Futures Trading Journal for Day Traders & Swing Traders
QuantLog's futures trading journal is built for traders who want speed, precision, and the metrics that actually matter — not options clutter. Log ES, NQ, MES, MNQ, CL, GC, or any futures contract in seconds.
Designed for futures, not bolted on
Many trading journals are stock or options tools with futures awkwardly grafted on. QuantLog has a fully isolated futures journal with its own dashboard, analytics, instrument tracking, and tag system — so contract specs and drawdown metrics show up where you expect them.
Performance by instrument and time of day
Know which contracts make money and which bleed your account. Breakdowns by instrument (ES vs NQ vs MES), day of week, and month let you double down on what works and cut what doesn't.
Risk and drawdown analytics
Max drawdown, win rate, profit factor, average win/loss, expectancy — all calculated automatically. Built for prop-firm traders, funded accounts, and serious independent traders managing risk every session.
Strategy backtesting sandbox
Test new strategies before risking real capital. Create multiple isolated backtests, log simulated trades, and compare up to 4 backtests side by side with equity curves, drawdown, and full performance metrics.
Tags & journaling that match how you trade
Custom tags for setup, market condition, mistake, or session. Free-form notes per trade. Calendar view to spot streaks and tilt before they cost you a week of P&L.
Futures trading journal — FAQ
What is the best futures trading journal?
QuantLog's futures journal is built specifically for futures traders — separate from options — with instrument-level analytics, drawdown tracking, custom tags, and a strategy backtesting sandbox.
Does it work for ES, NQ, MES and MNQ?
Yes. Track any futures contract — index futures (ES, NQ, MES, MNQ, RTY), energy (CL, NG), metals (GC, SI), agricultural, treasuries — anything with a ticker.
Does it work for prop-firm or funded accounts?
Yes. Multi-account support lets you track personal, prop-firm, and funded accounts separately, each with its own balance, drawdown, and performance metrics.
Can I backtest strategies?
Yes. The backtesting sandbox lets you create isolated simulations, log simulated trades, and compare up to 4 backtests side by side.