Pass rate
The pass rate is the share of evaluations that reach the profit target under all the rules, out of the evaluations attempted. Measured on a trader's own sessions replayed through a specific rulebook, it describes that strategy against those rules; it is not a property of the firm.
Senzoukria · Glossary · Updated September 2026
Two very different numbers
A firm's aggregate pass rate, when it is published at all, mixes every trader and every program; it says nothing about a given strategy. The pass rate that matters to one trader is measured by replaying their own sessions through the rules of one program: how many of the evaluations started this way ended in a pass, how many in a breach.
That personal number depends on the order of the sessions. The same days in another order can pass or fail, because the drawdown is path-dependent. Reshuffling the days many times gives a distribution rather than a single figure, which is a more honest description than one percentage.
How to read it
- Read it next to the number of attempts per pass and the cost of each attempt; a pass rate alone does not tell you what a pass costs.
- Read the failure breakdown: a strategy failing on the daily loss limit needs different work from one failing on the time limit.
- Read the sample size: a journal of a few weeks produces a pass rate that is exact for that period and meaningless as a forecast.
- An evaluation that neither passed nor failed when the data ran out is not a failure.
In Senzoukria
The prop simulation in the Results space of the Backtest and Replay pages reports "Evaluation pass rate" and "Attempts per pass" under "Prop performance", with "Evaluations bought", "Passed" and "Funded accounts" in the "Account funnel". The Monte Carlo block, titled "If the same days had come in another order", gives "Chance of passing" over reshuffled paths, and the "Should I buy this evaluation?" card separates "Passes on the first attempt" from "Passes eventually".
The simulation notes that a path truncated by the end of the data is counted nowhere, and that a preset assembled from public sources describes the preset, not the firm. Both caveats are printed next to the numbers.
Misreadings
- Quoting a firm-wide pass rate as if it applied to your strategy.
- Comparing pass rates measured against different rule sets.
- Optimising the strategy until the pass rate on past sessions looks good, which mostly fits the sample.
Related
- Cost per payout
- Bankroll (evaluation budget)
- Time limit (maximum trading days)
- Futures backtesting guide
This page in other languages
Frequently asked questions
- Is a high pass rate enough to buy an evaluation?
- A high pass rate is not enough on its own to justify buying an evaluation. A strategy can pass often and still lose money on the account cycle if the funded stage fails before the first payout, or if the payouts are small next to the fees. The pass rate is one input; the cost per payout and the bankroll required complete the picture.
- Why does my pass rate change when I add more sessions?
- The pass rate changes when you add sessions because it is measured on the sample. More sessions add more paths, some of which pass and some of which fail, and the reshuffled distribution moves with them. A stable pass rate across additional sessions is a better sign than a high one on few sessions.