Institutional Quantitative Engine

Prop Firm Pass-Rate & Monte Carlo Simulator

Mathematically verify your trading edge before funding. Simulates 5,000 sequential execution paths to calculate exact pass rates, risk of ruin, trade expectancy, and worst-case drawdown percentiles.

Quantitative simulation results are grounded in probabilistic random-walk models. Past performance and simulated expectancy do not guarantee live trading execution. Always verify firm-specific slippage and spread rules.

1. Challenge & Risk Parameters

Account Size (USD)

USD

Target

Max DD Limit

Win Rate

Reward : Risk

Risk / Trade

Trade Horizon

Trades

Trade ExpectancyEdge per single execution

+0.125%

2. MetaTrader 5 (.set) Presets

MT5 Ready

Conservative GuardianHigh Capital Retention

0.25% risk per trade, 3.5% daily DD, 7.0% overall DD.

Balanced StandardProp Challenge Benchmark

0.50% risk per trade, 4.0% daily DD, 8.0% overall DD.

Aggressive SprintFast Target Velocity

1.00% risk per trade, 4.5% daily DD, 9.0% overall DD.

Pass Probability

98%

Target: +8.0%

Risk of Ruin

1.8%

DD Limit: -8.0%

Trades To Pass

Avg. Execution Horizon

Monte Carlo Equity Trajectories (Sample Runs)

Green = Target (+8.0%) | Red = Ruin Floor (-8.0%)

2,000 Runs

Drawdown Distribution Profile (Stress Spectrum)

P50 (Median)2.73%

P90 (90th %)5.38%

P95 (95th %)6.35%

P99 (Worst 1%)8.2%