Will you pass the prop firm evaluation? Pick your firm, set four numbers, and see your odds from
10,000 simulated attempts under that firm's real rules. Free, and nothing leaves this page.
Your odds
Trades per day
Have a trade history? : drop the export from NinjaTrader, Tradovate, TopstepX, MT5 or your journal.
Your chance of passing shows up here: how long it usually takes, what usually ends a failed attempt,
and what a pass really costs once resets are counted.
Full simulatorDrop your real trade history, edit every rule, simulate funded payouts, rank every firm.
1 · Your strategy
·
Control Center → New → Trade Performance.
Pick your account and the dates, set Display to Trades, click Generate.
Right-click the table → Export, save it, drop the file here.
A backtest: Strategy Analyzer → Trades tab → right-click → Export. The Executions display works too. MAE and MFE come along, which makes the drawdown check sharper.
Open Account Reports (the gear next to your account name, or Reports on the web platform).
Orders tab → pick the dates → download the CSV. The Performance tab's CSV works too.
Drop it here. Tradovate leaves commissions out of these files, so set your cost per trade below.
Open the Trades tab at the bottom of TopstepX (Trades, not Orders).
Set a long enough date range, click Export (bottom right), save the CSV.
Drop it here. Fees in the file are taken out for you.
R | Trader Pro: File → Order History, choose the account and a date.
In Completed Orders, right-click the column headers and make sure Symbol, Buy/Sell, Qty Filled, Avg Fill Price, Update Time and Commission are shown.
Export as CSV. R | Trader saves one day per file: drop all the days here at once.
Open your trades history for the account and dates you want.
Export it to CSV and drop it here. P&L and fees are summed per position.
Strategy Tester → List of trades → the export button, save the CSV or Excel file.
Drop it here. Each trade is counted once, open trades are left out.
Trading by hand through a broker on TradingView? Use your broker's or prop firm's own trade export instead.
MT5: Toolbox → History tab → right-click → Report → HTML (or Open XML).
MT4: Terminal → Account History → right-click → All History, then right-click → Save as Detailed Report.
Drop the file here. Commission and swap are taken out; days follow the broker's server clock, like the firm's.
A backtest: Strategy Tester → Backtest tab → right-click → Report → HTML. FTMO's trading journal CSV works too.
TradeZella, Tradervue, TraderSync, cTrader and most other journals: export your trade log as CSV.
Drop it here. If the columns can't be told apart, you'll be asked to point at the close time and the P&L.
See or edit the trades as read, or type them in yourself
Accepts $1,234.50, ($180.00), -180, dates like 2025-03-04,
2025.03.04 09:31 or 3/4/2025 9:31:00 AM.
Days are drawn in runs of consecutive days from your history, so a losing streak stays a streak (1 = every day drawn
on its own, which breaks streaks up and flatters the result). A day's trades stay together in their real order.
Days the strategy sat out are drawn too, so a strategy that trades one day in five takes five times as long.
Use trades at the size you would trade the evaluation. Under ~60 trading days of history the answer is a guess — the likely range shows how much of one.
Wins and losses are drawn with spread (exponential around your averages). A description is optimistic
by nature — real trades cluster, and it has no worst-point data. Paste real trades when you have them.
Leave at 0 if your P&L already has costs taken out. Costs scale with size on the position-size chart.
2 · Your firm's rules
Pick a firm, a plan and a size to fill sections 2 and 3 with that account's rules, or type your own.
Type the numbers from your firm's current rulebook — firms change them. Drawdown and daily loss are checked at each
trade's worst point when MAE is given, else at its close. Intraday trailing raises the floor at each trade's best point (MFE)
and fails a trade that gives back more than the drawdown from it. MAE and MFE do not say which came first, so the walk
assumes the worst point came before the best one: still a slight ceiling. Trades are walked one after another, so
overlapping positions are not added up. Trading stops the moment the target is reached and every other rule is met.
A trade that runs through the daily loss limit is cut at the limit, as the firm's liquidation would.
A two-step evaluation restarts at account size for phase 2 under the same rules (min days and time limit count per phase);
a breach in either phase fails the attempt, and days to pass add both phases.
Not modelled: contract limits, news and weekend rules — check them against your trades yourself.
3 · Funded account (optional)
Uses the daily-breach rule from section 2, and its drawdown type and floor lock unless you set funded ones. A payout is
requested as soon as every condition holds: N trading days since the last one, the winning days, and the consistency rule. Then
everything above account size + the kept profit is withdrawn (or the % of profit, if set), up to that payout's cap, and a trailing
floor restarts from the new balance, still capped by the lock — or stays fixed at the lock if it locks at the first payout.
Payout is your share after the split. The walk ends at the first breach, after the last allowed payout, or after N trading days.
Not modelled: contract scaling, daily loss limits that grow with profit, news rules.
4 · PropGuard (optional)
PropGuard watches the account and flattens before a line is crossed. Same trades, same draws: the only
difference between the two runs is these lines. Blank = not used.
A line is hit at the trade's worst point when the trades have MAE, otherwise at its close, and the account is flattened
exactly at the line (no slippage). A day's profit is banked at the cap only when MFE says the trade got there; a trade that touched
both lines counts as hitting the loss first. Not modelled here, because a trade list can't show them: size limits, flat-by times and
news windows. Your real fills will differ from the line by slippage.
Every firm on your trades
Runs the strategy in section 1 through every preset that matches the filters, and ranks them. Uses each firm's
own rules and prices; your cost per trade and number of paid attempts come from the form.
2,000 attempts and 1,000 funded walks per preset (the full run above uses 10,000 and 5,000), so close rows can swap on a
re-run with other inputs. Click a row to load that preset into the form. Net per purchase cycle = chance of getting funded within your
paid attempts × the funded account's average payout, minus fees and activation. Rules a preset cannot model are listed in its card;
the most common are contract scaling, news windows and daily loss limits that grow with profit.
5 · What happens
How attempts end
Sample attempts
60 attempts, account balance at each day's close. Hover a line to pick it out.
passedfailed— — profit target · start balance
Chance of having passed by day N
Share of all first attempts that have passed by that trading day.
Trading days to pass
Passed attempts only.
Position size: the dial you control
Every trade (and its cost) scaled by the same factor, 1× = your trades as entered, 3,000 attempts per step.
The firm's rules stay fixed, so size is what trades speed against survival.
First-attempt pass (hover: spend per pass)
Median trading days to pass
Funded account
Your days, as the simulator sees them
Table view
Comparison
Each row is a run you added — change the rules or the trades, run again, add again. Kept in this browser only.