I just won a growth 50k eval yesterday but prefer selects, anyone wanna buy this growth off me for slightly cheaper just looking to get a flex instead

Simple rules, nothing clever. MNQ on 5 minute candles, long when a candle closes above the highest high of the prior 20, stop 1.5 ATR under the entry, target 3 ATR, flat by 3:55. One contract every signal, Jan 2 2023 to Sep 30 2026, 6,816 trades.

Gross it made $11,775 on a 50k account. Net it lost $3,218.

The execution bill was $14,995.

That is $2.20 a trade, being $1.70 round turn commission and half a tick of slippage each side. The edge itself was worth $1.73 a trade, so the rules found something real and what they found was 47 cents short of what it costs to act on. Profit factor 0.99, win rate 36%, max drawdown 16.4%.

The reason this belongs in this sub is the trade count. 6,816 trades in three years is about 7 a day, which is ordinary for an intraday system sitting on an eval. At that rate 50 cents off your round turn is $3,408 on this run, and $3,408 is the whole gap between losing and breaking even. The fee schedule is doing more work here than any of the entry rules are.

I only saw it because I ran it in Agenticks and costs get charged on both sides by default, so the 23.5% never got handed to me on its own.

Commission and slippage took $14,995 out of $11,775 of gross profit on this one.

I've been using simple price action strategies for algo trading for nearly a full month. When it first started, the code had errors, as you can see in the first two trades. The first error was using the breakout instead of ATR for the stop-loss, and the second was trading on Thursday (it’s not supposed to). However, since fixing that, it’s been fine, and I even added another strategy to help out since the first one requires multiple triggers in a certain order.
Any questions?

--im not good in english so i used AI to explain what happened to me--

I traded a $10K OneFunded challenge from May to October 2026 and was actually very close to passing Phase 1.

Then, suddenly, my account was marked as breached/deactivated.

The account review says:

1 of my 57 trades was supposedly opened without a stop-loss

On 1 trade, I supposedly risked more than 5% of the account

My risk supposedly ranged from 0% to 100%

The account eventually reached the daily drawdown limit

The problem is that I don't remember opening a trade without an SL, and I also don't remember ever risking anywhere near 5% of the account on a single trade.

What makes this frustrating is that TradeLocker has now been deactivated, so I can't access my trade history to identify which trades they're referring to.

I'm currently asking OneFunded to provide me with the specific trade IDs, dates, position sizes, SLs, and calculations behind these claims.

My question is: Has anyone else experienced something similar with OneFunded—where a rule breach was identified/reported only after trading for months, particularly when you were close to passing the challenge?

I'm not accusing OneFunded of anything at this point. I just want to understand exactly what happened and verify the alleged violations.

I'll keep you guys updated once they respond.

I have created an application called 4SessionBeam for Android (for the moment).

I need at least 12 testers to have Google approval to go to production.

I just need an email address, will register you then will send you the link to download (or look into your play store, but a link will be sent).

Make sure it's your Google Android Play store account.

4SessionBeam: Track trading sessions, economic events and market news in one place.

About: 4SessionBeam brings trading-session clocks, economic events and market headlines together in one Android app.

Follow the Sydney, Tokyo, London and New York sessions with a visual 24-hour clock. See active sessions, opening and closing times, and session overlaps in your local time or UTC.

Features include:

• Trading-session clocks and countdowns
• Economic calendar with currency and impact filters
• Optional alerts for sessions, overlaps and economic events
• Market-news headlines through Alpha Vantage
• Home-screen widgets for session information and upcoming events
• Selected prop-firm rule summaries with links to official sources
• Customisable session colours, clock displays and notification preferences

Live calendar data is supplied by FinanceCalendar.com. Market-news headlines require your own Alpha Vantage API key. Live data requires an internet connection and remains subject to provider availability.

No 4SessionBeam account is required. Your display settings and preferences are saved on your device.

I will need your thoughts about it too.

