01
Freeze every rule
Record the opening-range window, break confirmation, retest sequence, stop, targets, time limits, and same-bar handling before seeing results.
- Versioned definitions
- No hindsight edits
- Long and short logic
ORB backtesting
Evidence visible
Opening Range Breakout Backtest Software
Evaluate an opening range breakout backtest with exact entry, retest, stop, target, timing, exclusion, and sample-size rules kept visible.
Historical test ledgerRules visible
Sessions252Published
Qualified232Denominator
RulesExactReproducible
- Rule inputs
- Exact
- Sequence
- Point in time
- Denominators
- Visible
- Forecast
- None
Definitions remain attached
No future-bar leakage
Trades and sessions
Historical evidence only
Exact rulesVisible samplesSource labeledNo profit promises
Rules-first workflow
From written rules to an auditable ORB sample
Each stage keeps its definition attached to the result, so a label, percentage, or historical comparison can be traced back to the rule that produced it.
02
Rebuild the session
Use chronological intraday bars and regular-session boundaries so each decision only uses information that was available at that timestamp.
- Point-in-time sequence
- Session timezone
- Completed-candle logic
03
Keep denominators visible
Report sessions, qualified trades, no-trades, stops, target touches, and exclusions rather than presenting a percentage without its base.
- Trade denominator
- Session denominator
- Exclusion reasons
04
Stress-test the result
Compare later periods, symbols, directions, costs, fill assumptions, and parameter changes before treating a historical pattern as stable.
- Out-of-sample review
- Cost sensitivity
- Regime comparison
Questions
What this ORB workflow does—and does not do
Direct answers for traders comparing tools, definitions, and historical evidence.
01What is an ORB backtest?+
An ORB backtest applies a defined opening-range breakout rule set to historical intraday data in timestamp order and records every qualified trade, no-trade, stop, target, and exclusion.
02What should an opening range breakout backtest include?+
At minimum: market session and timezone, range duration, confirmation candle, retest logic, entry timing, stop rule, target rule, same-bar policy, fill and cost assumptions, data exclusions, and complete denominators.
03Is win rate enough to compare ORB rules?+
No. Win rate changes with target distance and stop logic. Compare sample size, average realized R, drawdown, target progression, profit factor, costs, and out-of-sample behavior alongside win rate.
04Can historical target touches equal actual options profit?+
No. Underlying-price target touches do not reproduce an options contract’s spread, volatility, delta, theta, fill, fees, or expiration behavior. Options performance needs licensed contract-level evidence and explicit execution assumptions.
05Why include no-trade and excluded sessions?+
They prevent the sample from silently becoming a list of favorable examples. A credible report explains why a session did not qualify or why data could not be used.
06Does a profitable backtest predict the next session?+
No. Backtests describe a historical sample under specific assumptions. Market conditions, fills, costs, and future behavior can differ materially.
Continue researching
Related ORB tools and guides
Use a focused page for each question instead of mixing scanner, chart, backtest, and execution terminology.
Educational analytics
Historical results cannot guarantee a future trade.
Confirm market data with your broker, review the methodology, and define risk before acting.