R2 · book performance · NinjaTrader Strategy Analyzer · 1 Jan 2019 to 23 Sep 2026 · 50K prop account rules
R2's books, backtested in NinjaTrader at the size R2 would trade them
Hypothetical backtest results. Every figure on this page is a simulation of past markets, not a record of real trading. Past performance, real or simulated, does not guarantee future results. Backtests leave out things live trading has, such as partial fills, outages and the gap between a backtest's fills and real ones. Nothing here is financial advice, and no result shown is a promise of any result on your account.
For every book and every risk level, R2 works out the sizing it would actually trade on a 50K prop evaluation (for passing) and a 50K funded account (for reaching a payout). That exact sizing was then backtested in NinjaTrader's own Strategy Analyzer over the full history NinjaTrader holds, with $1.90 commission per round turn per contract and 1 tick of slippage on every fill. The screenshots in each row are that run. The trade statistics come from that run's own trade list. The pass, lost, sessions and $/session columns are R2's account simulator run on those same trades. The table shows the nine books R2 1.7.84 ships, in the order 1.7.84 ranks them; each size is the one R2 chose when these runs were made.
Click a book to see its sizing and NinjaTrader's own screenshots; click a column heading to sort, and hover it for what it means. Swipe the table sideways for every column.
| R2 on this 50K account | NinjaTrader backtest at that sizing · commission and slippage included | |||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
How a book is ranked at a risk level. The same order R2 uses when it picks a sizing for a live account. A book must reach the target inside 130 sessions. Then it must sit inside the level's band (pass rate at or above the floor, account lost no more than the ceiling). Then the sizing worth the most wins: the most money per session, which weighs the chance of a pass against what a lost account costs and how many sessions an attempt uses. Ties go to the higher pass rate, then the lower loss rate. Where no sizing of a book fits the band, R2's closest sizing is shown, labelled as outside the band. Click any column to sort by it, and click a row to see its sizing and NinjaTrader's own screenshots.
The R2 columns. Pass % is the share of start days from which a fresh
account at this sizing reaches its target (evaluation) or its payout buffer (funded) within 120 trading days.
Sessions is the median number of calendar sessions that took. Lost % is how often the
account hit its drawdown limit first. Ctr is the total contracts across the book's entry slots. The 50K
rules used: $2,000 end-of-day trailing drawdown that locks once the balance clears the start plus $2,000; no daily
loss limit; evaluation profit target $3,000; funded payout buffer $2,100 with a 40% consistency rule; 40 micro
contracts at most.
The NinjaTrader columns. Every trade was simulated in NinjaTrader's Strategy Analyzer on
1-minute NQ data (the books trade MNQ), 1 January 2019 to 23 September 2026, with $1.90 per contract per round turn
and 1 tick of slippage per fill. Net and every dollar figure are at the sizing shown, after costs.
Sharpe and Sortino are NinjaTrader's own, exactly as its Summary page shows them, and
every other figure matches that page too.
Max DD is peak to trough on closed-trade equity. Streak is the longest run of losing
trades.
Hypothetical backtest results. Simulated past performance does not guarantee future results. Prop firm rules change, and your own firm's rules decide what you actually need. Trading futures carries a substantial risk of loss.