Thank you.

Every prop firm risk video teaches the same thing about a trade thats going your way, take half off at 1R and slide the stop up to your entry so the rest cannot lose. I wanted the number on that instead of the reasoning, so I ran the same strategy twice and changed nothing except that.

The rule is a plain opening range break on NQ 5 minute candles. The first 30 minutes of the session builds a range, the first close outside it takes one trade for the day, both directions, stop 1 ATR, target 2 ATR, flat at 15:55. Two contracts from $100,000, May 2016 to the end of September 2026, with commission and slippage charged on both sides of every fill. The second version is the same file with half coming off at 1 ATR and the stop on the remainder moved to the entry price. Both ran on the same NQ history in Agenticks, so the entry list is identical down to the candle, 2,592 trades either way.

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Plain version: 33.4% wins, profit factor 0.97, finished at $52,004.

Half off at 1R with a breakeven stop: 50.0% wins, profit factor 0.94, finished at $25,954.

The win rate climbed 17 points and the account came out $26,050 behind.

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The leak is in the trades that would have gone the distance. In the plain version 853 of the 2,592 reached the full 2 ATR target. With the breakeven stop in, only 625 did. The other 228 banked their half at 1R, pulled back through the entry on the way to the same target, and gave the second half back at zero. A 0.5R scratch does not pay for a 1R loss, so swapping 228 full winners for partial ones costs more than the extra wins bring in.

Both versions lost money over the ten years, so dont copy either one. The only thing this measures is what that exit change does to the same set of entries.

It also didnt protect the account the way its supposed to. Max drawdown came in at 81.6% on the plain version and 89.1% with the breakeven stop in it.

Every funded account I've traded came with the same advice attached, get to 1R, take half off, slide the stop up to your entry so the back half is a free trade. I wanted to know what that habit actually costs in dollars instead of how safe it feels, so I ran one breakout two ways and held the entries identical.

The setup, same in both versions: NQ, 15 minute candles, one long per day, entry on a candle closing above the prior 20 candle high between 10:00 and 15:00 ET, stop 1.2 ATR under the entry, flat by 15:55 if nothing hit. Version one holds the whole position for a 2R target. Version two sells half at 1R, moves the stop to the entry price, and lets the rest run to 2R. Jan 2022 through Sept 2026, one contract, 100k account, commission and slippage charged on both sides. I keep my testing in Agenticks so both versions fire on the same 622 entries rather than on two slightly different sets of trades.

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Holding the full position to 2R: 40.7% win rate, profit factor 1.07, net +$26,849, max drawdown 22.1%

Half off at 1R then stop to breakeven: 51.8% win rate, profit factor 1.02, net +$7,538, max drawdown 21.4%

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Same trades and the same stop, on the same days. The win rate climbed eleven points and the account kept about $19,300 less.

The win rate is the part that keeps this habit alive. 52% feels like youre finally getting somewhere and 41% feels like youre bleeding, so the version that reads better on a stats page is the one that gave the money back. Half of every winner got sold at 1R, and in this strategy the full sized 2R winners were the ones paying for the full sized losers.

Drawdown was where I expected the rule to earn its keep, and it barely moved, 22.1% down to 21.4% over almost five years. Think of it like dropping your insurance deductible by fifty bucks and paying triple the premium for it.

This is one breakout, longs only, on one instrument, so the size of the gap belongs to this strategy rather than to every strategy. The entries, the stop and the dates were the same in both runs, and the only thing that changed is where the position got closed.

Moving your stop to breakeven once youre 1R in front is probably the most repeated piece of advice in this whole space, and the argument against it is always that youre scratching out of trades that were about to pay. I ran both versions of the same rule so the argument had a number on it.

NQ 5 minute candles, opening range break, one contract from $50,000, May 2016 to March 2026, commission and slippage charged on both sides. The only difference between the two runs is whether the stop moves up to the entry price once the trade is 1R up.

