PROP RISK LAB // PERSONAL FIRM MATCH

Which prop firm actually fits your trading?

Start with four numbers for a fast estimate, or import your real trades for the more accurate model. We simulate each program's target, drawdown, daily-loss and consistency rules against your trading profile.

✓ No login required✓ Runs in your browser✓ Source confidence shown

QUICK MATCH

Enter your trading stats

~30 SEC

Use your most recent 50+ trades if possible.

Total trades Wins Average winner ($) Average loser ($) Risk / trade ($) Avg trades / trading day Lifecycle horizon (trading days) Max eval purchases in lifecycle Desired cash payout ($) Price basis

01

Give us your edge

Four stats for a fast estimate, or your full trade history for bootstrap simulation.

02

We apply the real constraints

Profit target, drawdown engine, daily loss, minimum days and consistency are evaluated per program.

03

You get a ranked shortlist

Pass probability, cost-to-funded, rule fit and source confidence stay separate so one score cannot hide a weak firm.

WANT THE FULL MODEL?

Use actual trades instead of averages.

FXReplay/CSV, Excel copy-paste and manual entry feed the Account Desk and multi-account simulator.

ADVANCED RISK ANALYTICS

RISK LAB // DIAGNOSTIC MODELS

Risk & Probability Models

Data source

◎

ACCOUNT DESK // LIVE TELEMETRY

Multi-Account Risk Control

Fast trade logging, live drawdown control and prop-rule telemetry in one screen.

MANUAL MODE

LIVE TRADING STREAM // MANUAL

One clean input. Immediate risk feedback.

ACTIVEManual

TRADE OUTCOME ($)

Enter realized net P&L. Press Enter to log instantly. Use detailed entry or import below when you need timestamps, symbol, size and notes.

TRADE LEDGERlatest first

IMPORT / DETAILED ENTRYFXReplay · Excel · Manual

Upload an FXReplay Analytics CSV or another trade-history CSV. Data is processed in your browser.

Copy rows from Excel or Google Sheets and paste them below. Tab-separated tables and CSV text are supported.

First pasted row contains column headers

Add a complete trade manually. Only Net P&L is required.

Date / time Net P&L ($) * Symbol Size Side Entry price Exit price Tags / notes

No import loaded.

EXECUTION PLAN // RISK RULESET

Execution Risk Plan

Define how risk is deployed across trades and accounts before a prop firm’s rules force the decision for you.

01

25% BE / 26%+

Asymmetric R:R Baseline

Use reward multiples large enough that a modest hit rate can still produce positive expectancy. At 1:3, exact break-even is 25% before friction; 26% is the first whole-number win rate above break-even.

Break-even WR = Risk / (Risk + Reward) At 1:3 → 1 / (1 + 3) = 25%

02

MES/MNQ → ES/NQ

Contract Scaling & Fee Friction

Micros give fine control when the buffer is tight. As the cushion grows, standards can reduce per-dollar transaction drag versus stacking many micro contracts.

Total friction = Contracts × (commission + slippage) Friction ratio = Total friction / Gross trade expectancy

03

1 → 1

Fault Isolation by Rotation

Sequential rotation keeps one bad execution from automatically propagating to every account. Copier mode concentrates correlation; rotation distributes exposure across the fleet.

Rotation: trade t → account (t mod N) Copier: the same outcome → all N accounts

04

ONE-WAY FLOOR

Trailing Drawdown Defense

Treat the trailing floor as a one-way ratchet. Protect the remaining runway by reducing risk as equity approaches the liquidation boundary and by avoiding unnecessary open-equity retracement.

Trailing floor = High-water mark − Drawdown allowance Runway = Current equity − Trailing floor

TELEMETRY EXECUTION LOOP

1. Define buffer2. Set risk3. Execute4. Log result5. Recalculate6. Scale or stop

FIRM MATCHER // SOURCE-WEIGHTED RULE DATABASE

Prop Firm Rule Database & Strategy Fit

Compare prop-firm rule architecture, source confidence and statistical fit against your imported backtest. Every rule record carries provenance and a verification date.

Search Asset / model Source confidence Verified/listed only

RULE SNAPSHOT

SOURCE HIERARCHY

BACKTEST → FIRM FIT SIMULATOR

Auto mode uses your imported trades when available. Without a backtest, it simulates from Win Rate, Average Winner and Average Loser.

Data source

Win rate % Average winner ($) Average loser ($) Sample trades

Prop program Accounts Max trades / account / day Risk per trade ($) Simulation paths Max simulation days Execution model

Choose Auto, imported trades or manual stats, then run the simulation.

METHODOLOGY // HOW THE ENGINE WORKS

Prop-Firm Risk as a Separate Trading Layer

Prop Risk Lab treats prop-firm trading as a risk-architecture problem in addition to a trading-edge problem. It combines your realized trade distribution with each program’s target, drawdown, daily-loss, consistency and minimum-day rules to estimate whether the strategy actually fits the account structure.

What the platform measures

The platform separates strategy quality, account survival, payout constraints and source confidence. Calculators expose their formulas or simulation assumptions so each output can be checked instead of treated as a black-box score.

Data policy

Prop-firm rules are stored as dated snapshots with source provenance. Tier A sources are primary, Tier B is used for cross-checking, Tier C is reference-only, and unsupported rule fields remain blank rather than being guessed.

Local-first design

FXReplay imports, account telemetry and simulations run in the browser. No trade-history upload is required for the local build.