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How often would you reach a prop firm challenge target?

Enter your win rate, your average win and loss and how many trades you take a day. The report's simulator walks synthetic paths through the firm's published rules. No signup, no file.

Your figures

Optional fields can stay empty: whatever depends on them will appear as Not measured.

Rules the firm posted, transcribed by Rigor with their source and date.

The share of winning trades. For example 55.

As % of the balance per trade, or in R with your risk per trade.

Only when you write in R: how much of the balance each trade risks. For example 0.5.

As % of the balance (for example 0.8) or in R (for example 1.5).

As % of the balance (for example 0.5) or in R (usually 1).

Average per trading day. Decimals work: 0.5 is one trade every two days.

How many closed trades are behind your win rate. With it we also show the result at the lower end of its interval.

The fee you would pay, as you declare it. With it we compute the expected attempts and the expected cost per account.

Rules used

Program and phaseTargetMaximum daily lossMaximum total lossMinimum daysTime limitBest day
FTMO · FTMO Challenge 2-Step · phase 110 %5 % of the initial balance10 %, static4noneno rule
FTMO · FTMO Challenge 2-Step · phase 25 %5 % of the initial balance10 %, static4noneno rule

Source for FTMO Challenge 2-Step: FTMO page, read on 2026-09-25.

Rigor is not affiliated with any firm; rules change, so check the firm's own page.

Notes on the FTMO · FTMO Challenge 2-Step rules

  • Daily loss: 5 % of the initial balance below the balance recorded at 00:00 CE(S)T.
  • No time limit (ftmo.com page).

What it computes and assumes

  • Each synthetic day has your trades per day; across them, the share that wins your average win is your win rate and the rest lose your average loss. With decimals, some days have one more trade than others so the average is yours.
  • The report's simulator resamples those days and checks every daily close: first the daily limit, then the total one and last the target with the minimum days. Every day with trades counts as a trading day, even when it nets zero.
  • Every win and loss has the average size: no tails, slippage, costs or intraday floating loss. Real losses vary, so with a real history the limits are usually hit more often.
  • Trades are independent: no streaks longer than chance.
  • The rules are those each firm posted on the date shown; they may have changed.
  • We keep your figures in no database or file; since they travel in the link, the server's access log may hold the address requested. It is a calculation with declared figures, not an audit or a forecast.

With your real history

With your real history, the simulator uses your actual days, the floating loss at each daily close and the costs: upload your file. The report resamples your own days with the firm's rules, compares the published firms and tries the sizes.

Upload my file See a sample report

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