Prop Firm Survival Simulator: Monte Carlo Odds

Prop Firm Survival Simulator: Monte Carlo Odds
TRAILING STOP LOSS ← All Tools

Prop Firm Survival Simulator

Passing an evaluation once tells you almost nothing — variance does. This runs 10,000 randomized account lifetimes against a firm’s real rules using your edge, and reports the only numbers that matter: how often you get funded, how often you actually reach a payout, and how often you blow up first.

Your edge

Firm rules — pick a preset, then adjust to match your exact account

0 = none
best day ≤ % of total · 0 = none
funded buffer to withdraw

How to read this

Each simulated account trades your edge — win rate, average win and loss in R, and trades per day — one trade at a time, with wins and losses landing in random order. It checks the firm’s drawdown and daily-loss limits on every trade, and the profit target, minimum days, and consistency rule at the end of each day. Pass the evaluation and it resets to a funded account and races toward your first payout against the same rules. Do that 10,000 times and the percentages stop being luck.

The lesson most traders find here is uncomfortable: a positive but thin edge that feels fine over 20 trades gets shredded by a trailing drawdown over hundreds. If your true cost of repeated evaluations is higher than your expected payout, the math says don’t play — and this tool shows you that before the firm does.

What this does and doesn’t model. It assumes your edge is stable and trades are independent — real trading has streaks, tilt, and edges that decay, so treat these as best-case odds for a disciplined trader. Wins and losses use your average R (no size variance in v1). Firm presets are round, commonly-cited 2026 values and are fully editable — rules change constantly, so confirm yours against the firm before trusting the output. This is a model, not a promise.

FAQ

My edge is positive — why do I still blow up so often?
Trailing drawdown. A positive expectancy means you win on average, but a bad run early — before you’ve built a buffer — hits the floor and ends the account regardless of how the average would have looked over 1,000 trades. Order matters as much as edge.
What win rate do I actually need?
There’s no single number — it depends on your R:R, trades per day, and the firm’s drawdown. That’s the point of simulating instead of guessing. Try nudging win rate up and down 5% and watch the funded probability swing.
Why are the preset numbers editable?
Because prop firm rules change often and vary by account tier. The presets get you in the ballpark; you should set the exact drawdown, target, and consistency for your specific account from the firm’s current rulebook before relying on the result.

Educational Monte Carlo model. Outputs are probabilistic estimates based on inputs you provide, not predictions or financial advice. Firm rules are approximate and editable — verify against the firm. Trading carries substantial risk of loss.