Eval Odds · Monte Carlo · 3,000 simulated evals

Prop Firm Pass-Rate Simulator

Passing an eval is a drawdown-survival problem, not a profitability one. Enter your account's rules and your strategy — this runs 3,000 simulated evaluations against the trailing drawdown and consistency rule and shows your real odds of passing. No signup, nothing tracked.

Your account

Firm preset — prefills published rules Max drawdown (buffer $) $ Profit target ($) $ Drawdown type Consistency rule (% · 0 = none) % Eval cost per attempt ($ · 0 = hide cost) $

Your edge

Win rate Reward : risk Risk per trade Trades per day Max days

Expectancy—

Edge sign—

Need to pass—

Risk of buffer—

Outcome · 3,000 evals

—pass rate

Avg. days to pass (when passed)—

Expected attempts → eval spend—

If you sized differently — tap to apply

Sample equity curves

Model assumptions & limits

Every trade risks the same fixed dollars and wins the same fixed multiple — no fat tails, slippage, or fee drag.
Trades are independent coin-flips at your win rate — no streak correlation, no revenge-sizing after losses.
Daily loss limits aren't modeled — only the trailing (or static) max drawdown and the consistency rule.
"End-of-day trailing" ratchets the floor at each close and stops trailing at breakeven; intraday-trailing accounts (e.g. Apex intraday) are harsher than modeled here.
The consistency rule is checked once, at the moment you'd pass.
3,000 runs per result — the headline carries the ±pt sampling margin shown; the size-strip chips (1,000 runs) are coarser.
Expected attempts assume every retry is the same trader with the same odds; fees prefill list prices — firms discount constantly, so enter what you actually pay.

A model, not a guarantee — assumes independent trades at a fixed win rate and reward:risk; real trading has fatter tails. Confirm your firm's exact trailing-drawdown and consistency terms before trading. Not financial advice.