Automated backrest

Hi, I’m looking to build an automated backtest for an ORB breakout strategy on NQ using 1-second data.
Every trading day the opening range is built from 09:25:00 to 09:29:49 (New York time).
At 09:29:50 two stop orders are placed:
buy stop at OR high + offset points
sell stop at OR low − offset points.
Whichever triggers first becomes the trade and the other order is cancelled.
The trade is managed with stop loss, take profit, optional break-even logic, and a hard time exit if still open.
The goal is to validate results against my January export data first, and then scale the backtest to multiple months/years.
I need this backtest to be fully parameterized so I can easily test different variations without changing the code.
Parameters I need to control: • OR window length (1–10 minutes before open)
• Entry offset from range (1–10 points)
• Stop loss and take profit (points)
• Number of contracts
• Break-even rule (on/off + trigger in points)
• Partial take profit (on/off + level and size %)
• Order placement time and forced exit time
Outputs required: • win rate
• average PnL per trade
• max drawdown
• number of trades
• daily trade log export (CSV or Excel)
• summary results per parameter set
Can you build something like this?
What platform would you recommend using (Python, NinjaTrader, Quantower, etc.) and why?
And do you have experience with futures backtesting using tick or 1-second data? If you don't have answer to the question don't bid