Streak14
Loss Streak12
Largest Win+$9,848.00
Largest Loss-$4,629.00
Drawdown
Drawdown periods & recovery

Based on closed-trade equity, matching the drawdown chart above. Recovery is measured from trough to previous peak; time underwater is peak to recovery. Durations are elapsed calendar time. Ongoing means not recovered by the end of the saved run.

Periods
127
Longest underwater
246d
Avg. recovery
7d 7h
Ongoing at run end
13d 3h

Deepest periods first. Average recovery includes recovered periods only.

−19.68% drawdownRecovered
Peak
Trough
Recovered
Time underwater
246d
Decline
104d 23h
Recovery time
141d
−14.16% drawdownRecovered
Peak
Trough
Recovered
Time underwater
170d 23h
Decline
91d
Recovery time
79d 23h
−11.49% drawdownRecovered
Peak
Trough
Recovered
Time underwater
110d 1h
Decline
40d 23h
Recovery time
69d 1h
−9.23% drawdownRecovered
Peak
Trough
Recovered
Time underwater
107d 23h
Decline
42d 22h
Recovery time
65d
−7.87% drawdownRecovered
Peak
Trough
Recovered
Time underwater
59d
Decline
35d
Recovery time
24d
1–5 of 127 periods
Win / Loss
48%
52%
604 wins660 losses
Trade Return Distribution (%)
-1.01%0%1.13%
Mean+0.04%
Median-0.04%
Std Dev0.18%
Best+0.59%
Worst-0.47%
Monthly Returns (%)
JanFebMarAprMayJunJulAugSepOctNovDecYear total
2020----+0.0+0.0+4.1+6.2+0.0+8.2-3.4+0.0+40.3
2021-6.3+0.0+1.1+9.5+10.1+0.0+11.4+2.1+0.0-4.8+5.7+0.0+99.1
2022+4.0+0.0-3.1+1.2-2.2+0.0-1.1+6.7+0.0+12.6+0.8+0.0+33.2
2023+1.7+0.0+9.7-0.5+6.4+0.0+7.1-3.2+0.0-4.2+9.5+0.0+64.4
2024+8.4+7.6+0.0+10.4-1.5+0.0+0.8+8.0+0.0+3.1-4.4+0.0+85.8
2025+3.9+6.5+0.0+2.1+14.1+0.0+7.3-2.5+0.0+4.8+3.4+0.0+134.1
2026+2.2+5.6+0.0+7.3+0.0-------+22.3
Net P&L by period

Closed-trade P&L after commission, grouped by exit time in ET. Weeks start Monday. Only periods with closed trades are shown.

Total net P&L +$315,545.00

Yearly closed-trade net P&L
PeriodNet P&L
2026

75 trades · 46.7% wins

Avg / trade +$801.15

+$60,086.00
2025

213 trades · 50.7% wins

Avg / trade +$690.51

+$147,078.00
2024

213 trades · 50.7% wins

Avg / trade +$273.91

+$58,343.00
2023

212 trades · 42.5% wins

Avg / trade +$88.24

+$18,706.00
2022

212 trades · 44.8% wins

Avg / trade +$65.04

+$13,789.00
2021

214 trades · 50.9% wins

Avg / trade +$63.21

+$13,527.00
2020

125 trades · 47.2% wins

Avg / trade +$32.13

+$4,016.00

Newest periods first. First and last periods may cover only part of the calendar period.

6 years
of ES, 2020 → 2026
1,264
trades taken
$250
expectancy per trade
tick fills
entries filled at tick level

200 tick-level trials. 54.7 seconds.

Sweeping parameters is how strategies get overfitted — so every trial is scored on data it never saw. Six parameters over 3.5 years of ticks, in the platform's own optimizer view.

New optimizationORB Breakout — ES · orb_final.rqc
Jan 2023 – Jun 2026 · tick data
Parameters to sweep
Range duration
5–60 min · increments of 5
Stop loss
1–10 pts · increments of 0.5
Risk / reward
1.0–3.0 · increments of 0.25
Take-profit method
Risk / reward · range multiple · fixed
Trailing trigger
4–16 pts · increments of 2
grid200 trials · 64 workersWalk-forward off Run
About 1 combinations
64
parallel cloud workers per sweep
54.7s
for 200 tick-level trials
5 modes
grid, bayesian, genetic, walk-forward, rolling
887
trades simulated per trial

Deploy the exact file you tested.

