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

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

Coupon

Eval fee discount$349

Activation fee discount$119

Pin a scenario to compare deltas

Outcome

Pass probability

33.0%31.4% bust · 10.2% timeout

Clean pass

33.0%50.0% single-day cap

Avg days to pass

29.7 dmin 0 required

Total cost (avg)

$468P90 budget $468

First payout

day 355d min · $2.1K buffer

Monthly net (est)

$326payout $1,416 avg

Trading edge

Max losing streak

7 / 9P50 / P95

Risk of ruin

31.4%bust before passing

Risk of 5+ losses

94.9%10+: rare

ROI on cost

202.6%net $948 / cost

Trades per pass

30when you pass

Max drawdown

$2.3KP50 $2.3K

Strategy Analysis

Returns Breakdown

Annualized ROI7.83% / yr0.65%/mo · 0.16%/wk · 0.046%/trade

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

Trades per pass30 trades12W · 18L · 40.0% WR

Sum R per pass+2.8R+2.00R win · −1.00R loss

Drawdown %4.50% avgP95 4.50% worst

Balance range$47.8K – $65.3Kacross 2,000 trials

Risk-Adjusted Returns

Profit factor1.32marginal

Sharpe (ann.)2.65excellent

Sortino (ann.)13.03excellent

Calmar1.74acceptable

Recovery factor0.42net < max DD

Omega ratio9.16strong

Gain-to-pain9.16strong

Ulcer index1.4low DD pain

Edge

Expectancy

Per trade (R)+0.09R

Per trade ($)$23

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 ratio4.33upside / downside tail

Loss probability


Lose 10% of capital	$5K	0.0%	30.6%
Lose 25% of capital	$12.5K	0.0%	1.0%
Lose 50% of capital	$25K	0.0%	—

Multi-firm portfolio

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

Final balance distribution

$47.8K

P25

$49.8K

P50

$52.3K

P75

$56K

P95

$59.8K

Days to pass distribution

11.0 d

P25

18.0 d

P50

29.0 d

P75

39.0 d

P95

55.1 d

Days to pass distribution

1170 passing trials only

Drawdown Duration & Recovery

Time underwater74.7%avg % of days below peak

DD episodes / path10.6531 total across 50 paths

Avg DD duration4.5 dmax 37.0 d

Avg DD depth1.5%mean peak-to-trough

Avg recovery time2.3 dfrom trough to new peak

V-shape episodes2.2%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

Compounding Growth Simulator

Median final balance$63.1Kstart: $50K

Annualised CAGR+26.3%compound annual growth

P25 final$58.6K25th percentile outcome

P75 final$69.1K75th percentile outcome

Time to 2×—median trading days

Ruin probability0.0%balance drops to <10%

Fixed-fractional compounding at 0.50% per trade · 1 trade/day · 500 trials · shaded bands: P25–P75 (dark) and P5–P95 (light)

Streak & Drawdown Resilience

Loss tolerance

consecutive losses before bust

P95 worst streak

from simulation

Buffer

-1

at risk


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).

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%
40%
45%
50%
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

Multi-account strategy lab


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Risk-scale: simulating…

Frequency-scale: simulating…

Group-split: simulating…


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