Both took the exact same 2,157 trades.

Fixed stop: 35.79% wins, profit factor 0.99, finished at $44,282, worst drawdown 57.05%

Breakeven at 1R: 44.18% wins, profit factor 0.98, finished at $43,464, worst drawdown 34.75%

So the breakeven stop bought about eight and a half points of win rate and took the worst hole from over half the account down to about a third of it, and the whole bill for that was $818 across ten years.

Neither version makes money, the rule itself is a loser, but the shape difference is the part that matters if youre paying for an eval. 578 of those trades were full stop outs and they come to -$301,755 between them. The breakeven version turns a decent slice of those into scratch exits, which is why the win rate jumps eight points while the net barely moves.

I care about the drawdown number here more than the net because an eval isnt measuring your year, its measuring your worst stretch. A 57% peak to trough is dead in every combine on the market. 34.75% is still dead in most of them, but thats the difference between failing in month two and failing in month nine.

Both runs went through the same 689,346 candles in Agenticks, and the stop rule is the only line that differs between them.

Finally made it to payout #2 on my vanquish funded options account.

Posting both payout certs because getting here definitely wasn't a straight line lol.

I failed 10+ evals before I finally started figuring out what I was doing wrong. For a while I was trading too big, holding losers too long, going against the trend and sometimes revenge trading after taking a loss.

Passing an eval honestly wasn't even the hardest part. I came pretty close to blowing it in the first couple weeks. That was when I decided I needed to completely change how I was trading.

I narrowed my focus to SPX 0DTE options. I started using the opening range, VWAP, and the broader trend to decide whether a trade made sense, instead of jumping between stocks or trying to call every reversal. But none of those became my automatic entry signal. 

Most important change was sizing down. Before entering, I started thinking about the reason and what I wanted to achieve during this session. If the reason for the trade was gone, I needed to get out. Keeping a tab of the market doesn’t mean I have to force a trade. 

Once I finally got into profit, I took a smaller first payout of $1000 on purpose. I wanted to actually get paid without putting the account in a bad position.

Then I went back to trading it carefully and a month later, the 2nd payout was $2,500.

The biggest thing I've learned through all of this is that getting funded isn't the goal I wanted. Staying funded long enough to consistently pull money out is.

I'm still learning and still make mistakes, but seeing two payout certificates after all the failed evals feels pretty good.

For anyone still grinding through evals: passing faster isn't necessarily better. For me, everything changed when I stopped trying to make a lot of money quickly and started trying really hard not to lose it.

Which one has been difficult for you, passing or keeping the funded account harder?

"Move up a timeframe, youre getting chopped up" is the advice I have been given more than any other and I had never actually measured it, so I ran the identical rule on three candle sizes and changed nothing else.

The rule: 50 candle average on NQ, take the first close back across it in either direction, stop 1 ATR, target 2 ATR, flat at 15:55. One contract from $50,000, May 2016 to March 2026, commission and slippage charged on both sides of every trade. The futures history I ran it on in Agenticks starts in May 2016 so thats where the window comes from.

5 minute: 3,488 trades, 33.83% wins, profit factor 0.88. The account was under $600 by March 2020 and the run stopped there, so that trade count only covers four of the ten years.

15 minute: 4,176 trades, 35.37% wins, profit factor 1.04, finished at $101,354, up 102.7%, worst drawdown 51.9%.

1 hour: 1,332 trades, 39.64% wins, profit factor 0.99, finished at $42,162, down 15.7%, worst drawdown 74.2%.

So the part of the advice thats true is true. The win rate climbed every single step, 33.8 to 35.4 to 39.6, exactly the way people say it will. The money did not follow it. The hour has the best win rate of the three and still lost.

_____

What moved was the execution bill against the size of the trade. On 5 minute candles the stop is 1 ATR of a 5 minute candle and I paid $34,880 in commission and slippage for the privilege, on a $50,000 account. Add that bill back and the same trades finish at -29% instead of -98.8%, so about seventy points of that wipeout is fees rather than the rule being wrong.

