A Futures Trading Journal Built Around How Futures Actually Trade
Most journaling tools were designed for stocks and then had futures bolted on. That shows up immediately: your MNQ trades get split across MNQU6, MNQZ5 and MNQ1! as if they were three different instruments, your prop accounts blur together, and the CSV you upload never quite maps cleanly. Next Trade handles futures as a first-class case, starting with getting your fills in without manual work.
Tradovate auto-sync, direct
Tradovate is not covered by the retail brokerage aggregators, so we built a direct Tradovate adapter instead of pretending it was supported. It authenticates against Tradovate, pulls your fill list, resolves each contract id to its real symbol, looks up the contract’s point value so dollar P&L is correct rather than counting ticks, and pairs your fills first-in-first-out into round-trip trades. Partial fills and scale-outs are matched against the correct entry lot, and positions that are still open are reported as open rather than being invented as closed trades. If Tradovate throttles or challenges the login, you get an honest error — not a silent empty sync.
Trading somewhere else? CSV import works for every broker and needs no API keys, with presets for Tradovate, NinjaTrader, ThinkorSwim, MT4/MT5 and Robinhood plus a generic mapper for anything else. Retail and equities brokers can also connect through our aggregator integration covering 50+ brokers.
Contract months, consolidated
MNQU6, MNQZ5 and MNQ1! are all MNQ. ESH6 is ES. MESM24 is MES. Your symbol analytics roll expiries up into the underlying automatically, so twelve months of the same instrument reads as one instrument. It is applied when reading, so your original imported symbols are never overwritten — and plain equity tickers are left alone.
Built for prop-account fleets
Every trade carries the account it came from. If you run the same setup across several evaluation and funded accounts, identical fills stay separate instead of collapsing into a single row, and you get a per-account performance breakdown plus an account filter.
Session and time-of-day truth
Trades are bucketed by the time you opened them, normalized to Eastern time. That is the only way a “my morning trades are better than my afternoon trades” conclusion is actually valid.
Entry and exit models
One strategy is usually traded several ways. Label the entry model and the exit model behind each trade, then compare win rate, average R and net P&L per model to see which variation genuinely delivers the best risk-reward.
Analytics that answer real questions
Once your fills are in, you get an equity curve from your real starting balance, a clickable P&L calendar, win rate, average R, expectancy, and breakdowns by symbol, account and session. Define each strategy with its own rules, tick which rules you actually followed on a trade, and see how your win rate changes when you follow your plan versus when you do not. You can also enter the dollar amount you risked on a trade and let the journal derive the R multiple from your actual P&L, so risk-reward statistics reflect what you really risked rather than a guess.
Start journaling your futures trades
$25/mo with a 7-day free trial. Connect Tradovate or upload a CSV and see your real numbers. Cancel any time from your settings.
Start your free trialAlso see the prop-firm multi-account journal or pricing.