Futures trading journal
A futures trading journal that gets the contract math right
Futures trading isn't stock trading with a different ticker. Tick values, contract-level P&L, and prop-firm drawdown rules all need to be modeled correctly, not approximated — and most trading journals were built for stocks first.
Contract-level P&L and tick values, done correctly
Fillbook calculates P&L per contract using each instrument's real tick value and tick size, not a generic price-times-shares formula. Position sizing and R-multiple are computed the same way, so the risk number you see reflects what the contract actually moved, not an approximation.
Built for NinjaTrader, Tradovate, and Rithmic
NinjaTrader and Tradovate auto-sync (both on the Core plan and up) pull fills in with no export step between sessions — both are live and verified against real trading accounts. Rithmic accounts can also connect directly for a daily automatic import. Rithmic-based front ends (Quantower, Sierra Chart, R | Trader, and others) import cleanly from a CSV trade-history export with automatic column mapping, so however you're connected to the exchange, your fills land in the journal.
Prop-firm rules as account data, not a spreadsheet you maintain
Trailing drawdown, static drawdown, and daily loss limits are tracked automatically from your synced trades against your actual account rules, with alerts when you get close to a limit — see the dedicated prop-firm trading journal page for the full breakdown.
Session and time-of-day analysis
Futures markets trade around the clock, and performance often isn't flat across a session — a trader sharp during the RTH open can be bleeding edge by the afternoon. Fillbook's behavioral analysis includes time-of-day performance decay detection built specifically for that pattern.
R-multiple and risk built around real contract risk
R-multiple is measured against the risk you actually planned in ticks or points on that contract, not a flat dollar guess — so a scaled-out winner and a stopped-out loser compare on the same basis.
Frequently asked questions
Yes — P&L, position sizing, and R-multiple are all calculated per contract using each instrument's actual tick value and tick size, not a generic per-share formula adapted for futures.
NinjaTrader and Tradovate (both on the Core plan and up) auto-sync directly, and both are verified against real trading accounts — CSV import is always available as a fallback. Rithmic users can connect their Rithmic login for a daily automatic import, or use R | Trader Pro's periodic export into Google Drive, and Sierra Chart users can use a Fillbook study (the Drive export and the study are in beta). Most other futures platforms import via CSV export with automatic column mapping — see the fee guide for the current full list of supported brokers and platforms.
They overlap but answer different questions: this page covers futures-specific mechanics (contract P&L, tick values, platform support) that matter whether you're trading your own account or a funded one. The prop-firm trading journal page covers the account-rule side — drawdown types, daily loss limits, consistency, and payouts — in depth.