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Free tool · trading-tournaments.com
Enter your trading edge. Watch a 5,000-run Monte Carlo simulation estimate your probability of surviving FTMO, FundedNext, Topstep, Apex, and the rest against their actual rule sets.
The industry benchmark. Longest documented payout history.
Structural note: Absolute max loss (not trailing). Weekend hold + news trading allowed on standard program.
What % of your trades close in profit.
If a losing trade risks 1R, how many R does an average winner make?
% of account you lose on a losing trade. Aggressive traders use 1-2%; conservative 0.25-0.5%.
Average setups you take per session. Affects speed to target + daily-loss variance.
Compound success rate across all 2 phases based on 5,000 Monte Carlo simulations of your trading edge running through the actual rule set. Median time-to-funded when you do pass: 13 trading days.
Median days to pass when successful: 9
Median days to pass when successful: 4
How to read this
Each simulation run models one trader attempting one prop-firm evaluation. On every simulated trade, the outcome is drawn against your win rate: a winner gains risk % × R of the account, a loser loses risk %. The simulator advances trade by trade, day by day, checking the firm's ceilings after each fill: daily loss, absolute max drawdown, and end-of-day profit target. The run terminates the moment one condition triggers.
5,000 runs per parameter set is enough to give a stable pass-rate estimate to within roughly ±1 percentage point. Re-running the simulation on the same inputs will move the number by at most that much; if you see larger swings between runs, your edge is genuinely marginal and the outcome is highly sensitive to variance.
Most traders overestimate their pass probability because they think in expected value terms rather than path-dependent terms. A positive-expectancy edge doesn't help you if a daily-loss rule cuts you off before variance has time to smooth out. The single biggest destroyer of pass probability is risk per trade: at 1% risk per trade with a modest edge you might have a 30% pass rate; at 2% risk on the same edge, you might have a 12% pass rate. The arithmetic is fine but the daily-loss variance kills you before you get to realize the arithmetic.
Consistency-rule firms (The 5%ers, some FTMO variants) add a second failure mode the simulator doesn't model: a great day can retroactively fail you if it's disproportionately large versus the rest of your P&L. When a firm has this rule, treat the pass rate here as an upper bound.
Educational tool. Not investment advice. Prop firm challenges have real financial costs; verify current firm terms before committing capital.