Backtesting, optimization and live trading run on the same compiled Rust engine, so brackets and trailing stops behave the same from test to execution. One click deploys the file you just validated into an isolated container on your connected Tradovate, Topstep or MetaTrader 5 account. Edit its parameters while it runs, come back in six months — its equity history keeps going.

deployment · orb_final.rqc · running on Tradovate
orb_final.rqcES · 5mTradovate · demo accountrunning · 6d 4h
Session P&L
+$0.00
Equity
$51,846.20
Trades
0
Win rate
—
Position
Flat
Max DD
−4.1%
Session equity — simulated
bot logs — every decision, order and filllive
09:30:00session open — ORB window 09:30–10:00 ET

One engine, tester to live. Same engine, different feed — brackets and trailing stops behave identically in both.

Risk caps enforced server-side. Loss limits and kill switches hold even if your strategy, browser or connection doesn’t.

A private, sandboxed container per bot. Kernel-level isolation, no shared runtime, running 24/7.

Live P&L from the broker. What you see is what the account says — not what the bot believes.

New · MetaTrader 5

Your MetaTrader 5 account, now in Roboquant.

Connect an MT5 account at a supported broker or prop firm, demo or live. Chart your broker’s symbols, backtest and optimize on its own history, and run bots on the account, with the same AI and engine you use for CME futures. No VPS or Windows machine needed.

Illustrative · connect · MetaTrader 5 · Moneta Markets
Connect MetaTrader 5
I have an accountI need an account
Moneta MarketsFeatured partner

Open an account, then come back and connect it here.

  1. 1. Open a free demo at Moneta Markets.
  2. 2. Come back and enter the MT5 login Moneta Markets emails you.
  3. 3. Backtest on your own account’s data.
Open free demo ↗Open live account ↗

Prefer another broker? FP Trading · Ultima Markets

Connect in Accounts.

Pick your broker and server, then enter your MT5 login. The read-only investor password is enough for charts and backtests; add the trading password when you want bots. Connect 1 MT5 account on the Free plan, up to 10 on Ultra.

Your money stays at your broker. You deposit and withdraw with the broker. Roboquant never holds funds.

Private to you. Each account’s symbols, history and trades are visible only to you, and deleted when you disconnect.

Encrypted credentials. Passwords are stored encrypted and used only to connect your account.

Supported brokers and prop firms

  • Moneta MarketsFeatured partner
  • FP Trading
  • Ultima Markets
  • IQ Capital
Connect your MT5 account

No MT5 account yet? After you sign up, the connect screen links to a free demo at each broker, and to IQ Capital’s CFD challenges. Start with a free demo

Forex and CFDs are leveraged and can lose money quickly; backtests are simulations, not a promise of results. Features and limits vary by plan. MetaTrader is a trademark of MetaQuotes Ltd.; Roboquant is not affiliated with MetaQuotes.

RoboCharts · from $29.90/mo

Read the order book, not just the candles.

Up to 16 linked charts with footprint, a liquidity heatmap and the live order book from 10 levels to full depth, on real-time CME data included in every paid plan.*

RoboCharts: a 16-chart layout with synced symbol, interval and crosshair
Illustrative data

16 linked charts. Sync symbol, interval and crosshair across up to 16 charts in one layout, with your strategy’s own drawings on each.

Order flow from every trade. Time & sales, footprint bars, large prints and volume profile, built from every CME trade.

The order book three ways. Book, Delta and DOM, from 10 levels to full depth, plus a liquidity heatmap.

Indicators without a plan limit. Add as many as your layout needs; the AI writes your own in .rq and converts Pine Script.

Indicators, built in and your own.

54 built-in indicators. Including 5 for order flow — Aggressive Delta, CVD, book imbalance, spread and microprice — plus 4 overlays: the order-book heatmap, volume profile, L2 depth and large prints.

Your own indicators. Write them in .rq or Python. The AI writes, test-runs and fixes them in .rq, and converts Pine Script.

