Your real odds of passing a futures prop-firm eval — before you pay for it.
10,000 simulated evaluations against the firm's actual drawdown rules.
Your numbers
Custom rules
Your strategy
No idea? Pull these from your journal or backtest. If you're guessing, the output is a guess too.
Runs entirely in your browser. Nothing is uploaded, no account needed.
Results
Pass probability
—
Bust probability
—
hit the trailing floor
Ran out of time
—
Median days to pass
—
trading days, when you do pass
Expected attempts
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before one passes
Expected cost to pass
—
attempts × fee
Position size at this risk
MNQ contracts
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NQ contracts
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Pass rate vs risk per trade
Same strategy, different bet size. This is the curve most traders never look at — oversizing is how most evals die.
One simulated attempt
A single random run from the 10,000 — equity vs the trailing floor chasing it.
EquityTrailing floorTarget
Methodology & honest limitations
Each trade is an independent coin flip at your win rate: winner = +(avg R × risk), loser = −risk. 10,000 full evaluations are simulated against the selected firm's trailing-drawdown, daily-loss and time rules.
Intraday trailing floors are updated per closed trade. Real intraday trails also move on unrealized peaks mid-trade, so true intraday risk is slightly worse than shown.
Commissions, slippage, losing-streak correlation and news-day fat tails are not modeled. Real results will be somewhat worse than simulated. Treat the output as an upper bound.
Rule presets last verified 2026-07-11. Firms change rules constantly — always confirm against the firm's official rules page.
Rough reading: ≥65% pass probability is solid, 50–65% is a coin flip across attempts, <50% means fix the risk or the strategy before paying anyone.
The math is the easy part. Sizing right keeps you alive, but it doesn't give you an edge. The entries have to come from somewhere. That's the free Auction Market Playbook: two setups, ready to load into Tradezella.