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Prop Firm Rules for Backtesters

Published 2026-08-17 · Updated 2026-08-17 · FXAbsolute

Prop firm challenges are not usually failed by bad strategies. They are failed by position sizing that was never tested against the rule — and by weekend gaps, which are the one risk a challenge cannot be reacted to. This page converts the rules into pips and lots, using verified FTMO objectives and five years of real gap data.

The rules, as published

Read from FTMO's own trading objectives page on 17 August 2026. FTMO is used as the worked example because its rules are clearly published; most firms follow one of these two shapes.

Objective1-Step2-Step Phase 12-Step Phase 2
Profit target10%10%5%
Max daily loss3%5%5%
Max overall loss10% (trailing, end of day)10% (static)10% (static)
Minimum trading days44
Best-day ruleYes — one day ≤ 50% of total profit
Two details that decide more challenges than the profit target. First, the daily loss limit resets at 00:00 CE(S)T, not at your local midnight or the New York close — a position held across that boundary is measured against a fresh limit, which cuts both ways. Second, the 1-Step maximum loss trails at end of day: as your balance rises, the floor rises with it, so giving back profit can breach a limit that a static drawdown would not.

The best-day rule on the 1-Step deserves attention too. It bars a single day from producing more than half your total profit — which means one enormous winning day does not pass the challenge, it merely makes passing harder. Consistency is a rule, not a virtue.

What the limits mean in lots

Percentages are abstract. Here is the same rule set on a $100,000 account, converted into position sizes, using $10 per pip for one standard EURUSD lot.

LimitDollarsPips at 1 lotPips at 3 lotsPips at 5 lots
3% daily (1-Step)$3,00030010060
5% daily (2-Step)$5,000500167100
10% overall$10,0001,000333200

Read the right-hand column carefully. At five standard lots, a 60-pip adverse move ends a 1-Step challenge in a single day. On EURUSD that is an ordinary morning. Traders who size for the profit target rather than the loss limit are the ones who fail in week one, and they usually conclude their strategy was wrong when their sizing was.

The arithmetic worth internalising: a 10% profit target with a 5% daily loss limit means you need roughly a 2:1 relationship between your total gain and your worst single day, minimum — and in practice far more, because you will have losing days on the way.

Rehearse the rules before you pay the fee Set your challenge balance, replay real one-minute data and find out whether you respect your own daily limit — free, no account.
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The weekend gap problem

This is the risk that a challenge gives you no way to manage, and the one most rehearsal never covers, because most backtesting skips straight over the weekend as if nothing happened.

Measured across 1,911,141 EURUSD one-minute bars from 3 January 2021 to 30 April 2026 — 309 weekend gaps observed:

Gap sizeValueCost at 3 lots% of a $100k account
Median5.4 pips$1620.16%
75th percentile13.6 pips$4080.41%
90th percentile35.0 pips$1,0501.05%
99th percentile127.5 pips$3,8253.83%
Largest observed163.5 pips$4,9054.91%

Take that last row seriously. Holding three standard lots over a weekend that gaps like the worst one in five years costs 4.91% of a $100,000 account instantly — essentially the entire 5% daily loss limit, gone before you can act, with no stop able to protect you because there is no price in between.

And this is not a freak scenario: 31.39% of weekend gaps exceeded 10 pips, and one in ten exceeded 35. The tail is fat enough that "it probably won't happen" is a poor basis for a funded account.

The practical rule most funded traders converge on: flatten before the weekend, or cut size sharply if you must hold. The reason it is nearly universal is not superstition — it is this distribution.

How to rehearse a challenge properly

You can practise the exact rule set before paying an evaluation fee, and doing so is the cheapest possible way to discover that your sizing is wrong.

