Challenge simulator: what the rules do to a strategy
The simulator replays your strategy trade by trade under the rules you enter, then counts how the evaluations end. It separates failures caused by the drawdown from those caused by the daily loss limit, which answers the only question worth asking before buying: is it the strategy that fails, or the loss floor that cuts it off before it has time to work?
Updated 15 September 2026Result
Your expected value per trade is positive: the failures shown come from the loss thresholds, not from the strategy.
5,000 evaluations drawn, deterministic sampling
These calculations project the values you enter. They do not predict your performance and are not investment advice.
What the simulator draws
Each draw replays a whole evaluation, trade after trade. A winning trade returns the reward multiple you entered, a losing trade costs one unit of risk, at the frequency you give. After every trade three checks run in the order a prop firm applies them: has the balance dropped below the total loss floor, does the day's loss exceed the daily limit, has the target been reached with the minimum number of sessions already served. The draw stops at the first of those events, and the page counts the outcomes across thousands of evaluations.
Why the drawdown type changes everything
A static floor is computed once from the starting balance. A trailing floor rises with your gains: every new high moves the elimination threshold closer to where you stand. The difference is not cosmetic. With exactly the same trades, an account that climbs and then gives back survives the first and dies under the second, because the pullback is measured from the peak rather than from the start. The intraday variant is the harshest of all: the peak updates trade by trade rather than at the close, so an unrealised gain you never banked is enough to lift your floor.
Reading the breakdown
The four outcomes are read together, not separately. A low pass rate with many daily loss failures points to risk per trade that is too large for the daily cap, not to a bad strategy: cutting position size often turns the result around. Many drawdown failures alongside a positive expected value per trade points to an account too small for the volatility of your approach. Many unresolved cases point to a target out of reach in the time allowed, which is fixed by changing programme rather than by trading more.
The limits of the model
The model assumes constant risk and a constant ratio: no averaging down, no doubling after a loss, no session without a trade. It ignores slippage, commissions and opening gaps, all of which work against you. And it treats every trade as independent of the last, whereas a losing streak rarely arrives by chance on a market that has changed regime. The figures shown are therefore a ceiling on what your strategy would achieve, never a forecast.
Frequently asked questions
Why does the result stay the same when I run it again?
The sampling is deterministic: the same inputs always produce the same sequence of simulated trades. That is deliberate, so a figure quoted from this page can be checked by somebody else.
What risk per trade should I enter?
The one you actually take, not the one you set for yourself. Half a per cent of the account per trade is already aggressive when the daily loss limit is two per cent: three losing trades in a session and the day is over.
Does the simulator say whether a prop firm is honest?
No. It shows what a set of rules does to a strategy, nothing more. A firm's reliability is judged on its payout proofs and its history, which the records track separately.
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