How much does a trading bot actually make? The honest answer, with numbers

· 10 min read · Analysis
How much does a trading bot actually make? The honest answer, with numbers

"How much does a trading bot make?" is not answerable as asked, and the people who answer it anyway are the ones you should be most careful with. A dollar figure without an account size, a contract count and a time period attached is not information. It is decoration.

So here is the honest version. First why the question is broken, then the full set of numbers behind the system sold on this site, including the parts that come off the top.

Why any single figure is meaningless

Three things have to travel with every profit number or it says nothing.

And a fourth, which is the one that separates a real number from a brochure: is it a backtest or a live account? Everything below is a backtest: a simulation over historical data. No real money was at risk in producing these figures.

The one thing to remember

An average of $2,900 a month does not mean you receive $2,900 a month. It means that over 88 months, the total divided by 88 came to that. Some months were far better, some were losses. The average is a summary, not a paycheck.

The Rentabilio numbers, in full

The published backtest runs day by day over more than seven years (88 months), on a $50,000 funded account trading one micro contract at a time in US index futures, one window a day at 8:30 AM ET.

LineHow it is calculatedFigure
PeriodDay by day, historical data88 months (7+ years)
Account modeledFunded account, 1 micro contract$50,000
Total tradesStrategy Analyzer report4,557
Win rateWinners / total46.2%
Average winner / loserReport$354 / $193 (ratio 1.84)
Profit factorGross wins / gross losses1.58
Maximum drawdownDeepest peak-to-trough$4,379
Gross profitRaw report result$274,406
Costs≈5% off, at ≈$1 per micro round turn plus slippage allowance≈ −$13,700
Net profitGross minus costs≈ $260,700
Net per year≈$260,700 ÷ 7.33 years≈ $35,500
Net per month≈$260,700 ÷ 88 months≈ $2,900
Net per trade≈$260,700 ÷ 4,557≈ $57

That last row is the one worth staring at. Fifty-seven dollars a trade. That is the whole edge, repeated four and a half thousand times. Nothing about this is a jackpot. In the test it is a small statistical advantage applied with no days off. The cost side of that calculation is broken down in slippage and commissions, and the full report with the steps to reproduce it in your own NinjaTrader 8 is on the performance page.

Hypothetical performance. Every figure on this page comes from a backtest of Rentabilio over historical data, not from a live account. Simulated results are prepared with hindsight, carry no financial risk, and cannot fully reflect real execution, slippage or liquidity. Past performance, real or simulated, does not guarantee future results.

The average is true and misleading at the same time

No month in that backtest made exactly $2,900. Months are lumpy. There were months well above it, months near zero, and losing months. A system that wins 46.2% of the time and loses more often than it wins produces losing streaks as arithmetic, not as malfunction.

The number that describes the experience better than the average is the maximum drawdown of $4,379. That is the deepest the equity curve fell from a high before recovering, in simulation, on a $50,000 account. Before you look at $2,900 a month, decide whether you would have kept the system running through that. Most people who fail with a functioning system fail exactly there, and the honest treatment of it is in risk.

The average tells you what the system did. The drawdown tells you what you would have had to sit through to get it.

The recent stretch, and why you should not extrapolate it

The last 7 months of the backtest produced $43,322 gross, or roughly $41,000 net after the same cost assumption. That is about $5,900 a month, which is roughly double the historical average.

It would be easy to lead with that number and quietly drop the 88-month one. We are doing the opposite, because the seven-month figure is the less useful of the two. Seven months is a small sample from a favorable stretch of market conditions. Volatile, directional mornings around economic releases are exactly what this system is built for, and they are not permanently available. Recent outperformance is a fact about the recent past, not a forecast. If you build your expectations on $5,900 a month, the first ordinary quarter will feel like a failure when it is just the average showing up.

Now subtract the accounts you consume

Here is a cost most published trading numbers leave out entirely, and it is a real one if you trade funded capital.

Funded accounts have hard drawdown rules (usually trailing ones) and those rules close accounts. Not only bad accounts. Even a system that makes money over time will still have accounts taken out, because a drawdown that the strategy recovers from is a drawdown the account rule does not wait for. When an account closes, you buy another evaluation.

Over that same 7-month stretch of the simulation, that worked out to about 7 accounts consumed. A 50k evaluation costs roughly $100, so that is roughly $700 of evaluation fees.