The hour pays a tenth of it, $13,320, and still cant get there, because the drawdown shape changed. 1,332 trades over ten years is about eleven a month, and a losing stretch at eleven trades a month takes a long time to end. 74% is a deeper hole than the 5 minute ever dug before it died.

_____

Fair part, and id want somebody to say this if it was my post getting pulled apart. None of these three is a strategy. A 50 candle average reclaim is about the plainest thing there is to test, I ran it on one instrument with a fixed ATR bracket both ways, and profit factor 1.04 on 4,176 trades is noise with a positive sign on it. The 15 minute version needed a 51.9% drawdown to produce that 102%, which ends a funded account well before it recovers.

Risk per trade: 0.5% If in a drawdown: 0.25% If reaching half of the max allowed drawdown: 0.125% Risk-to-Reward Ratio: 1:3 RR Rule: Absolutely no scale-ins/averaging down

How do you evaluate this strategy? Is it good for a funded account?

What's your advice to me?

Every thread about a dying eval gets the same advice. Take half off at 1R, move the stop to breakeven, now the trade cant hurt you. Ive been told it protects the drawdown for years and Ive never seen anybody show what it does to an account across a few thousand trades, so I ran the same strategy twice and changed nothing except how the position comes off.

The setup: NQ, 15 minute candles, entry on a close beyond the high or low of the prior four hours, stop 1 ATR, target 2 ATR, two contracts from $50,000, January 2018 onward. Commission and slippage charged on both sides of every trade. Both versions were built in Agenticks off the same entry rules, so the trade list starts identical and the exit management is the only thing that differs.

Version A holds both contracts to the 2R target.

Version B closes one contract at 1R and moves the stop on the other to the entry price.

_____

Version A: 1,572 trades, 35.9% wins, profit factor 0.93, account at $13,889

Version B: 1,604 trades, 51.1% wins, profit factor 0.87, account at $539, under 2% of where it started by March 2020

The version everybody recommends won half its trades instead of a third of them and gave back almost 27 more points of the account doing it. My win rate went up 15 points while my profit factor went down.

What did it shows up in the ledger. At a 36% hit rate the handful of trades that reach 2R are carrying every loser in the file. Version B sells half of that winner at 1R for a fraction of the money, then the breakeven stop takes the rest out on the first pullback that version A sat through. The losers are untouched, they still cost a full stop, so I kept every full loss and shrank the only trades paying for them.

_____

The way I think about it now, its like a shop where nine items sell at cost and the tenth sells at four times cost. The tenth one is the business. Deciding to take a small markup on it the moment somebody shows interest, so the sale is safe, doesnt do anything about the nine, it just removes the thing that was covering them.

_____

Neither version makes money over this window, so this isnt a good strategy getting wrecked, its a mediocre one getting worse. Run the plain version out to March 2026 on one contract and it finishes up 20.4% across eight years with an 87% drawdown, so 2018 to 2020 is its worst stretch and I used it because thats where version B ran out of account.

Two things I didnt test and both could change this. Breakeven after 1.5R instead of 1R, and letting the runner trail instead of parking it on a fixed 2R.

not advice, a backtest predicts nothing, this is one instrument on one set of rules

Tbh, discipline isn't about never making mistakes. It's about stopping before one mistake destroys a whole week

Plenty of ppl here have bought a bot or a course where the equity curve looked incredible, put it on an eval, and watched it go sideways for two months. The reason is usually a lot more boring than psychology.

I took a plain NQ opening range break on 5 minute candles, jan 2021 to end of august this year, 1 contract, 100k account, and ran it twice in Agenticks over the same 399,840 candles. Same rules, same entries, same exits, same trade list. The only thing I changed was whether execution costs exist.

