Prop Firm Challenge Pass Rate Calculator — Monte Carlo Simulator
Simulating 500 possible 30-day challenge periods using your actual win rate, average win, and average loss — this calculator shows what percentage of those scenarios pass prop firm rules without hitting daily loss or max drawdown limits. Enter your trading stats to see your real challenge pass probability and blowout risk before spending money on another attempt.
Updated · Reviewed by Foysal Mostafa
Simulation Results (500 runs × 30 days)
Est. Pass Rate
1.6%
Expectancy / Trade
+$35.00
R:R Ratio
2.00:1
Min Win Rate Needed
33.3%
Positive expectancy of $35.00/trade. 5 trades/day = ~$175 expected daily profit.
Why Use the Challenge Pass Rate Calculator?
Running a Monte Carlo simulation on your trading statistics gives you an honest probability of passing before you pay the challenge fee. If your simulated pass rate is below 30%, you should adjust your risk settings or strategy before starting — preventing costly repeat failures that waste both money and time.
Formula Used
Expected Value per Trade = (Win Rate × Avg Win) − (Loss Rate × Avg Loss) | Simulated runs checked against profit target and drawdown limitsWorked Example
Win rate 52%, avg win $280, avg loss $160, 4 trades/day, $100K FTMO challenge (10% target, 5% daily limit, 10% max drawdown), 30 days. Expectancy = (0.52×$280) − (0.48×$160) = $145.60 − $76.80 = $68.80/trade. Expected daily profit = 4 × $68.80 = $275. Across 30 days = $8,256 expected — close to $10,000 target but variance means ~45% pass rate in simulation. Increase to 5 trades/day to push expected to $10,320 and pass rate above 55%.
How to Use the Challenge Pass Rate Calculator — Step by Step
- 1
Enter your win rate
Input your historical win rate as a percentage. Be honest — use real data from your trading journal, not best-case scenarios.
- 2
Enter average win and average loss
Input your average winning trade profit and average losing trade loss in dollars (per contract or per lot).
- 3
Set trades per day
Enter how many round-trip trades you typically make per day.
- 4
Set account and prop firm rules
Enter your account size, profit target %, daily loss limit %, and max drawdown %.
- 5
Run simulation and read results
The calculator simulates 500 possible challenge outcomes and shows your estimated pass rate, average time to hit target, and blowout risk.
What Your Challenge Pass Rate Calculator Results Mean
Estimated Pass Rate %
The percentage of simulated 30-day challenge periods that successfully hit the profit target without breaching daily or maximum drawdown limits. Below 30% = adjust before attempting. Above 60% = solid setup.
Expected Daily Profit
Your average expected profit per trading day based on win rate, average win/loss, and trade count. Multiply by trading days to see if you have enough expectancy to reach the profit target in time.
Blowout Risk %
The percentage of simulated runs that fail due to a drawdown breach rather than running out of time. High blowout risk means your strategy is too aggressive — lower risk per trade to reduce this number.
Challenge Pass Rate Calculator — Frequently Asked Questions
Q.What win rate do I need to pass FTMO?
Win rate alone does not determine pass rate — R:R ratio matters equally. A 40% win rate with 2:1 R:R (average win = $200, average loss = $100) has positive expectancy of +$20 per trade. A 70% win rate with 0.5:1 R:R has negative expectancy of −$5 per trade. Calculate expectancy = (Win Rate × Avg Win) − (Loss Rate × Avg Loss) first.
Q.What is the average pass rate for FTMO?
FTMO has publicly stated that approximately 90% of challenge attempts fail. Most failures come from breaching the daily loss limit (often in one bad day) or the max drawdown. Traders who risk less than 1% per trade and have positive expectancy systems have much higher individual pass rates.
Q.How many trades do I need to pass a prop firm challenge?
It depends on your system's expectancy. If your average trade profit (after wins and losses) is $200 and you need $10,000 profit, you need roughly 50 trades in expectancy terms. With 5 trades per day, that's 10 trading days of average results. But variance means you need extra margin — run 30 days to have buffer.
Q.Should I take more trades to pass faster?
More trades = more variance. Taking 20 trades per day instead of 5 increases both your chance of hitting the target faster AND your chance of a big losing day that blows the account. Slow, consistent trading passes challenges more reliably than overtrading. Match your challenge pace to your normal trading frequency.
Q.What R:R ratio gives the best prop firm pass rate?
Higher R:R ratios reduce the number of wins needed but create longer losing streaks. A 2:1 R:R with 45% win rate has positive expectancy (+$45/trade avg). A 1:1 R:R needs 51%+ win rate to be profitable. For prop firms, a 1.5:1 to 2:1 R:R with 45–55% win rate tends to balance pass rate and drawdown risk optimally.
About the Author
Forex Trader & Software Developer · Founder, TradeCalc
Active forex trader since 2019, specializing in risk management and systematic position sizing. Built TradeCalc to replace manual spreadsheets used in live trading. Every calculator is cross-verified against broker platforms before publishing.
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