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Prop Firm Challenge Calculator

Run a 10,000-iteration Monte Carlo simulation against your real strategy stats and a firm's actual rules — find your pass probability, recommended risk, and risk of ruin in seconds.

Your Strategy Inputs

Win Rate55%
Percentage of trades that close in profit.
Risk : Reward1.5R
Average winning trade ÷ average losing trade.
Risk Per Trade1.0%
Percent of account balance risked on each trade.
Trades / Day3
Average number of trades you take per trading day.

Challenge Rules Firm

Account Size$100,000
Profit Target10%
Max Total Drawdown10%
Max Daily Drawdown5%

Results Live preview

Estimated pass probability

Adjust the sliders, then run the full 10,000-iteration simulation for an accurate estimate based on your exact rules.

Recommended risk per trade0.5%
Risk of ruin (breach total DD)
Expectancy
per trade (R)
Profit Factor
Avg. Trades to Target
— trading days
5-Loss Streak Probability
five losses in a row
10-Loss Capital Remaining
of starting balance
Avg. Monthly Return
at current trade pace
How this works: Expectancy = (Win Rate × Avg Win) − (Loss Rate × Avg Loss). Profit Factor classifications: <1.0 Bad · 1.0–1.49 Normal · 1.5–1.99 Good · 2.0–2.99 Very Good · 3.0+ Excellent. The live preview uses a fast approximation; "Run Simulation" executes 10,000 independent randomized trade sequences against your exact drawdown and profit target rules.

Want this connected to your real trades?

TradeNhance auto-fills these numbers from your synced MT4/MT5/cTrader trades and tracks your live drawdown room every day.

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What is a prop firm challenge calculator?

A prop firm challenge calculator estimates your probability of passing a proprietary trading firm's evaluation — based on your win rate, risk-to-reward ratio, position sizing, and the firm's specific rules for profit targets and drawdown limits. Rather than guessing whether your strategy is "good enough" to pass an FTMO, Apex, or Topstep challenge, you can simulate thousands of possible outcomes and see the real numbers.

How does the Monte Carlo simulation work?

Each simulated "run" generates a sequence of randomized trade outcomes using your win rate and risk:reward ratio as probabilities — the same way a coin flip with a 55% bias produces a realistic mix of streaks and drawdowns over hundreds of flips. Running this 10,000 times produces a distribution of outcomes: some runs pass quickly, some breach the drawdown limit early, and some run out of time. The percentage that pass without breaching any rule is your estimated pass probability.

This is meaningfully more accurate than simple "expected value" math, because it captures the effect of variance — two strategies with identical expectancy can have very different pass rates depending on how their wins and losses are distributed.

Why does risk per trade matter so much?

Risk per trade is the single biggest lever you control. Risking too much increases your pass probability in the short run but dramatically increases your risk of ruin — the probability that a losing streak breaches the firm's drawdown limit before you hit the profit target. Risking too little means you may run out of time if the firm enforces a minimum number of trading days. The "recommended risk" figure above is calculated from your profit factor: strategies with a profit factor below 1.2 should risk no more than 0.25% per trade, while strategies above 2.0 can reasonably risk up to 1.0%, adjusted by a quarter-Kelly cap.

Which prop firms are included?

The calculator includes preset rules for 39+ firms across forex/CFD and futures, including FTMO, FTMO Swing, Funding Pips, FundedNext, The5ers, MyFundedFX, Alpha Capital, FXIFY, E8 Markets, Blue Guardian, Goat Funded Trader, Topstep, Apex Trader Funding, MyFundedFutures, Tradeify, Bulenox, TakeProfit Trader, and Earn2Trade. Rules change periodically — always confirm current limits on the firm's website before starting a challenge.

Track this against your real trades

This calculator works from numbers you enter manually. If you'd rather have your win rate, risk:reward, and trade pace calculated automatically from your actual MT4, MT5, cTrader, Tradovate, or NinjaTrader trade history — and see your live drawdown room update after every trade — TradeNhance's free plan does that out of the box.