Trailing-drawdown Monte Carlo · 10,000 simulated evaluations
Will you pass the eval? Your sizing already decided.
Every prop eval is a race between a profit target and a trailing loss floor. Most traders guess their risk per trade. This desk simulates 10,000 of your evaluations with the real mechanics — EOD-trailing drawdown, intraday breach, consistency rules, daily-loss pauses — and shows the one number that moves your odds most: risk per trade.
01 · Pick your seat
02 · Your edge (after costs)
03 · Your risk
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probability you pass within the window
Running the desk…
Account death
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Window timeout
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Median days to pass
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Expected fees / pass
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The sizing curve.
P(pass) across risk-per-trade, same edge. The peak is your optimal size —
everything right of it is donated to the trailing floor.
What the simulation models
- EOD-trailing drawdown: the floor ratchets up with each end-of-day balance and stops at the firm's cap; breach is checked on the running intraday balance, trade by trade.
- Consistency rules where the firm has them (e.g. Topstep: best day ≤ 50% of total profit).
- Daily loss limits where the firm has them — modeled as a day-pause, exactly per the published rules.
- Win/loss sizes are fixed at your stated averages; stops are honored. Fold slippage and commissions into your avg-loss R — be honest, the sim can't catch you lying to it.
How to read it
- Below ~60% with your real stats: the fee is a lottery ticket. Improve the edge or the sizing before paying.
- The curve peak is almost never where traders size. Oversizing is the #1 eval killer — the same edge at 3× risk can double your death rate.
- More trades per day across uncorrelated markets beats bigger size in every configuration we've run.
- Rules change. Presets were verified against published firm docs on 2026-06-10 — always confirm current rules at purchase.