Minimum trading days

Minimum trading days is a prop-firm rule requiring the trader to place at least one trade on a set number of distinct days before the evaluation can be passed or, on a funded account, before a payout can be requested. Reaching the profit target sooner does not shorten it.

Senzoukria · Glossary · Updated September 2026

Purpose of the rule

Firms use minimum trading days to filter out evaluations passed in one large trade. The trader must spread activity over several sessions so the firm can observe something resembling a process. On the funded stage the same mechanism appears as a minimum number of days before the first payout, and sometimes as a number of days between payouts.

What counts as a trading day is defined by the firm: usually a session, measured on the exchange calendar, during which at least one trade was executed. Some firms require a minimum profit on the day for it to count; others count any executed trade. Two trades on the same session are one day.

Interaction with other rules

  • With a time limit: the trader has a window of maximum days, inside which the minimum must be reached.
  • With a consistency rule: spreading profit over more days often helps satisfy both.
  • With a reset: the counter usually starts again from zero.
  • With the drawdown: extra days spent waiting for the counter are extra days exposed to a breach; the target is not locked in until the pass.

In Senzoukria

The "Prop firm rules" form separates the two uses. In the "Evaluation" section there is a field "Minimum trading days" next to "Maximum trading days" (which can be left at "no limit"). In the "Payouts" section, "Minimum trading days before the first payout" and "Days between two payouts" do the same job for the funded stage. The prop simulation reports "Sessions to pass" and "Funded lifetime" in the performance block, which shows how much of the pass time is spent on the counter rather than on the target.

The sessions come from the Journal page, where trades sync from the connected broker or are logged by hand. How a day is counted in the simulation follows the rules you saved, not a firm's own definition of a trading day, so the two can differ when the firm requires a minimum profit for the day to count.

Mistakes to avoid

  • Placing a token trade on quiet days just to move the counter, then giving back profit on a rule you did not need to touch.
  • Assuming a day counts when the firm requires a minimum profit for it to count.
  • Forgetting that a reset restarts the days.

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Frequently asked questions

Can I hit the profit target on day one and wait?
You can hit the profit target on day one and wait, as long as the rules allow it. The evaluation is not passed until the minimum days are reached, so the profit remains at risk during the wait. Some firms forbid holding without trading for too long through an inactivity rule, which then forces at least occasional activity.
Do weekends and holidays count?
Weekends and holidays do not count. A trading day is a session on the exchange calendar during which the account traded. Days without a trade, whatever the calendar says, do not advance the counter.

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