10,000 SIMULATIONS · YOUR ACTUAL TRADES

Know your real odds of passing a prop challenge

Upload your trade log and we run 10,000 Monte Carlo simulations against real prop-firm rules — trailing drawdown, daily loss, profit target, consistency. You get a pass probability grounded in your actual P&L distribution, not a win-rate guess typed into a calculator.

demo = bundled 120-trade sample log, no upload needed · free · no account

>How it works

01

Export your trades

A TradingView “List of Trades” export or any CSV with a dollar P&L column. We parse closed trades only — entries, percent columns and EU number formats are handled automatically.

02

Pick a firm and size

FTMO, Topstep, Apex, FundedNext and more — each with its actual rule set: static or trailing drawdown, daily loss, minimum days, consistency rule.

03

Get your odds

10,000 resampled challenge runs: pass probability, why you fail when you fail, equity fan chart, drawdown distribution, and the expected cost of retrying until you pass.

>Honest math — what this does and doesn't catch

What Monte Carlo catches

  • Sequence risk. The same trades in a different order can pass or blow the account. We resample thousands of orderings, including block bootstrap that preserves your win/loss streaks.
  • Rule interactions. Trailing drawdown vs daily loss vs profit target vs consistency — checked together on every simulated path, the way the firm checks them.
  • Retry economics. A 40% pass rate means an expected ~2.5 attempts. We turn that into an expected cost and EV per challenge.

What it doesn't

  • Floating drawdown. Limits are checked on closed trades only. Real firms track intraday floating equity, so open-position excursions can breach limits we never see. Our pass probability is an optimistic upper bound.
  • Regime change. The simulation resamples your past trades. If the market stops paying your edge, no resampling will warn you.
  • Execution drift. Slippage, news spreads, platform-specific fills under a prop account are not modeled.
≈ approx Every headline number on this site carries this caveat. If a tool tells you your pass odds to a decimal point without it, it is lying to you.

>Raise your limits

Anonymous use is capped at 5 simulations per day. Drop an email to raise it to 50 and to hear when new firms and features land. No spam, no sharing, unsubscribe anytime.

>FAQ

What CSV formats are supported?

TradingView “List of Trades” exports work out of the box. Any other CSV works too as long as it has a per-trade dollar P&L column (e.g. “Net P&L”, “Profit”). Percent-only columns are rejected on purpose — rules are enforced in dollars. Max file size 5 MB.

How many trades do I need?

The simulation resamples your log, so more history means more reliable tails. Below ~50 trades the estimate gets shaky; below ~30 treat it as a rough sketch. The bundled demo log has 120 trades.

Why is my pass probability lower than I expected?

Most traders judge their edge by the average path. Challenges are killed by the bad tail: one unlucky ordering of the same trades can hit the trailing drawdown before the profit target. That tail is exactly what 10,000 resamples expose.

What is the “block” resampling method?

Block bootstrap resamples chunks of consecutive trades instead of single trades, preserving your win/loss streaks. It is the default because trade outcomes are rarely independent. “iid” resamples single trades independently; “shuffle” reorders your exact trades.

Is my trade log private?

The P&L series is stored server-side only so simulations and share links work. No account, no names, no broker credentials. Share links expose the aggregated results, never the raw log.

Are the firm rules guaranteed accurate?

Rules and fees are researched from official sites and marked with the date of the last check, but firms change terms without notice. Always verify on the firm's site before paying for an evaluation.

What does it cost?

The beta is free. No payments are wired into the product at all right now. A paid tier may come later; the free simulator stays.