Backtest · DAX 40
Backtest DAX (GER40) — Candle by Candle, Free
The DAX is Europe's index with a personality: a sharp cash open at 09:00 Frankfurt, a second wave when London is fully in, and a third when New York arrives and drags it around. Three distinct behaviours in one session — which is why a DAX backtest that ignores time of day is measuring three different markets at once and averaging them into nothing.
Why the DAX needs session-aware backtesting
Most index traders learn the US indices first and then apply the same rules to the DAX, where they underperform for a reason that has nothing to do with the rules: the DAX has two opens that matter and a third-party open that moves it. Frankfurt sets the initial range, London deepens it, and the 14:30 CET US data window regularly rewrites the whole day.
Backtest it with session boxes on and log which window each setup formed in. The split almost always shows one window carrying the strategy and another quietly bleeding it — and that is a change you can make on Monday.
What DAX price action looks like up close
It is a concentrated index — far fewer constituents than the S&P — so single large-cap moves show up in the index more visibly. It trends hard when it trends and reverses with less warning than the Nasdaq, and its intraday ranges relative to typical stop sizes make position sizing unusually consequential. Work every logged trade through the position size calculator rather than assuming a NAS100-sized stop transfers.
It also respects the previous day's range and the daily open to a degree worth measuring rather than assuming — switch on key levels and count it for yourself over a couple of hundred touches.
How to backtest the DAX in CRTLAB
Open GER40, drop into real FDAX history and step forward one candle at a time. You only ever see what you would have seen live, so hindsight cannot creep in. Mark the entry, stop and target your rules dictate, log the outcome, and after a hundred setups you have a win rate rather than a feeling.
The free tier covers the most recent two weeks — enough for real screen time on the open. Pro opens the full history, which for an index this regime-dependent is where a strategy either proves itself or stops being interesting.
Frequently asked questions
Can I backtest the DAX for free?
Yes — GER40 is on the free tier with the most recent two weeks of real data, no card and no account needed. Pro unlocks the full history.
Is this DAX cash or DAX futures?
Futures — FDAX. That's what gives you a continuous, exchange-traded session rather than a synthetic broker feed, and it's the same data professional DAX traders watch.
What's the best time of day to backtest on the DAX?
Test all three and split the log: the 09:00 Frankfurt open, the London overlap, and the 14:30 CET US window. They behave differently enough that one strategy can be profitable in one and negative in another.
How does the DAX compare to NAS100 for backtesting?
Both are fast, but the DAX has more distinct session phases and fewer constituents, so it turns with less warning. Running your identical rule set on both — CRTLAB carries the same engine on each — is the quickest way to see which one your method suits.
Backtest the DAX free — no card needed
Replay GER40 candle by candle on real futures data. One click and the chart is open.
Open the chart →