Consistency rule
A consistency rule is a prop firm condition that caps how much of the total profit a single day or week may represent, typically expressed as a percentage; breaking it does not usually fail the account but holds the pass or the payout until further trading brings the largest day back under the cap.
Senzoukria · Glossary · Updated September 2026
What the rule measures
The basic form compares the most profitable day with the total profit of the account: if the best day exceeds a set share of the total, the account is inconsistent. Because the total grows with every profitable day, the ratio falls over time even if the best day never changes; the rule therefore does not forbid a large day, it requires enough other profit to dilute it. Variants apply the same idea to the best week, cap the best day at a fixed dollar amount, or set a different percentage for each successive payout.
The consequence is the part traders most often misread. At most firms a breach holds the withdrawal or the pass until the ratio evens out; the trader keeps trading. Failing the account for inconsistency is rare.
Variants
- Best day as a share of total profit: the common evaluation form.
- Best week as a share of total profit: smooths a strategy that clusters its gains.
- Fixed dollar cap per day: profit beyond the cap is not counted, or triggers a hold.
- Tiered per payout: a different percentage for the first, second and later payouts, the last value applying to every subsequent one.
- Stage-dependent: absent during the evaluation and present after funding, or the reverse.
In Senzoukria
The Consistency rule block of the Prop firm rules form offers None, No single DAY above X% of my total profit, No single WEEK above X% of my total profit, No single day above a fixed amount, and A different cap for each payout, with the corresponding Cap fields; the tiered option takes one value per payout, in order, the last applying thereafter. The field If I break it records the consequence: my payout is held until it evens out, I cannot pass yet but I keep trading, or my account fails, the last marked as rare. The help text next to Copy the evaluation rules warns that a consistency rule may exist after funding that did not exist before. The Prop firm simulation applies the chosen variant to each reshuffled ordering of the same trading days, which matters because the best-day ratio depends on when the large day lands; Consistency appears among the causes in the Why accounts died breakdown. The monthly performance chart in the Results space carries a related hint: a strategy that made its year in one month is not one that makes money every month, and a prop firm pays every month.
Reading a record against the rule
- Compute the ratio on net profit after commissions, on the days that fall inside the current evaluation or payout period, not on the whole journal.
- A single outsized day early in an account can hold the pass for a long time; the dilution requires roughly the reciprocal of the cap in comparable days.
- Reducing size on days that are already large is the only lever that acts on the numerator; the denominator only grows with time.
- Losing days do not help: they lower the total profit and raise the ratio.
Related
- Evaluation account
- Funded account
- Profit target
- Daily loss limit
- Test a trading strategy
- Futures backtesting guide
This page in other languages
Frequently asked questions
- Does breaking the consistency rule fail my account?
- At most firms no. The pass or the payout is held until further profitable days bring the best day back under the cap, and trading continues. A few firms treat it as a violation; the Senzoukria rules form lists that option and labels it rare. The agreement for the specific account is the only reliable source.
- How is the best-day percentage computed?
- Best day net profit divided by total net profit over the period the rule covers, usually the evaluation or the interval since the last payout. Both numbers are after commissions. If the total includes losing days, they reduce the denominator and make the rule harder to satisfy, so the ratio is not simply the best day over the sum of winning days.
- Why does the order of my trading days matter for the consistency rule?
- Because the rule is checked at a moment, the pass or the payout request, and the ratio at that moment depends on which days have already happened. The same set of days can satisfy the rule in one ordering and breach it in another. Reshuffling the days, as the Prop firm simulation does, shows how sensitive the outcome is to that sequence.