prop-ev · is your challenge +EV?

A Monte Carlo of passing a prop-firm challenge given your per-trade edge — and whether the attempt is worth its fee. No hype, no 1000% ROI. Just the geometry.

Account size

Profit target %

Daily DD %

Total DD %

Total DD type

Phases

Min trading days

Consistency cap % (0=off)

Fee

Profit split %

Trades / day

Per-trade std (bps)

Your per-trade edge: +0.0 bps

P(pass)

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EV / attempt

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Set your numbers and hit run. The honest default edge is 0 bps — what you should assume until you've proven otherwise out-of-sample.

The model: each day is trades/day trades, each P&L ~ account × Normal(edge, std)/10⁴. Equity walks; daily & total drawdown checked every trade; target + min-days + consistency checked daily. Funded value ≈ target × account × split (conservative — one cycle of withdrawable profit). It's a go/no-go sanity tool, not a predictor. Presets and exact numbers vary by firm — verify their current T&Cs.

Open source · github.com/Makeph/prop-ev · same engine as the Python CLI · built out of an edge investigation that concluded most challenges are −EV by construction.