Prop-firm challenge Monte Carlo on AnalyticsFX
Upload your trade tape, pick a prop-firm challenge (FTMO, FundingPips, E8 Markets, or build your own), and run thousands of Monte Carlo simulations to see how often you actually pass.
A prop-firm account is a trading job with explicit rules. Miss any one of them and the account is gone. The honest question before you buy a challenge is not "do I have an edge" but "given my real trade tape and these specific rules, how often do I actually pass." The AnalyticsFX prop-firm tool answers that with Monte Carlo simulation.
How the tool works
The flow is four steps:
- Upload your trades. Drop a CSV of past trades into the file uploader. Multiple files are supported and are merged into one tape.
- Pick a challenge. Select a prebuilt firm and plan, or build your own from the rule editor. Prebuilts currently include FTMO (1-Step and 2-Step) and configurations from FundingPips and E8 Markets. Each prebuilt encodes the firm's published rules as of the time the build was committed (the prebuilt file notes that firms update rules regularly and that you should verify on the firm site).
- Configure the simulation. Bootstrap is the default resampling method, with a default of 1000 simulations. You set risk per trade, trades per day, the random seed for reproducibility, and the total trade horizon.
- Run the simulation. The tool resamples your trade tape thousands of times against the challenge rules and reports the distribution of outcomes.
What it reports
The output is not a single equity curve. It is a probability distribution over outcomes:
- Phase 1 pass rate. Of the resampled runs, what fraction cleared phase 1's profit target without breaching daily-loss or max-drawdown limits.
- Phase 2 pass rate (if the challenge has a phase 2). Same question, conditional on phase 1 having passed.
- Funded survival. After passing the challenge, how often the funded account survives to a payout under the firm's funded-account rules.
- Distribution of ending equity. Histogram of where the resampled accounts ended up.
- Equity curves for representative percentiles. Median, worst-case, and best-case curves drawn against the same rule set.
Which rules are modeled
The challenge config covers the constraints that decide whether you keep the account:
- Profit goal per phase.
- Max drawdown (static or balance-based trailing).
- Max daily drawdown.
- Minimum and maximum trading days per phase.
- Consistency rule (no single day exceeding a configurable share of total profit).
- Funded-account rules (payout threshold, profit split, drawdown rules, max trades, balance reset after payout).
- News trading ban, weekend holding ban, and max position size as optional toggles.
Why Monte Carlo instead of a single run
A single equity curve gives you the median outcome you have already seen. Monte Carlo gives you the distribution. The 50th-percentile result is the one that gets you excited. The 5th- and 10th-percentile results are the ones that decide whether you should actually buy the challenge. If 30% of the resampled runs blow up on a daily-loss limit, no amount of edge in the median run rescues you from a real failure.
This is the most important thing the tool does. It puts a number on the question that prop-firm marketing material never asks.
What this tool is not
The prop-firm tool is a simulator that runs on a trade tape you provide. It does not connect to a live broker challenge account and watch its rules in real time. The current AnalyticsFX product surfaces broker performance through the journal, but rule-tracking against live firm accounts is not the role of the Monte Carlo tool. Use the simulator before you buy the challenge. Use the journal once you are inside it.