Prop Challenge Risk-of-Ruin and Survival Simulator

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Test a prop challenge scenario with your own account limits, fixed trade risk, win probability, reward-to-risk ratio, and replay seed. The simulator estimates target-before-breach outcomes and losing-streak pressure without firm presets or pass guarantees.

Private scenario model: every simulation runs in this browser. BestProps does not upload your inputs. Device saving is optional, and Reset removes saved settings.

Build a scenario

Enter the challenge and trade assumptions

This model tests whether a fixed-outcome sequence reaches your profit target before an inclusive daily-loss or total-drawdown breach. Enter rules from your own account. No firm presets are included.

Account state

Starting balance Current balance High-water balance Today's closed P&L

For a trailing rule, use the highest closed-trade balance that currently controls the floor. It cannot be below the current balance.

Use a negative value for losses already closed in the current modeled day.

Challenge boundaries

Profit target Daily loss limit Total drawdown limit Total drawdown timing

Trade model and sample

Fixed risk per trade Win probability percent Reward-to-risk on a win Trades per modeled day Trades remaining today Trade horizon Simulation paths Replay seed

The main run is capped at 12 million simulated trade outcomes. Sensitivity rows use no more than 2,000 paths each.

Use 0 if the next simulated trade starts a new day. After the current day, each reset uses the full trades-per-day count.

The same valid inputs and seed reproduce the same result under model version closed-trade-first-passage-v2.

Remember inputs on this device

Model contract, formulas, and limitations

Each closed trade is an independent win or loss with one fixed dollar risk and one fixed reward-to-risk ratio. Position sizing does not compound.
The first daily reset uses the entered trades remaining today; later modeled days use the full trades-per-day count. Daily closed P&L resets only at those boundaries. A daily breach occurs at or below the negative limit.
A static floor stays at starting balance minus total drawdown. Intraday trailing moves after each closed trade. End-of-day trailing moves only after a complete modeled day. A total breach occurs at or below the floor.
Breach checks run before the target check after each closed trade. The path stops at the first breach, target, or horizon boundary.
The displayed uncertainty is a 95% Wilson interval for the simulated target share. It measures Monte Carlo sampling uncertainty, not whether the assumptions match future trading.
The model omits fees, slippage, gaps, open-equity paths, variable sizing, correlated results, changing win rates, news regimes, minimum-day rules, consistency rules, and payout eligibility.

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