Prop Firm Profit Target Calculator

How the simulation works

win: equity × (1 + risk × RR)  ·  loss: equity × (1 − risk)
pass: equity ≥ 1 + target  ·  breach: equity ≤ 1 − maxDD

Each of the 2,000 simulated evaluations plays out trade by trade with fixed-fractional sizing: every trade wins with your stated probability and pays your stated reward-to-risk. A run ends the moment it reaches the profit target (pass) or touches the drawdown floor (breach, the run is over, exactly as in a real challenge), or when it uses up the maximum number of trades without doing either (timeout, which on most modern evaluations with no time limit just means "still grinding").

A worked example

The default inputs describe a solid retail strategy: 50% win rate at 1.5R, an expectancy of +0.25R per trade, risking 1% into an 8% target with a 10% static drawdown. That trader passes roughly 97% of attempts, and still, about 1 in 35 runs dies on an early losing streak despite a positive edge and sensible sizing. Now load the harsher example preset, a 10% target over a 5% drawdown, the target twice the distance of the floor. The same trader's pass rate drops to roughly 84%, and here is the trap: chasing the further target by raising risk makes it worse, not better. At 2% risk the pass rate falls to about 66%, at 3% to about 58%, because the nearby floor punishes big bets far faster than the distant target rewards them. Nothing about the trader changed; the geometry did, and evaluations are priced and marketed on exactly that geometry.

Reading the numbers like a business decision

Multiply expected attempts by the evaluation fee and you have the real cost of getting funded with your strategy, before any payout. That number belongs next to theprofit split calculator's breakeven figure: together they answer "what will funding cost me, and how much gross profit must I then produce before I am net positive?" If the honest answer is unattractive, better to learn it from a simulation than from a sequence of fees. Thedrawdown calculatorcovers the survival arithmetic once you are funded, and therisk-of-ruin simulatorruns the same engine without the evaluation's barriers for your own account.

One honest caveat on inputs: most traders overestimate their win rate and underestimate the variance of their reward-to-risk. If your numbers come from fewer than a few hundred live trades, run the simulation again with the win rate five points lower and treat the gap between the two results as your uncertainty. A pass probability that survives that haircut is worth acting on; one that does not is noise.