propability

Worked examples, straight from the engine

Three illustrative parameter sets, each run through 3,000 simulated attempts of the real rules. Not real people, not predictions — just the kind of picture members get before paying a fee.

The careful forex swing trader vs FTMO Phase 1

Two trades a day, honest 45% win rate with 2R winners, risking 0.7% per trade. A positive-expectancy trader — the question the simulation answers is how often variance still ends the attempt before the target arrives.

Simulated pass probability99.3%3,000 paths
Most common failuredrawdown limit0.6% of attempts
Median days to pass18fail median: day 15

Rules: FTMO2-Step Challenge — Phase 1 (as of 070726, unverified) · trader: 45% win, 2R/1R, 0.7% risk, 2/day

The active futures scalper vs the Apex trailing drawdown

High frequency, thin edge, streaky, fat-tailed outcome sizes — and a 3% intraday trailing threshold that follows every new equity high. This pairing is exactly where trailing mechanics surprise people.

Simulated pass probability28.4%3,000 paths
Most common failuredrawdown limit71.6% of attempts
Median days to pass7fail median: day 2

Rules: Apex Trader FundingEvaluation — 100K (futures) (as of 070726, unverified) · trader: 52% win, 1.1R/1R, 0.8% risk, 8/day

The aggressive sizer vs the same FTMO rules

The same statistics that pass comfortably at modest size, risked at 3% per trade. The distribution shows what the daily-loss rule does to attempts sized like this — descriptively, day by day.

Simulated pass probability24.9%3,000 paths
Most common failuredaily loss limit74.1% of attempts
Median days to pass4fail median: day 2

Rules: FTMO2-Step Challenge — Phase 1 (as of 070726, unverified) · trader: 48% win, 1.6R/1R, 3.0% risk, 4/day

Run your own numbers free Compare the rulebooks

Educational simulation of user-entered parameters — not investment advice. Outcomes are descriptive probabilities of the scenario you defined, not predictions.