The ES data
- Coverage: January 3, 2016 to July 24, 2026 — 3.71 million one-minute bars, full electronic session.
- True traded prices: stitched from 78 monthly contracts at the volume crossover, with no spread adjustment. A 2016 level on the chart is a price you could really have worked an order at.
- Checked: every price passes the 0.25-tick check.
- Timeframes: 1m, 3m, 5m, 15m, 30m, 1h, 4h and 1D, all built from the same one-minute bars.
Why true prices matter for ES
Most continuous futures charts are back-adjusted: at every quarterly roll the whole history is shifted to close the gap between contracts. Shape survives, but levels don’t — and the further back you go, the further the chart drifts from reality. If your rules use round numbers, prior highs and lows or exact limit prices, a back-adjusted series quietly changes your fills. ES on Charts Replay isn’t adjusted, so a limit at 2,050.00 in 2016 means 2,050.00.
Contract math used in the simulator
| ES | |
|---|---|
| Point value | $50 per point |
| Tick | 0.25 point = $12.50 |
| Commission | You set it per session ($2.50 per side in the daily challenge) |
| Starting balance | You set it per session ($100,000 in the daily challenge) |
How fills work
- Every one-minute bar is matched before it is drawn, whatever timeframe is on screen — an order placed on a 4-hour chart fills in the minute price actually reached it.
- Limits fill when price reaches them; stops fill when price crosses them.
- Gaps are priced against the bar’s open: a buy limit gapped through fills at the better open, a stop gapped through fills at the worse open plus slippage.
- When several orders trigger in the same bar, stops match before limits.
What you can backtest
- Opening-hour setups — see how to backtest an opening range breakout.
- Time-window models such as the ICT Silver Bullet.
- Overnight and London-session behavior, since the full electronic session is included.
- Any discretionary plan you can write down — start with how to backtest futures step by step.
What you get back
Each session has a report: net P&L, win rate, profit factor, payoff ratio, maximum drawdown and an equity curve; a trade calendar; every trade with entry, exit, holding time, MAE/MFE and exit reason; and every order, including the ones that never filled.