Higher timeframes and order flow in code. Read higher-timeframe values, trades with their aggressor side and the order book inside .rq.

Drawings, plots and tables. 22 drawing tools, plots and Pine-style tables on the chart.

From indicator to strategy. Turn an indicator into a strategy, with a parity check that both compute the same values.

No plan limit on how many indicators you add. Up to 64 custom indicators per chart; very large layouts refresh some custom indicators less often.

Only need charts? Get Charts for $29.90/mo

*Real-time display needs CME non-professional status; professionals get custom pricing. Real-time charts cover every supported CME market.

Run Roboquant from ChatGPT, Claude or Cursor.

Connect the Roboquant MCP server once, and the AI you already talk to can build, backtest and monitor your strategies.

GA
Backtest my opening-range strategy on ES over the last 2 years and tell me if it's worth deploying.

ChatGPT can make mistakes. Check important info.

Ask ChatGPT5.6 Sol
strategies_createbacktests_runoptimizations_rundeployments_listdocs_get+28 more · mcp.roboquant.dev · OAuth

Works where you work. Claude, ChatGPT, Claude Code, Cursor — one OAuth connect, no keys to paste.

The full platform, as tools. Strategies, backtests, optimizer, deployments — callable by your AI.

Results as data. Backtest and optimizer metrics come back structured, ready to compare.

TradingView alerts, executed on Tradovate.

Roboquant Connect is a separate product: point your TradingView alerts at a Connect webhook and it places the orders on your Tradovate accounts — including prop-firm accounts issued on Tradovate — with risk controls in the middle. Check your firm's rules on automation and third-party hosting before you connect it.

Roboquant Connect dashboard — executions, positions and account snapshot

Multiple accounts. One alert can place orders on every Tradovate account you connect.

Daily limits. Per-account daily trade and daily-loss limits block new entries once hit.

Kill switch and allowed symbols. Stop every order at once, and only trade the symbols you allow.

More honest backtests start with better data.

A backtest is only as honest as the data under it. Licensed CME market data—not delayed quotes or minute bars from a charting API. Access up to sixteen years of OHLCV and tick history, with order-book depth on higher tiers, stored next to the engine so backtests read it in seconds.

1mBars

OHLCV candles, one row per minute — the classic view.

L1Trades

Every trade event, tick by tick — time, price, size, side.

09:31:04.1826941.2512
09:31:04.0086941.003
09:31:03.8776941.2541
09:31:03.6106941.007
L2Depth — MBP-10

Ten price levels of resting liquidity, on every change.

L3Order flow — MBO

The full book: every individual order at every price level.

29
CME markets
16 yrs
of tick history
512 GB
compressed market data
4
resolutions, bars to MBO

Simple pricing. Start free.

Roboquant 2.0 is live. Everyone can start free. Pick monthly or annual billing inside the app. Charts is billed monthly only.

Start free. Upgrade when a strategy earns it.

2 months free

AI credits cover strategy generation, compilation and tool calls. BYOK is available on Pro and above; requests billed to your provider do not consume Roboquant credits.

Free
Start here
Prove the first idea
$0/foreverFree plan

Create a strategy and run your first evidence-backed test.

Start free

Roboquant 2.0 is live. Everyone can start free.

See all plan features
  • Guided AI strategy builder
  • All Roboquant strategy templates
  • One year of OHLCV history
  • 5 standard backtests per day
  • 1 small optimization per day (one parameter, grid)
  • Basic performance metrics
  • CME charts, 20 minutes delayed (2 linked charts)
  • Interactive Replay preview
  • Community support
  • MetaTrader 5: 1 connected account
Charts
New
Trade by hand
$29.90/moBilled monthly

For traders who trade by hand: real-time CME charts with the order book.

Get Charts

Roboquant 2.0 is live. Everyone can start free.

