Prop firm simulation panel: funnel, economics and reshuffled paths
The Prop firm simulation tab of the Performance panel replays the trades of a backtest against a saved rule set: it groups trades into futures sessions, runs evaluations, funded accounts and payouts through the rule engine, computes the cash actually received, and reshuffles the sessions 500 times to show the range of outcomes.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Replay → Performance panel → tab "Prop firm simulation"; needs the trades of one of the last three runs
- Rule set picker
- "Simulate against" — latest version of each saved lineage; "no rules saved yet" otherwise
- Monte Carlo
- 500 paths, seed 20260905, sessions permuted without replacement
- Minimum sample
- 20 sessions; below that the caveat is blocking
What it does
The report chains modules that each have their own tests: trades become trading days (session rolling at 17:00 America/Chicago, sorted by close time), days run through the lifecycle (evaluation, funded, payouts, repurchases), the cashflow sums what was paid and received, and the Monte Carlo reshuffles the same days. The panel computes nothing itself.
Caveats come before the numbers. When a caveat is blocking, the header reads "These numbers are not usable yet" and the figures are shown after it, dimmed. Blocking causes: an unverified template or partial preset, an inconsistent rule set, or fewer than 20 sessions. Warnings: trades without MAE/MFE so intraday trailing rules cannot be settled, or a run that ended mid-evaluation (counted nowhere).
The funnel is the first thing shown: Evaluations bought → Passed → Funded accounts → Reached a payout. Profit comes after, because it means nothing until you know how many challenges were burnt to reach it.
Numbers shown
| Section | Figures | Source |
|---|---|---|
| Account funnel | Evaluations bought, Passed, Funded accounts, Reached a payout | Deterministic lifecycle on the real session order |
| Prop performance | Evaluation pass rate, Attempts per pass, Funded survival, Funded → payout, Blown before any payout, Sessions to pass, Funded lifetime | Lifecycle statistics |
| Prop economics | Total spend, Net payouts received, Prop net cash profit, Prop ROI, Cost per funded account, Cost per payout, Average payout, Bankroll it required, Cash break-even | Cashflow over the same path |
| Cash in and out | Chart of purchases and payouts over time | Cashflow |
| Why accounts died | Max drawdown, Daily loss limit, Consistency, Position size, Time limit, Other rule | First rule breached, chronological |
| If the same days had come in another order | Chance of passing, Chance of a first payout, Blown before a payout, Net cash profit (median), Bankroll needed (P95) | 500 reshuffled paths |
| Monte Carlo on accounts / Drawdown zones | Separate sub-panels | See their own pages |
How to use it
- Run the backtest, open the Performance panel, switch to the Prop firm simulation tab, and pick a saved rule set; the form to add one is in the Prop firm rules drawer on the same panel.
- Read "Bankroll it required" as the deepest your cash went before payouts caught up; without it you would have quit before being right.
- Use the Monte Carlo block as a range of plausible outcomes; it does not rank strategies, and the hint under it says so.
Limits or pitfalls
Only the last three runs keep their trades, and reloading the app clears them; the tab then shows "The trades of this run are no longer in memory" and asks you to run the backtest again.
A drawdown rule that follows open profit needs the price path inside each trade. Without MAE/MFE, the engine returns an indeterminate verdict rather than assuming, and the caveat says so.
Deaths are attributed to the first rule breached, not the most severe: an account that hits its daily limit on Tuesday is not there to hit the drawdown on Thursday.
Related pages
- Prop firm rules form
- Monte Carlo on accounts
- Drawdown zones
- Orderflow software and prop firm rules
- Drawdown from high indicator
This page in other languages
Frequently asked questions
- Why are the probabilities dimmed with a warning above them?
- A blocking caveat exists: the rule set is a template or partial preset, it is inconsistent, or the sample has fewer than 20 sessions. Load the preset into the form, correct it against your contract and save; the saved set becomes yours.
- Why does the pass rate change when I switch from a 50K to another size?
- Each size carries its own complete rule set; drawdown, targets and fees are not proportional, so the simulation replays entirely different constraints.
- Is the Monte Carlo a bootstrap?
- No. Days are permuted without replacement, so the distribution of daily results stays exactly the observed one and only the order changes. Inventing days that never happened would add an assumption the engine cannot defend.