Time limit (maximum trading days)

A time limit, or maximum trading days rule, gives a prop-firm evaluation a fixed window in which the profit target must be reached; when the window closes without a pass the account ends or must be renewed. Some programs have no such limit, but those that keep it turn the evaluation into a race against the calendar.

Senzoukria · Glossary · Updated September 2026

How the window is counted

The limit can be expressed in calendar days from the purchase, in trading days actually used, or in billing cycles on a subscription program. Each definition gives a different amount of time. A 30-calendar-day window contains fewer sessions than 30 trading days; a subscription with no formal limit still ends whenever the trader stops paying the monthly fee.

When the window expires, the usual outcomes are a paid reset, a new evaluation, or on some programs an automatic extension while the subscription is active. The profit accumulated so far is not carried over.

What it changes in behaviour

  • Pressure to increase size as the deadline nears, which raises the odds of a drawdown breach.
  • A tendency to trade sessions that would otherwise be skipped, in order to keep the target reachable.
  • For a strategy with a low trade frequency, a window that is simply too short to produce enough signals.
  • On the funded stage the equivalent constraint is often inactivity rather than a hard deadline.

In Senzoukria

In the "Evaluation" section of the "Prop firm rules" form, the field "Maximum trading days" carries the limit; the "no limit" option covers programs without one. When the prop simulation replays your journal sessions through these rules, an evaluation that runs out of days is listed under "Time limit" in the "Why accounts died" breakdown, separately from "Max drawdown", "Daily loss limit", "Consistency" and "Position size".

The "Sessions to pass" statistic shows how many sessions the passing paths needed, which is the number to set against the window before buying. A note in the simulation explains that a path whose sessions ran out before a pass or a fail is counted nowhere, so a short journal does not artificially lower the pass rate.

Traps

  • Reading "no time limit" as free of any deadline while the monthly subscription is still running.
  • Planning on trading days when the firm counts calendar days.
  • Using the last days of the window to force the target with a larger size than the strategy was tested with.

This page in other languages

Frequently asked questions

Is an evaluation without a time limit easier?
An evaluation without a time limit removes one failure mode, not the others. The drawdown, the daily loss limit and the consistency rule still apply, and on subscription programs each extra month is a cost. Whether it is easier depends on how many sessions your strategy needs to reach the target.
How do I know if my strategy fits the window?
To know whether a strategy fits the window, replay your own sessions through the rules and look at how many sessions the passing paths needed, then compare that with the window. If the median exceeds the window, the program is unsuited to the strategy regardless of its profitability.

Keep reading

Strategy researchTest a trading strategy, from observation to challenge rulesDefine an observation, question it with the copilot, write a rule and explore costs, drawdown and fictional challenge limits in an interactive example.Quant · Start hereQuant trading for beginners: from idea to backtestDefine a testable rule, choose suitable data and evaluate later periods after costs.Order flow · HubOrder flow trading: the complete guideThe hub. What order flow is, what it shows — aggression, delta, imbalance, absorption, liquidity — and the tools that read it, each linked to a full guide.