Prop firm challenge calculator
Nobody fails a challenge by missing the target. They fail by drawdown. This tells you how likely that is, and which of the two rules does it.
On your account: target $800 · daily limit $500 · total limit $1,000
Out of every 100 attempts, how many go out on each rule.
On your settings, most failures come from the total loss limit.
Rounded to whole points: the simulation carries about a point of margin.
The curve peaks in the middle: risk too little and you never reach the target in time, risk too much and you blow up first. Your current setting is marked. The steps are not noise: they show up where your risk per trade grows big enough that an ordinary run of losses already breaches the daily limit.
Probability of passing at each risk per trade. 0.25%: 1%; 0.5%: 16%; 0.75%: 33%; 1%: 44% (yours); 1.25%: 51%; 1.5%: 53% (best); 1.75%: 31%; 2%: 35%; 2.25%: 36%; 2.5%: 40%; 2.75%: 34%; 3%: 34%
This is a simulation, not a measurement: there is no market data inside it. It assumes your trades are independent and that your win rate and your ratio never change — markets are not like that, results come in streaks, your positions correlate, and almost nobody trades the same way under pressure. Read it as the arithmetic consequence of your own rules, not as a forecast. Risk is taken on current equity; the daily loss is measured from the balance you start the day with and is checked trade by trade; the trailing limit follows the highest equity reached, which is the strictest reading.
None of this is measured against our own data
Frequently asked questions
1What is a normal probability of passing?
There is no normal figure, because it depends entirely on your rules and on how you trade. The number on its own is not the useful part — how it moves is. Change your risk per trade or the maximum-loss type and you will see what actually governs your result.
2Why do I almost never fail on the time limit?
Because the clock only removes you if you survive long enough to run it out, and at any normal risk per trade the drawdown arrives first. The exception is at the other end: risk too little and you never reach the target in time, and then the clock takes nearly every failure. So the tool does not assert it — it names whichever of the three rules leads for your setup.
3What is the difference between a static and a trailing maximum loss?
A static limit is always measured from the balance you started with. A trailing one follows the highest equity you have reached, so every win raises the floor and leaves you less room. On the same numbers the trailing version is markedly harder — switch it in the selector and compare.
4What equity is the risk per trade taken on?
On your equity at that moment, not on the starting balance. It is the same convention as the rest of our calculators: through a losing streak you stake progressively less, which is what nearly everyone actually does.
5Is there an optimal risk per trade?
Yes, and it is an interior maximum: risk too little and you never reach the target inside the time limit, risk too much and you blow up before you get there. The curve on this page sweeps twelve levels under your own rules and marks the one that passes most often.
6Is any of this measured against real data?
No, and that matters: there is no market data inside it. It is a simulation that assumes independent trades with your win rate and your ratio held constant. Markets do not work that way — results come in streaks, positions correlate, and almost nobody trades the same under pressure. Read it as the arithmetic consequence of your own rules.
