Challenge Pass Rate Simulator

This tool uses Monte Carlo simulation to estimate your probability of passing a prop firm challenge before you spend money on the evaluation fee. Enter your strategy's historical win rate, average winner size (in R), average loser size (in R), and how many trades you typically take per day. Then set the challenge rules to match your target prop firm.

The simulator runs 2,000 independent scenarios. In each scenario, every day's trades are simulated one by one using random outcomes weighted by your win rate. If a simulation hits the daily loss limit or max drawdown before reaching the profit target, it counts as a failure. If it hits the profit target within the challenge period, it counts as a pass. The pass rate is the percentage of simulations that passed.

The fan chart shows the range of possible account balance trajectories. The wide shaded band represents the middle 80% of outcomes — this is where most traders will land. The solid line shows the median trajectory. The green dashed line marks the profit target. If the median line barely touches the target, your strategy has a marginal chance of passing and you should either increase trades per day, improve your R:R ratio, or reduce risk per trade to reduce the chance of early failure.