>1 · Trade log
>Pass probability ≈ optimistic upper bound
>Equity fan chart
Sample of simulated equity paths. A line that ends early is an account that failed (drawdown or daily loss breach). Paths are downsampled for display.
>Max drawdown distribution
Worst peak-to-trough drawdown reached in each simulated run, measured on closed trades.
>Challenge economics ≈ approx
Headline EV assumes you retry until you pass: estimated payout − activation fee − expected total evaluation fees, where expected attempts = 1 / pass probability (independent retries) and monthly fees count as one payment per attempt. Estimates only — not a promise of income.
>What-if grid ≈ approx
Sweep risk multiplier × personal daily stop × trades/day to see which configuration maximizes your odds. Runs additional simulations.
>Risk × RR grid ≈ idealized
What if you traded a fixed risk % per trade at a fixed reward:risk ratio? Each cell simulates a synthetic system with your measured edge against this firm's rules, using trades/day and days from the form above. Runs additional simulations.
>Compare all firms ≈ approx
Your log and settings against every firm's rules, sorted by pass probability. Runs additional simulations. Compare uses each firm's official preset rules — custom rule edits above are not applied here.