Prop firm pass probability calculator

Every run starts a fresh account at your balance and trades it forward. Each trade is a coin weighted by your win rate: a win pays your average win in R, a loss costs your average loss in R, where 1R is what you risk per trade.

Is the balance at or below the drawdown floor? Has the day given back more than the daily loss limit? Only then does it ask whether you hit the profit target. Firms liquidate on the trade, not at the end of the month, so the model does too.

On a static account the floor sits still below your starting balance. On a trailing account it follows every new high, which is why a good week can quietly pull the fail level up behind you — until it hits the level your firm freezes it at. Topstep stops it at your starting balance, Apex at your starting balance plus $100, and after that the account can no longer be lost to drawdown while you stay above breakeven. The simulator models that lock, because ignoring it makes a challenge look far harder than it is.

If the target is not reached inside your day limit, that account is recorded as a time failure rather than a pass. This is the failure mode expectancy math ignores completely.

Pass probability is the share of those 5,000 accounts that reached the target without breaching anything. The breakdown beside it tells you which wall the other accounts hit, which is usually the more useful number.

A model is only useful if you know where it stops. This one assumes every trade is independent and your edge stays constant, so it misses losing streaks, revenge trading, slippage, and commissions. It also moves your balance trade by trade, so at a real-time trailing firm it cannot see a position that ran deep against you before coming back. Treat the output as the shape of your odds, not a promise.