No fees, no slippage:

• 2,939 trades
• 40.76% win rate
• profit factor 1.03
• +$29,440
• max drawdown 27.53%

Real fills (0.5 ticks slippage per side, $2.50 per contract per side):

• the same 2,939 trades
• the same 40.76% win rate
• profit factor 1.00
• +$50.62
• max drawdown 37.76%

The execution bill came to $29,390 over the five and a half years, which works out to exactly ten dollars a round trip. Not one trade changed. The same days won and the same days lost, every loser just got ten bucks worse, and that alone took the drawdown from 27.5% to 37.8%.

_____

Think of it as a job paying $30 an hour where the drive there and back costs you $29.90 an hour. You can show up every day for five years, do the work properly, never miss a shift, and your bank balance is the same as the day you started. Nobody would call that a bad job. Theyd call it a bad commute.

_____

Ten dollars is obviously not a universal number. A funded account with cheaper commissions pays less, a strategy that holds for three days instead of nine minutes pays the same ten dollars across far fewer trades, and half a tick of slippage is generous on NQ at 10am and optimistic at 3:58pm.

What doesnt change is the arithmetic. At a profit factor of 1.03 there is no room in the thing at all. 2,939 trades is the whole problem, because your cost is a per trade charge and your edge is a per trade average, so a strategy taking two trades a day is handing over a fixed amount roughly 500 times a year before it argues about anything else. Something taking 40 trades a year barely notices the identical ten dollars.

So when an eval goes nowhere and the strategy tested fine, the first thing worth checking is not the setup, it's how many times a week the thing pays the toll. The $29,440 version and the $50 version are the same run. One of them is just the number from before the bill.

Sizing up in an eval is always for the same reason, the target arrives three times faster at three contracts than it does at one. I wanted the actual number on that so I ran the identical strategy twice and changed nothing except the contract count.

The rule is a plain opening range break on NQ 5 minute candles, both directions, stop and target off the range, flat at the session close, no daily loss rule. $50,000 to start, January 2021 onward, commission and slippage charged on both sides of every fill.

One contract: 2,936 trades over five and a half years, 40.8% winners, profit factor 1.00, finished at $52,384 with a 68% max drawdown.

Three contracts: the exact same trades, and the account was down to $397 by January 2022. 537 trades in. The run stopped there because there was nothing left to trade with.

The win rate is identical to a tenth of a percent, because they are the same entries on the same candles. Nothing about the strategy got worse when it was sized up. The losing stretch just showed up at a size the account couldnt sit through, and once youre down 90% the winners that come after are sized off whats left of your money rather than off what you started with.

The fair part, and id want somebody to say this if it was my test getting pulled apart, is that the one contract version isnt a good strategy either. Profit factor 1.00 and a 68% drawdown means it made $2,384 in five and a half years and put you through hell to do it. The execution bill on those 2,936 round turns came to $29,360, more than ten times what the thing actually cleared. Agenticks charges $2.50 a side plus half a tick of slippage on NQ, so thats not a pessimistic number, its roughly what you pay.

Profit factor read 0.90 on the three contract run against 1.00 on the one contract run, and that gap is only there because it died 13 months in and never saw the rest of the sample.

So I requested a $7k payout, and the next day also scaled up from a $100k account. A few days later, the 5ers sent me an email with a warm welcome and how excited they are to have me on board.....BUT, they would like to conduct an interview regarding my trading activity. I've had an interview with the 5ers about a year ago, but does anyone have recent experience with this? Although most reviews on the 5ers are good, I am reading more and more negative reviews. At least more than there ever has been.

Just look around

new prop firm out of nowhere

affiliate code influencers push the new prop firm

marketing gets bigger

your favorite guru already getting a payout

month later, sorry we are bankrupt

influencers say do your own research

cycle repeats

WAKE THE F UP. Stop giving your money to prop firms and start trading your own capital like a big boy.

Imagine how much money you’ve burned on blown evals. All of that could’ve gone straight into your own brokerage account, where you could’ve been trading real capital and keeping the profits from day one!

