This is the classic three-chart build of the lab, kept online by request. Latest version →

Prop Firm Lab v1

Build any prop account from its rules, plug in your trading, and watch thousands of lifecycles play out in Monte Carlo. Money only counts when a payout clears. Your edge does not have to be a static number — give it a range and let it drift, because no real edge stays constant.

The account's rules

Pick a preset or set the rules yourself.

Account cost ($)

Drawdown amount ($)

Drawdown type

Profit target ($)

Eval stage first

Buffer before payouts

Profit split (you keep %)

Payout size ($)

Payouts until live

Static drawdown: the floor never moves. Trailing: the floor stays one drawdown below your highest balance -- EOD ratchets it up only from end-of-day highs (touching it intraday still busts you); intraday ratchets it from every tick, so open-trade peaks count against you. Buffer: you must be up one full drawdown amount before payouts start counting.

Your process

Advanced: edge is a low-high range, not one number

Sizing mode

Risk per trade ($)

Trading days simulated

Win rate (%)

Reward to risk

Trades per day

Win rate (%) — low to high

Reward to risk — low to high

Trades per day — low to high

Distribution

Edge changes

inputs changed -- hit Generate to refresh

The lifecycle

Every line is one account: eval (if on), then the funded grind, then payouts. The line only ends three ways: live, busted, or out of days.

on the way failed eval reached live busted funded payout paid 25-75% and 10-90% bands

% Reached Live

hit Generate to simulate

ROI per $ Spent

payouts collected vs the account cost

Days to First Payout

among accounts that got paid at all

Across many accounts

Size sweep

Same rules, same edge, nine position sizes. Bigger is faster; the best expected value usually sits in the middle.

Days to first payout vs position size

ROI vs position size

Days to payout vs ROI

one dot per position size, $ labels = risk per trade at the curve ends

hit Generate to run the sweep

How it works: your risk, reward-to-risk, win rate and trades per day become a daily P&L distribution. Each account is simulated with 20 intraday checks per day; barriers that are fixed within a day (static, and EOD-trailing floors) get Brownian-bridge crossing corrections, an intraday-trailing floor is checked tick-by-tick at every step. EOD trailing ratchets the floor up from each day's closing balance; a breach is still checked continuously during the day. Intraday trailing ratchets from every equity high, including open-trade peaks. In Advanced mode, win rate, reward-to-risk and trades per day are drawn from your low-high ranges. Normal treats low and high as -1 and +1 standard deviation around the middle, so about one draw in three lands outside the range (clipped only at physical limits). Random draws land uniformly between the two edges. "Drifts slowly" makes each day's edge a mean-reverting step from yesterday's with roughly a two-week memory, so you get good weeks and bad weeks instead of pure day-to-day noise; "Fresh daily" redraws independently every day; "Per account" draws once and holds it for the whole lifecycle. The three parameters drift independently. In "% of DD left" sizing, risk scales with your remaining cushion but is floored at your minimum risk per trade -- you cannot trade less than 1 MES or 1 MNQ, so accounts near the floor keep taking real risk and can actually bust instead of shrinking forever. After each payout the balance drops by the payout amount and a trailing floor resets to the new balance. ROI counts only cash actually paid out at your split -- a live account's future value is NOT priced in, so live-heavy setups are worth more than the ROI shows. Not modeled: commissions, slippage, gaps, daily loss limits, consistency rules, payout waiting periods. Real results run worse than this toy. Educational only, not financial advice.