Futures Prop Firm Calculator

Pick a firm, plan, and account size. Tune your winrate, RR, and trade frequency. The simulator runs a Monte Carlo against each firm's real drawdown, daily-loss, and consistency rules to estimate pass odds, costs, and payouts.

Firm

Plan & account size

PT:DD1.50×DrawdownEOD trailingPayout100%Consistency50% ruleDaily loss$1,000–$3,000 (scales)

Your trading system

Winrate40.0%

Reward : Risk (RR)2.00 : 1

Trades per day

Commission ($/trade)

Max reset attempts

Copy-traded accounts

max 20 for Apex Trader Funding

Risk per trade (1R)

≈ 0.50% of account

Instrument (contract-limit enforcement)

Coupon

Eval fee discount$550

Activation fee discount$139

Monthly subscription discountno monthly subscription

Reset fee discount$550

Pin a scenario to compare deltas

Outcome

Pass probability

10.7%18.5% bust · 62.4% timeout

Reached funded

19.1%8.5% busted after funding

Avg days to pass

15.7 dmin 0 required

Total cost (avg)

$577P90 budget $689

First payout

day 525d min · $2.6K buffer

Monthly net (est)

-$214payout $247 avg

Trading edge

Max losing streak

5 / 8P50 / P95

Risk of ruin

18.5%bust before passing

Risk of 5+ losses

64.2%10+: rare

ROI on cost

-57.3%net -$330 / cost

Trades per pass

16when you pass

Max drawdown

$2.5KP50 $1.5K

Strategy Analysis

Returns Breakdown

Annualized ROI-5.13% / yr-0.43%/mo · -0.10%/wk · 0.095%/trade

Avg trade size+$500 / −$2502.00:1 reward-to-risk

Trades per pass16 trades6W · 10L · 40.0% WR

Sum R per pass+3.0R+2.00R win · −1.00R loss

Drawdown %3.00% avgP95 5.00% worst

Balance range$48K – $54.5Kacross 2,000 trials

Risk-Adjusted Returns

Profit factor1.31marginal

Sharpe (ann.)1.18good

Sortino (ann.)2.21excellent

Calmar-1.71poor

Recovery factor-0.22net < max DD

Omega ratio2.28strong

Gain-to-pain2.28strong

Ulcer index2.7low DD pain

Edge

Expectancy

Per trade (R)+0.19R

Per trade ($)$47

Break-even WR33.3%

Edge margin+6.7pp

Edge confidence

Trades / eval (P50)16

Z-score0.56 (weak)

Min trades (95% CI)136

Kelly sizing

Full Kelly10.0%

Half Kelly (rec.)5.0%

Current risk0.5%

Kelly index0.05× (under-betting)

Tail Risk

VaR 95%$2Kloss in 1-of-20 trials

CVaR 95% (ES)$2Kavg loss in worst 5%

VaR 99%$2Kloss in 1-of-100 trials

CVaR 99% (ES)$2Kavg loss in worst 1%

Tail ratio1.13upside / downside tail

Loss probability


Lose 10% of capital	$5K	0.0%	0.0%
Lose 25% of capital	$12.5K	0.0%	0.0%
Lose 50% of capital	$25K	0.0%	—

Multi-firm portfolio

Firm	Plan	Accounts	Coupon	Sizing						Actions
		20 / 20			—	—	—	—	—

Final balance distribution

$48K

P25

$49.3K

P50

$50.8K

P75

$51.5K

P95

$52.3K

Days to pass distribution

8.0 d

P25

12.0 d

P50

15.0 d

P75

20.0 d

P95

21.0 d

Days to pass distribution

383 passing trials only

Drawdown Duration & Recovery

Time underwater70.0%avg % of days below peak

DD episodes / path4.6232 total across 50 paths

Avg DD duration4.2 dmax 60.0 d

Avg DD depth1.6%mean peak-to-trough

Avg recovery time1.9 dfrom trough to new peak

V-shape episodes0.5%fast recovery (< 40% of dur.)

Recovery tax (loss needs more gain to break even)


−5%	needs +5.3%	5.3% gain required
−10%	needs +11.1%	11.1% gain required
−15%	needs +17.6%	17.6% gain required
−20%	needs +25.0%	25.0% gain required
−25%	needs +33.3%	33.3% gain required
−33%	needs +49.3%	49.3% gain required

Cash Flow Over Time

Accounts (max 10)

Trials

computing…

Median final net$0through 1 year

P10 final net$010th percentile outcome

P90 final net$090th percentile outcome

Median break-even—month net turns positive

P(ever break-even)0.0%within the horizon

ROI on spend0.0%median final net ÷ median spend

Computing cash flow…

Streak & Drawdown Resilience

Loss tolerance

consecutive losses before bust

P95 worst streak

from simulation

Buffer

safe margin


3 in a row	95.1%	$750	Yes
4 in a row	81.5%	$1,000	Yes
5 in a row	60.7%	$1,250	Yes
6 in a row	40.1%	$1,500	Yes
7 in a row	24.4%	$1,750	Yes
8 in a row(bust limit)	14.0%	$2,000	Yes
10 in a row	4.1%	$2,000	Bust

To survive your P95 worst streak (8 losses), max safe risk is $250 (0.50% of account).

Rule stress test

No data yet

Adjust your inputs to see how your edge holds up against tighter rules.

Optimal risk sweep

best monthly net at 0.00%


No data yet Adjust your inputs to see the optimal risk distribution.

Pass% sensitivity

red = unlikely, green = robust

↓ Winrate / RR →	1:1	1.5:1	2:1	2.5:1	3:1	3.5:1	4:1
30%
35%
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55%
60%

Monthly net sensitivity

red = losing $, green = profit

↓ Winrate / RR →	1:1	1.5:1	2:1	2.5:1	3:1	3.5:1	4:1
30%
35%
40%
45%
50%
55%
60%

Plans within Apex Trader Funding

0 plans


No plans

Firm comparison at your inputs

closest plan to $50K


No matching plans

Ladder Lab

Min rungMax rungStepRungsSims per ladder

Instrument

Day stop rule

Unaffordable rung

Multi-account strategy lab


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Risk-scale: simulating…

Frequency-scale: simulating…

Group-split: simulating…


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