NinjaTrader Trading Journal: Import Your Futures Trades and Analyse Every Session

How to export your NinjaTrader trades

Which export you use depends on how your NinjaTrader account is connected. This is the most important thing to get right, so check it before you export.

If your account runs through Tradovate (preferred)

If your NinjaTrader connection uses a Tradovate account, export from Tradovate. These are the steps from the Tessera help centre, as of November 2026.

1. Open the Tradovate account behind your NinjaTrader connection (in Tradovate's desktop or web platform).
2. Go to Accounts, select the account and open its settings (the gear icon).
3. Open the Orders tab, set the date range and refresh the list.
4. Click Download Report to save it as CSV.
5. Optionally, export Cash History for the same period so fees can be attached to each fill.

The file should contain columns such as Account, Contract, B/S, Fill Time and Status. That is the shape Tessera's NinjaTrader import expects.

If you only have a Trade Performance export

Many traders export from NinjaTrader 8's Control Center: New, then Trade Performance, pick the account and dates, display Executions, click Generate, then right-click the grid and export it. Tessera's NinjaTrader import will most likely reject this file, because it is a different layout from the Tradovate Orders report.

Use Custom CSV import for it instead. Choose the "one row per fill" mode, map the columns (instrument, time, side, quantity and price), set the timezone and preview before importing. Save the mapping as a template and the next file takes seconds.

Import the file into Tessera

1. Choose NinjaTrader, then CSV import.
2. Set the timezone (an IANA name such as America/New_York) to match the Fill Time column. That is usually your computer's local time.
3. Upload the Orders CSV and, if you have it, attach Cash History.
4. Import.

What Tessera reads from the file

• Filled orders only. Cancelled and rejected rows are skipped.
• Account codes from the Account column.
• Contract, side, price, quantity and Fill Time, paired into round trips first in, first out, per account and contract.
• Fees from Cash History, if you attach it: exchange, clearing, NFA and commission.
• Asset class: always futures.

What you can analyse

• Core statistics: win rate, expectancy, profit factor, average win and loss, and drawdown, for the whole account or a filtered slice.
• Futures sessions. P&L by session and hour. For an ES or NQ strategy that runs nearly around the clock, this is where you find out whether the Asian session, the London morning or the first hour of the cash open is carrying the results.
• Weekday and time of day. Whether Monday opens or Friday afternoons cost you, with the number of trades behind each figure so you can tell a pattern from noise.
• Volatility and market regime. Trades grouped by the conditions at entry, using historical candles for the contract.
• MAE and MFE. How far each trade went against you and in your favour, where candle data covers the period, to set stops and targets from your own trades rather than round numbers.
• Rule simulator. Replay the trades you took with a session filter or a different exit on real candles and compare the result before you edit the NinjaScript.

If your strategy trades a funded account, see our guide to prop firms that allow algo trading and check your weekday results against the firm's daily loss rule.

Limitations

• The NinjaTrader import expects the Tradovate Orders layout. A native NinjaTrader 8 Executions export needs Custom CSV.
• File import only. There is no NinjaTrader auto-sync.
• Futures only on this import.
• Trading P&L only. Portfolio growth shows cumulative trading P&L, not a balance curve with deposits and withdrawals.
• Policies export as Pine Script, not NinjaScript. If you run the strategy in NinjaTrader, you apply a tested rule to your NinjaScript yourself.
• Plan. The Free plan imports the last 30 days of trades for one broker account into the trade log. Full history, statistics, reports and the simulator need a paid plan, from $39 a month. The free Entry Analysis report needs no paid plan.

Switching from TradeZella, TraderSync or Edgewonk

Some journals accept the NinjaTrader Trade Performance Executions file directly. Tessera's dedicated NinjaTrader import does not, so if that is the file you have been using, either switch to the Tradovate Orders report or set up a Custom CSV template once.

After that, the difference is the analysis. Tessera focuses on where a systematic strategy makes and loses money by market condition, and lets you test a filter on the trades you already took. Read the full comparisons: TradeZella alternative, TraderSync alternative and Edgewonk alternative.