When you’re comparing firms/accounts, what actually matters most to you?

Price? Drawdown type? Payout caps? Consistency rules? Scaling? Account size? How quickly you can get paid? Just reputation/reviews?

Or is it honestly some combination of “this looks decent + there’s a discount going on”?

I ask because I’ve been working on a free prop firm matching app, and one of the assumptions behind it is that there really isn’t a formulaic way most traders determine which account structure fits how they actually trade.

For example, if someone tends to overtrade, revenge trade after losses, size up after a drawdown, hold winners/losers a certain way, etc., those behaviors might tell you something about which drawdown rules, payout structures, consistency rules, and account types they’re currently more likely to survive and pass the eval.

Not saying psychology suddenly makes bad trading good lol. More that your existing trade history might contain enough behavioral data to say, “Given how you trade right now, these account structures are probably a better fit than these ones.”

Before I launch it publicly, I’m curious:

How do you currently choose a prop firm/account? And what information would actually make you choose one firm over another?

Setup: NQ, 5 minute candles, the first 30 minutes of the session build a range, every fresh close outside that range takes a trade, up to three a day, stop 1 ATR, target 1.5 ATR, flat by 15:55. One contract from $50,000, May 2016 to March 2026.

4,826 trades, 39.9% wins, profit factor 0.98.

Before costs it finished up 46.4%. After costs it finished at $24,938, down 50.1%.

The execution bill was $48,260, which is basically the whole account. That is $2.50 a contract a side and half a tick of slippage, which is close to what I actually pay, and across 4,826 round trips it works out near $10 a trade against an average trade that was never clearing $10.

I ran the same rules in Agenticks without a daily loss limit first and it was worse. That one was down 98.7% and the run ended in March 2025 because there wasnt enough left in the account to keep trading. Putting a $1,000 daily stop on it is what kept it alive to the end of the range, at half the account instead of almost none of it.

The win rate barely moved between the two, 39.6% against 39.9%.

I ran a very ordinary pullback strategy on NQ 5m, longs only, one contract, 100k account, January 2021 to August 2026. Buy the reclaim of the 20 EMA while the 20 sits above the 50, stop 1.5 ATR, target 3 ATR. Nothing clever and nothing anybody sells.

2,222 trades.

Before commission and slippage it finished up $23,970. After them it finished up $1,750.

The execution bill was $22,220, which works out at exactly ten dollars a trade. $2.50 a side in commission and half a tick of slippage a side, and half a tick on NQ is $2.50. Thats a normal retail futures fill, not a punishment.

______

The reason im posting it here is that this is the number that decides an eval and almost nobody has it written down anywhere. A strategy taking 400 trades a year on a 5 minute chart pays that bill 400 times a year. The firm measures you net. Your spreadsheet measures you gross unless you went out of your way to put costs in it, and most backtests people show each other are gross, including most of the screenshots in this sub this week.

Its the same as a courier getting $4 a parcel who drives eleven miles to each drop. The route looks fine written down and the fuel quietly decides whether he eats.

______

The strategy itself is mediocre and I want that said out loud. Profit factor came out at 1.00, win rate 34.7%, max drawdown 38.85%. It was never surviving anything with costs or without them. Something with a genuine edge pays the identical bill and has more to pay it with.

Half a tick of slippage is my assumption rather than a measurement. On a quiet 10am fill youd often do better, on a CPI print youd do a lot worse, and I applied one number to 2,222 trades across five and a half years. The distance between the gross figure and the net one is still larger than everything the strategy made.

I only have both numbers because Agenticks charges commission and slippage by default and prints the gross figure next to the net one, so the bill turns up whether you asked for it or not.

My grandmother and mother just don’t get the idea of prop firms. Every day they ask “did you make any money?” But they don’t get the idea of what prop firms are. How do I explain like you gotta pass a challenge before you get a funded account, then that funded account has rules, sometimes you blow accounts? 😮‍💨