Your edge and the firm's rules become a simulated pass rate, the pass rate and the deal become an expected value, and the rules become your size ceiling. One flow, saved per scenario, stored in this browser only.
Seven inputs go in and a seeded simulation comes back, one pass rate and one bust rate.
Pass rate
97.8%
Busts
2.2%
2000 simulated challenges, seeded from these inputs, so the same numbers always give the same answer. A passing run takes 11 trading days at the median. The model and its limits are stated on the pass probability page.
The pass rate from step one meets the fee, the account size and the split, and becomes a single expected value.
EV per attempt
$6248.20
Breakeven pass
7.2%
The simulated pass rate from step 1 flows in automatically. A pass pays $6900.00 first, the refunded fee included.
Whether the attempt is worth taking, and the largest position the firm's own limits still allow.
This attempt is
positive EV
Size ceiling
25.00 lots
Ceiling set by the daily loss limit; one stop-out at that size uses the whole allowance, so trade below it.
Scenarios live in this browser only.
Everything on this page runs in your browser over the numbers you type; scenarios are stored here and nowhere else. The simulation's assumptions and limits are stated on the pass probability calculator's page. Planning arithmetic under your own assumptions, not advice.
This tool provides an indicative comparison of spreads and estimated execution costs based on periodic snapshots from connected data feeds and normalized trade assumptions. Displayed values are not tradable quotes and may differ from prices available on any provider's live accounts. Spreads vary by account type, server, liquidity conditions, and time of day. Competitor names and marks belong to their respective owners; no affiliation or endorsement is implied. The "Average Prop Firm" benchmark is a computed composite of sampled competitor feeds, not the published pricing of any specific firm. Cost estimates use a normalized trade scenario and do not constitute financial advice or a prediction of trading results.