Win rate (per trade)55%
3070
Trades per day3
110
Max drawdown5.0% · $2,500
215
Survival verdict · 30 days
1,874 of 2,000 simulated paths survived 30 days under a static floor.
Survival probability (±1.1pp at 95%)
93.7%
Avg days survived
28.7
of 30
Simulated runs
2,000
deterministic seed
95% interval
±1.1pp
sampling error
BalanceDrawdown floor
2,000 simulated 30-day runs from a seed derived from your inputs — the same scenario always reproduces this exact estimate. The chart shows one representative run, not the average.
Model assumptions
- Fixed win/loss trade sizes and independent trades — real P&L distributions have tails this model does not.
- EOD-trailing floors ratchet on the closed-balance high-water mark at day end; intraday-trailing floors ratchet after every trade. Both freeze once the floor reaches the starting balance, the common futures-firm behavior — some firms differ. Verify yours.
- A daily-loss breach fails the account, as at most funded firms; firms that merely lock the day for trading are stricter in this model than in reality.
- Percent-based firm limits are converted against the account size at selection time.