Prop Firm Pass Probability & Monte Carlo Simulator
Calculate your mathematical probability of passing Phase 1 and Phase 2 evaluations. Simulates 1,000 randomized trading sequences based on your strategy win rate, risk-reward ratio, and risk per trade to identify drawdown risks before paying challenge fees.
Strategy & Rule Parameters
Funded Pass Probability
🟢 Strong Edge: High probability of reaching funded account.
Monte Carlo Pass Odds Across Common Trading Profiles (2-Step Standard)
| Trading Style | Win Rate (%) | Risk : Reward | Risk / Trade | Pass Both Odds | Breach / Ruin Odds | Strategy Status |
|---|---|---|---|---|---|---|
| Discipline Swing | 48% | 1:2.0 | 1.0% | 72.4% | 22.8% | 🟢 Optimal Edge |
| Conservative Scalp | 60% | 1:1.0 | 0.5% | 78.1% | 12.5% | 🟢 High Precision |
| High R:R Sniper | 35% | 1:3.0 | 0.75% | 66.2% | 27.4% | 🟡 High Variance |
| Overleveraged Intraday | 45% | 1:1.5 | 2.5% | 21.0% | 78.5% | 🔴 Critical Ruin |
The Illusion of Win Rate in Prop Evaluations
Many traders believe an 80% win rate is required to pass prop firm challenges. In reality, a trader with a 40% win rate and a 1:2.5 risk-to-reward ratio has a higher pass probability than a 70% win-rate scalper who takes 1:0.5 trades. With inverted R:R, a single bad trade wipes out multiple winners, triggering trailing drawdown breaches.
How Operators Use Probability to Maintain Solvency
For proprietary trading firm founders, understanding Monte Carlo pass rates allows you to accurately structure evaluation challenge rules. By aligning Phase 1 (8-10%) and Phase 2 (5%) targets with a 5% daily loss limit, only mathematically sound traders reach funded accounts, keeping payout reserves predictable and eliminating run-on-firm insolvency.