  1. Set your simulated balance to the challenge size, not to a round number you like. The percentages only mean anything against the real figure.
  2. Write down your daily loss limit in dollars and pips before starting, at the size you intend to trade. If a normal day's range can breach it, your size is wrong and no amount of skill fixes that.
  3. Stop for the day when you hit the limit, exactly as the firm would. Trading through it in practice trains the habit that fails the challenge.
  4. Include weekends deliberately. Replay across Friday-to-Monday boundaries rather than skipping them, and find out what your open positions actually do.
  5. Run the minimum trading days requirement. Four days is a rule, and a strategy that reaches target in two must still trade four.
  6. Do it several times. Passing once may be luck; the firms are selecting for repeatability, and so should you.

FXAbsolute lets you rehearse all of this free, with no account — set the starting balance, replay real one-minute data across 28,412,683 bars and 15 instruments, and let the automatic journal show you whether you actually respected your own limits. Discovering you cannot in a simulator costs nothing; discovering it in an evaluation costs the fee.

Including the weekends most backtests skip 28.4 million one-minute bars across 15 instruments, with an automatic journal that records every trade you take.
Open the free backtester →

Choosing a firm as a backtester

Rather than quote figures for firms whose pages could not be verified in this pass — prop firm rules change frequently and a stale table is worse than none — here are the rule shapes to compare, and which suits which trader.

Rule featureSuits you if…Hurts you if…
Static max drawdownYou expect to give back profit at times
Trailing max drawdownYou rarely retrace after gainsYour equity curve is volatile
Lower daily loss (3%)You size small and trade oftenYou hold wide stops
Best-day ruleYour results are consistentYour profit is concentrated in a few trades
Minimum trading daysYou trade regularly anywayYou wait weeks for one setup
No time limitYou are patient and selective
Weekend holding allowedYou swing tradeSee the gap table above

Check the current rules on the firm's own site before paying, and check them again on the day you start — these terms change more often than any other numbers in trading. Anything quoted in a review, including this page, should be treated as a starting point rather than a fact.

Frequently asked questions

What are FTMO's trading objectives?

As published on 17 August 2026: the 1-Step challenge requires a 10% profit target with a 3% maximum daily loss and a 10% trailing maximum loss measured at end of day, plus a best-day rule limiting any single day to 50% of total positive-day profit. The 2-Step requires 10% profit in Phase 1 and 5% in Phase 2, both with a 5% maximum daily loss, a 10% static maximum loss, and at least 4 trading days.

What does a 5% daily loss limit mean in pips?

On a $100,000 account it is $5,000. Trading one standard EURUSD lot at $10 per pip, that is 500 pips. At three lots it is 167 pips, and at five lots just 100 pips. Most challenge failures come from sizing against the profit target rather than against this limit.

Can I hold trades over the weekend in a prop firm challenge?

Many firms permit it, but the risk is significant and unmanageable once the market closes. Across 1,911,141 EURUSD one-minute bars from 2021 to 2026 there were 309 weekend gaps: the 99th percentile was 127.5 pips and the largest was 163.5 pips. At three standard lots that largest gap equals 4.91% of a $100,000 account, instantly, with no stop able to protect you.

How do I practise for a prop firm challenge for free?

Set a simulator to the exact challenge balance, write down your daily and overall loss limits in both dollars and pips, then backtest while genuinely stopping when you hit them. FXAbsolute allows this free with no account, replaying real one-minute data across 15 instruments, and its automatic journal shows whether you actually respected your limits.

What is a trailing drawdown and why does it matter?

A trailing maximum loss rises as your balance rises, so the floor follows your equity upward. This means giving back profit can breach a limit that a static drawdown would not. FTMO applies it on the 1-Step at end of day. Traders with volatile equity curves generally find static drawdown rules far easier to satisfy.

Why do most people fail prop firm challenges?

Position sizing that was never tested against the daily loss limit, trading through a limit in practice because there was no consequence, weekend gap exposure, and treating one large winning day as progress when consistency rules penalise it. All four are rehearsable in a simulator before paying an evaluation fee.

Fail the challenge for free first

Set your challenge balance and rehearse the exact rules on five years of real one-minute data — no account, no download, no fee.

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