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.

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

Your trading system

Winrate40.0%
Reward : Risk (RR)2.00 : 1

max 20 for Apex Trader Funding

Risk per trade (1R)

≈ 0.50% of account

Coupon

$490
%
$129
%
Pin a scenario to compare deltas

Outcome

Pass probability
8.9%31.1% bust · 11.3% timeout
Clean pass
8.9%50.0% single-day cap
Avg days to pass
29.5 dmin 0 required
Total cost (avg)
$619P90 budget $619
First payout
day 795d min · $2.6K buffer
Monthly net (est)
-$201payout $98 avg

Trading edge

Max losing streak
6 / 9P50 / P95
Risk of ruin
31.1%bust before passing
Risk of 5+ losses
87.4%10+: rare
ROI on cost
-84.2%net -$521 / cost
Trades per pass
30when you pass
Max drawdown
$2.3KP50 $2.3K

Strategy Analysis

Returns Breakdown

Annualized ROI-4.82% / yr-0.40%/mo · -0.10%/wk · 0.056%/trade
Avg trade size+$500 / −$2502.00:1 reward-to-risk
Trades per pass30 trades12W · 18L · 40.0% WR
Sum R per pass+3.4R+2.00R win · −1.00R loss
Drawdown %4.50% avgP95 4.50% worst
Balance range$47.8K – $56Kacross 2,000 trials

Risk-Adjusted Returns

Profit factor1.32marginal
Sharpe (ann.)2.64excellent
Sortino (ann.)7.49excellent
Calmar-1.07poor
Recovery factor-0.23net < max DD
Omega ratio5.72strong
Gain-to-pain5.72strong
Ulcer index1.7low DD pain

Edge

Expectancy

Per trade (R)+0.11R
Per trade ($)$28
Break-even WR33.3%
Edge margin+6.7pp

Edge confidence

Trades / eval (P50)30
Z-score0.77 (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%$2.3Kloss in 1-of-20 trials
CVaR 95% (ES)$2.3Kavg loss in worst 5%
VaR 99%$2.3Kloss in 1-of-100 trials
CVaR 99% (ES)$2.3Kavg loss in worst 1%
Tail ratio2.00upside / downside tail

Loss probability

Lose 10% of capital
$5K
0.0%
2.3%
Lose 25% of capital
$12.5K
0.0%
0.0%
Lose 50% of capital
$25K
0.0%
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Multi-firm portfolio

FirmPlanAccountsCouponActions
20 / 20
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Final balance distribution
P5
$47.8K
P25
$49.8K
P50
$52K
P75
$53.8K
P95
$54.5K
Days to pass distribution
P5
9.0 d
P25
18.0 d
P50
27.0 d
P75
39.0 d
P95
54.0 d

Days to pass distribution

1153 passing trials only

Drawdown Duration & Recovery

Time underwater77.6%avg % of days below peak
DD episodes / path7.0350 total across 50 paths
Avg DD duration5.5 dmax 44.0 d
Avg DD depth1.8%mean peak-to-trough
Avg recovery time2.5 dfrom trough to new peak
V-shape episodes3.0%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

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
8
consecutive losses before bust
P95 worst streak
9
from simulation
3 in a row
99.8%
$750
Yes
4 in a row
97.0%
$1,000
Yes
5 in a row
86.8%
$1,250
Yes
6 in a row
68.9%
$1,500
Yes
7 in a row
48.9%
$1,750
Yes
8 in a row(bust limit)
32.0%
$2,000
Yes
10 in a row
11.9%
$2,000
Bust

To survive your P95 worst streak (9 losses), max safe risk is $222 (0.44% 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 →1:11.5:12:12.5:13:13.5:14:1
30%
35%
40%
45%
50%
55%
60%

Monthly net sensitivity

red = losing $, green = profit
↓ Winrate / RR →1:11.5:12:12.5:13:13.5:14:1
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

Multi-account strategy lab

LabelRisk $WR %RRTr/dayAcctsModeGroupsDay-stopActions
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Risk-scale: simulating…
Frequency-scale: simulating…
Group-split: simulating…