See all plan features
  • Real-time CME charts*
  • Footprint, time & sales and 2 live heatmaps at once
  • Order book with full depth (Book, Delta, DOM)
  • Degen Mode on 5 demo accounts
  • Up to 16 linked charts
  • Indicators with no plan limit — the AI writes your own
  • 5,000 AI credits/mo
  • 5 standard backtests per day
  • 1 small optimization per day (one parameter, grid)
  • Roboquant strategy templates
  • 5 connected Tradovate accounts (Demo only)
  • MetaTrader 5: 1 connected account
Starter
Build and validate
$49/mo

Billed monthly

For turning an idea into a strategy you can validate seriously.

Get Starter

Roboquant 2.0 is live. Everyone can start free.

10,000 AI credits per month
3 years of tick history
Native tick backtesting
See all plan features
  • Everything in Charts, plus:
  • 4 live heatmaps at once
  • Full strategy and indicator template catalog
  • Full AI strategy builder and compile-fix loop
  • OHLCV backtests with tick-level fills
  • Three years of OHLCV and tick history
  • Backtests within a fair-use budget: 10 hours a day, 40 a month
  • 1 small optimization per day (one parameter, grid)
  • Monte Carlo and trade-distribution analysis
  • 5 connected Tradovate accounts (Demo only)
  • MetaTrader 5: 2 connected accounts
Most popular
Pro
Go live
$99/mo

Billed monthly

For validating and running your first strategy live.

Get Pro

Roboquant 2.0 is live. Everyone can start free.

25,000 AI credits per month
1 always-on deployment
Grid optimizer
See all plan features
  • Everything in Starter
  • Eight years of OHLCV and tick history
  • 10 connected Tradovate accounts (Demo or Live)
  • 1 native deployment slot (Demo and Live combined)
  • IS/OOS and multi-symbol OHLCV validation
  • Backtests within a fair-use budget: 10 hours a day, 40 a month
  • Grid optimizer with up to 500 trials
  • Optimizer fair-use budget: 1,200 vCPU-hours a month
  • Bring your own AI provider key (BYOK)
  • Live monitoring, risk caps and kill switches
  • MetaTrader 5: 3 connected accounts
Elite
Optimize and scale
$149/mo

Billed monthly

For systematic traders running multiple strategies or accounts.

Get Elite

Roboquant 2.0 is live. Everyone can start free.

Free IQ Capital $50K futures challengeLimited partner offer · provided by IQ Capital
50,000 AI credits per month
3 always-on deployments
Advanced optimizer
See all plan features
  • Everything in Pro
  • Up to sixteen years of OHLCV and tick history
  • Recent L2 / MBP-10 history and book fills
  • 16 live heatmaps at once with full scroll-back
  • 10 connected Tradovate accounts (Demo or Live)
  • 3 native deployment slots (Demo and Live combined)
  • Bayesian, genetic, Pareto and walk-forward validation
  • Backtests within a fair-use budget: 24 hours a day, 60 a month
  • Up to 5,000 trials with sixteen parallel workers
  • Optimizer fair-use budget: 1,500 vCPU-hours a month
  • External MCP access and priority support
  • MetaTrader 5: 5 connected accounts
Ultra
Run multi-account
$299/mo

Billed monthly

For portfolio-scale execution, order flow and compute priority.

Get Ultra

Roboquant 2.0 is live. Everyone can start free.

Free IQ Capital $50K futures challengeLimited partner offer · provided by IQ Capital
150,000 AI credits per month
7 always-on deployments
20 connected accounts
See all plan features
  • Everything in Elite
  • Maximum available CME history
  • Recent L2, MBO and L3 order-flow windows
  • 20 connected Tradovate accounts (Demo or Live)
  • 7 native deployment slots (Demo and Live combined)
  • All optimizer modes plus Turbo
  • Backtests within a fair-use budget: 24 hours a day, 120 a month
  • Up to 25,000 trials with thirty-two workers
  • Optimizer fair-use budget: 2,000 vCPU-hours a month
  • Priority MCP, early templates and scheduled onboarding
  • MetaTrader 5: 10 connected accounts

*Real-time display needs CME non-professional status; professionals get custom pricing. Real-time charts cover every supported CME market.

Questions, answered.

Stop wondering whether it works.

Start from a free strategy or describe your own. See it filled tick by tick and validated out of sample before you risk a cent.

Start free

Watch the free course

Roboquant — AI Quant Platform: Idea to Live Strategy