Prop Pass Simulator

Runs thousands of simulated evaluation attempts with your strategy's numbers under the account's rules: trailing max loss, daily loss limit, best-day consistency and minimum days. It shows how often you pass, at what size, and how long it takes.

Monte Carlo

Account rules

Preset

Starting balance $ Profit target $ Max loss limit $ Drawdown type

Trailing stops at the starting balance

Daily loss limit $ If daily limit hit Best day max % of profit Min trading days Max contracts allowed Give up after (sessions) Cost per attempt $

Daily loss limit 0 = off. Best-day rule 0 = off. Presets approximate published rules; check your firm's current rules before relying on them.

Instrument & costs

Contract $ per point Tick size (pts) Fees / contract RT $ Slippage / trade (ticks)

Contract, point value and fees here are for Single strategy. In Portfolio, each file sets its own contract and fees. Slippage applies to every trade.

Strategy Example numbers

Win rate % Trades per day Avg win (points) Avg loss (points)

Days with a setup %

Simulation

Contracts from Contracts to

Attempts per size Speed view: within pts

Speed view finds the allocation with the fewest median days among those whose pass rate is within this many points of the best.

Running the first simulation…

Each attempt replays random trading sessions drawn from your strategy's results. With several trade files, trades from every ticker on the same date land in the same session, so days where several tickers win or lose together are kept. Drawdown is checked on closed trades only, so open-trade swings that a firm counts intraday are not modeled. Past results do not guarantee future results. This is a planning tool, not financial advice.