Futures prop firms

Monte Carlo of a firm and plan against its real drawdown, daily-loss and consistency rules: pass odds, costs, payouts and charts.

Simulates the live stage for plans with a modeled live account, and says so where the model is only a firm-level approximation.

Strategy edge with Kelly sizing, tail risk, drawdown duration, loss-streak resilience and a stress test of the plan rules.

Risk-per-trade sweep from 0.25% to 5% and a winrate by reward-to-risk heatmap of pass odds, funded survival and monthly net.

Contracts for a dollar risk at a stop, the leftover dollars, the stop that lands the risk exactly and the plan contract cap.

Every plan of the selected firm and every firm at your account size, simulated on your inputs and ranked by expected monthly net.

Browse the modeled rules of every plan: drawdown, daily loss limit, consistency, payout structure and fees.

Cash flow over time: eval buys and retries, funded payouts and re-buys, with the P10 to P90 spread of cumulative net.

How likely a batch ends net negative or runs dry, the budget your loss-risk threshold needs, and a reinvesting projection.

A basket of accounts across any mix of firms and plans, with combined monthly income, total eval spend and portfolio ROI.

Ranks funded-stage candidates under your retained cushion and payout request, in the same order as the command-line optimizer.

From a balance, peak and past payouts: readiness, the blocking gate, the rule-capped withdrawable and the net after the split.

Searches within-day risk ladders on a grid and scores each on days to funded, cost per funded account and pass rate.

Compares copy-traded, grouped and independent multi-account strategies side by side on the current plan.