My partner and I tried CQG's backtester last week.
In a word, it's horrendous. We found, amongst other things, that:
1) Such items as 'trailing stops' are 'very difficult to program' (a paraphrase of an actual CQG developer);
2) A colleague of ours who'd been using CQG for years is still baffled by the programming idiosyncracies;
3) CQG staff were decidedly unhelpful. One, in fact, was extremely rude because we had, it appears, interrupted his important work of answering e-mail, silly customers that we were. We were sent packing from the local CQG office like miscreant schoolchildren, which needless to say left us astounded.
Not worth the money you'll pay each month, in my opinion.