The last 7 months, worked outFigure
Gross profit$43,322
Costs (≈5%)≈ −$2,300
Net profit≈ $41,000
Funded accounts consumed (≈7 × ≈$100)≈ −$700
Net after evaluation fees≈ $40,300
Per month≈ $5,800

Seven hundred dollars against forty-one thousand is under 2%. In that stretch it was noise. But state it plainly anyway, because the ratio is only comfortable when the stretch is good: evaluation fees are money you pay in advance, in cash, whether or not the account ever pays you back. In a flat six months you pay them and receive nothing. That is the actual downside of the funded model, and it is described properly in how funded accounts work.

For reference, typical evaluation costs run about $100 for a 50k, $250 for a 100k and $400 for a 250k.

What changes the number

Two levers, and they both move in both directions.

Contracts. Account size caps how many you can trade: a 50k account runs one contract, which is what the backtest models; a 100k allows up to two; a 250k allows up to five. In the model, two contracts roughly doubles the profit line. It also roughly doubles the maximum drawdown, from $4,379 to something closer to $8,800. The pain scales exactly as fast as the profit, which is why starting at the size you tested is not timidity, it is the only way the numbers you looked at still apply to you.

Number of accounts. Running the same system across several of your own funded accounts multiplies whatever the result turns out to be, up or down, and multiplies the evaluation fees and commissions with it. The mechanics are in copying trades across funded accounts.

Run the arithmetic on your own assumptions

Change the account size, the number of contracts and the commission rate, and see what the same backtest looks like on your numbers instead of ours.

What the number does not include

The net figure above accounts for commissions, slippage and evaluation fees. It does not account for the rest of the operating costs, which are small but real and all yours:

So what is the honest answer?

For this system, on this account size, over this period, in simulation: about $2,900 a month on average, net, on a $50,000 account trading one micro contract, with a worst drawdown of $4,379 along the way, a losing majority of trades, and a recent seven-month stretch at roughly double that average which you should not assume continues.

That is a real number with all its qualifiers attached, and it is deliberately less exciting than what you will be shown elsewhere. If somebody quotes you a monthly percentage with no account size, no contract count and no drawdown, they are not being optimistic. They are describing something that does not exist. The wider context for all of it is in what a trading bot actually is.

Frequently asked questions

Are these results from a real account?

No. Every figure on this page comes from a backtest: a simulation of the strategy over historical market data using NinjaTrader 8's Strategy Analyzer. Simulated results are prepared with the benefit of hindsight, involve no financial risk, and cannot fully reproduce real execution, slippage or liquidity conditions. They are published because you can reproduce them yourself, not because they predict anything.

Can I expect $2,900 a month?

No, and you should treat that figure as a description of the past rather than an expectation. It is an average across 88 simulated months that included losing stretches and flat periods, and any individual month can land far above or far below it. Past performance, real or simulated, does not guarantee future results. Plan around the drawdown figure, not the average.

Why publish a gross number at all if the net is what matters?

Because gross is the number you can verify. When you load the strategy into the Strategy Analyzer and run the same period, the report prints $274,406. If we only published the net, you would have no way to tell whether a difference came from our cost assumption or from something wrong. Publishing both, with the assumption stated, lets you substitute your own broker's rate in the calculator.

How many funded accounts do I need?

One is enough to find out whether you can actually live with the system, and starting with one is the sensible move. People run several because a single account caps contract size and because spreading across accounts reduces the chance that one drawdown rule ends everything at once. Each additional account is another evaluation fee paid up front, so scale only after the first one has behaved as expected for a while.

What is the fastest way to lose money with a system like this?

Starting with more contracts than the tested size, and switching the system off during a normal drawdown. The first one multiplies a drawdown you have never experienced; the second ensures you take the losses and miss the recovery. Both are decisions made by the owner, not by the software, and they account for most of the failures we see. Start where the backtest starts, and read getting started before you fund anything.

In short: a profit figure without an account size, a contract count and a period is worthless. The one on this site is $274,406 gross and about $260,700 net over 88 months on a $50,000 account at one micro contract: roughly $35,500 a year, roughly $2,900 a month, about $57 a trade, with a $4,379 worst drawdown and a recent 7-month stretch of $43,322 gross that runs at roughly double the average and should not be extrapolated. All of it is a backtest. All of it is hypothetical. And all of it is reproducible on your own machine, which is the only reason it is worth quoting at all.

Seeing it work beats reading about it

TSOPEN, the automated system sold on this site, takes one trade a day at 8:30 AM ET with the stop and the target placed before it enters, and its backtest can be reproduced in your own NinjaTrader 8. The full report, the drawdown and the losing stretches are all on one page.