By Reid KashUpdated How we calculate
What ExpectancyIQ does for futures traders
FIFO fills matching, exact commission
Import a raw executions/fills export from Tradovate, NinjaTrader, or cTrader and ExpectancyIQ reconstructs closed trades with first-in-first-out matching. It's the same defensible rule every scale-in/scale-out position needs. Commission is attributed to the exact fill it was charged on, not an estimated blended rate.
The 17:00 CT session rollover, handled correctly
Futures trade nearly around the clock, so grouping by calendar midnight splits an overnight hold across two days that never happened. Every daily aggregate — P&L, streaks, the calendar heatmap — is computed against the real CME session boundary instead.
Tick and point-native math
Contract specs and tick values are handled as first-class units throughout — metrics stay explicit about money vs. points vs. ticks instead of silently mixing them, so P&L and R-multiples are correct for the actual contract you traded.
Timing: when you trade best
See your best (and worst) sessions, days, and hours, plus overtrading and re-entry patterns — the Timing report is built around exactly how a futures trading day actually unfolds.
Best sessions by net P&L
A worked example: sizing in ticks, not dollars
The E-mini S&P 500 (ES) has a tick size of 0.25 points, worth $12.50 per tick per contract. A 4-point stop is 16 ticks, or 16 × $12.50 = $200 of risk per contract, before commission. On a $50,000 account risking 1% per trade ($500), that stop supports $500 ÷ $200 = 2.5 — so 2 ES contracts, not 2.5, since contracts don't fractionalize. Trade the Micro instead (MES, $1.25 per tick, same 4-point stop = $20 of risk) and the same $500 budget supports 25 contracts. That lets position size track the risk budget in finer steps. Get the tick value wrong — using ES's $12.50 on an MES position, say — and every size, and every dollar-risk figure downstream of it, is off by exactly 10x. ExpectancyIQ carries the correct tick value and point multiplier per contract automatically. A sizing decision is never one manual lookup away from a silent 10x error. To check one by hand, the futures calculator page lists the tick value of every supported contract, and the futures roll dates table shows when each contract month changes. Start with the contract size calculator if you are sizing a trade now.
Importing from your platform
Tradovate
Export either completed trades or a raw fills/orders report — both are auto-detected on import, so scaled-in and scaled-out positions get FIFO-matched correctly either way.
NinjaTrader
Export the execution report from the Trade Performance or Account Performance window; column layout is auto-detected, no manual mapping needed.
cTrader
CSV import works today, or skip the export entirely and connect the account for automatic daily sync on a paid plan — the first sync backfills existing history.
Common questions from futures traders
Why does the trading day roll over at 5 PM CT instead of midnight?
What brokers and platforms can I import from?
What if my broker or platform isn't listed?
What markets and trading styles does ExpectancyIQ support?
Trading a funded or evaluation account? ExpectancyIQ for Prop & Funded Traders covers drawdown rules and the Forecast simulator. Trading forex or CFDs instead? ExpectancyIQ for Forex & CFD Traders covers cTrader auto-sync. To see what your imported trades look like on one screen, start with the trading dashboard.
For futures traders
See exact commission and session-correct P&L on your own trades
Import a Tradovate, NinjaTrader, or cTrader CSV and ExpectancyIQ handles the FIFO matching and session rollover automatically.
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