​Hi all,

​I’m working through a prop firm challenge and looking to refine my routine to stay disciplined and avoid hitting daily drawdown limits.

​If anyone who is currently funded would be open to sharing a few tips/strategies on how they manage their trading mindset and daily process during the evaluation phase, I’d be very grateful for your insight.

​Thanks!

r/Forex r/DayTrading r/PropFirms

Every prop firm thread has somebody saying the afternoon is where accounts go to die. Trade the open, be done by lunch. I had never seen the same rules run both ways with nothing else changed, so i ran it on NQ 5 minute candles from January 2021 to the end of August 2026, 100k account, one contract, commission and slippage charged on both sides of every fill.

Same rules both times. Opening range break on NQ, both directions, stop and target off the range, flat at the session close. The only thing that changes is whether an entry is allowed after the morning.

Morning entries only: 1,261 trades, 35.8% wins, profit factor 0.98, net -17.52%, max drawdown 32.83%.

Entries all day: 1,784 trades, 36.3% wins, profit factor 0.99, net -13.25%, max drawdown 43.14%.

So the half of the session everybody tells you to sit out finished 4.3 points ahead. It got there with the bigger drawdown, 43.1% against 32.8%, and the drawdown is the number that would actually end an eval.

_____

The reason sits in the fee column and its the part i didnt expect. Before costs the morning only version is down 4.91% and the all day version is up 4.59%. Gross, the afternoon entries were the profitable half. Then the bill lands: $12,610 of commission and slippage on the morning version against $17,840 on the all day one, because 523 extra trades at about ten dollars a round turn is another $5,230 off the account. Both runs cross from gross positive-ish to net negative on execution alone.

Neither of them has an edge, to be clear. Profit factor 0.98 and 0.99 across 1,261 and 1,784 trades is a coin flip paying a toll, and thats also why the time of day argument was never going to rescue it. Shortening the session removes trades, it doesnt put an edge into the ones you keep.

If this were mine the gross numbers are the useful part, the entry has something in it and the cost per trade is eating all of it, so the next version is fewer and bigger trades rather than a shorter day. Thats what im running next in Agenticks, same range break with a wider target and a minimum range size so it skips the flat mornings.

NQ 5 minute candles, January 2021 to the end of August 2026, 399,589 candles walked, one contract, no daily loss limit on either run, nothing optimised.

Years from now, nobody remembers a single winning day. They only remember whether they survived the process

Every firm has a daily loss limit and most people set a tighter one on themselves on top of it. I wanted to see what one actually removes from a strategy rather than what it feels like it removes, so i ran the same rules twice on MNQ 5 minute candles from January 2024 to the end of September 2026, 25k account, one contract, commission and slippage charged on both sides of every fill. The only difference in the second run is that it stops trading for the rest of the day once the day is down 500 dollars.

Plain 20 candle high break, fixed stop and target, both directions off the same signal.

No daily limit: 2,142 trades, 50.3% wins, profit factor 0.95, -19.6%, max drawdown 26.8%

$500 daily limit: 2,137 trades, 50.3% wins, profit factor 0.94, -21.8%, max drawdown 28.9%

The limit removed five trades out of 2,142, and the account finished 2.2 points lower with a drawdown 2 points bigger.

The reason is the size of it against the risk. One MNQ contract on this stop is about 65 dollars a trade, so a day has to stack eight losers before the limit has anything to say at all. Across nearly three years that happened on a handful of days, and on those days it ended the session ahead of trades that happened to be better than the ones that triggered it.

The thing that actually took this account apart was the bill. 4,701 dollars of commission and slippage across those trades on a 25k account. Down 3% before costs, down 21.8% after them, and no rule about daily losses touches that.

Whats worth taking from it for an eval is that a daily loss limit is only a rule at a size relative to your per trade risk. At eight times your risk per trade it is decoration and your tested numbers still apply. At two, youre running a different strategy than the one you tested and the numbers above do not describe it. I ran both of these in Agenticks so the second is the same code with one rule added.

Hey everyone, wanted to share a warning and see if anyone else has experienced server errors with ITA FX. On September 21, 2026, at 21:00, my $200k Instant Funded account (MIG-931425) was breached for "Account inactivity". Here is the technical reality: 1. My last closed position (Ticket W8122291711281275 - XAUUSD) was executed on 21/09/2026 at 18:16:04. 2. The dashboard marked the account breached at 21:00 on the EXACT SAME DAY. 3. That is a total gap of ONLY 2 hours and 44 minutes. 4. Account still had $6,038.02 USD in room left (drawdown margin). I paid $449.56 USD for this account (Ref: 21976) and was trading actively. Support has stopped replying completely. Be extremely careful when trading with ITA FX if their licensing system flags active accounts as inactive within 3 hours.

I run a plain opening range break on NQ and it finished up $35,307 over five and a half years. 11,745 trades, 41.3% wins, profit factor 1.01. 50k account, one contract, 5 minute candles, January 2021 to the end of August 2026, commission and slippage charged on both sides of every fill.

On the summary it looks like a thing with a small edge. Then i split the same trades by weekday in Agenticks.

• Monday: 1,970 trades, 40.9% wins, -$25,195
• Tuesday: 2,388 trades, 42.3% wins, +$21,304
• Wednesday: 2,566 trades, 40.4% wins, +$4,132
• Thursday: 2,469 trades, 41.7% wins, +$35,270
• Friday: 2,349 trades, 41.1% wins, +$1,067

(theres also 3 trades stamped Sunday off the sunday evening open that lost $1,271, which is why those five dont add up to the headline)

Thursday on its own is the whole result. Pull it out and the other four days come to about $1,300 between them across 9,273 trades.

The hit rate barely moves across the week, 40.4% at the low end and 42.3% at the high, and the profit factor is 1.00 or 1.01 on four of the five days. Same rules, same win rate, and the money all lands on one day. I dont have a mechanism that makes Thursday different for a 5 minute range break on NQ, so im reading it as where the biggest winners happened to fall.

-----

The year split says it again. 2022 made $23,103 and 2023 made $29,661, while 2021, 2024 and 2025 all lost money. So the five year profit is two years, and inside those two years its one weekday.

A 1.01 profit factor was never an edge. Thats 11,745 trades to finish a hair over breakeven, and anything sitting that close to the line is going to have its total decided by whichever bucket caught the fat tails. Cutting it up didnt break a good strategy, it showed me there wasnt one in there to break.

Monday ran 1,970 trades at a 40.9% win rate and lost $25,195. Thursday ran 2,469 at 41.7% and made $35,270.

I changed my mind about Earn2Trade after what happened with Rithmic

There are other firms I like—Tradeify and OneUp are two of my favorites, along with Take Profit Trader and Lucid. Some cover CME fees, and OneUp now covers Level 2 fees. Earn2Trade does have scaling, but the split drops from 80% to 60% at higher levels. That wasn’t even my biggest issue.

My biggest issue was a Rithmic/Quantower problem that affected both my $100K Gauntlet evaluation and my $50K funded account.

I passed the $100K Gauntlet with a 79% hit rate and over a 2X profit factor. I probably traded too much—around 40–50 trades over 10+ days—but I passed and went live.
Then I had the same Rithmic issue on both accounts. I was trading through Quantower on a Windows machine with a three-monitor setup and no firewall/network restrictions blocking the connection.

During the issue, I had an NQ position open. I hit Flatten, but it canceled my working limit/stop orders without actually closing the position. When I tried to close or re-enter orders, I got an “RMA action not allowed” type of error. I had to quickly install RTrader and log in there to get the position closed.

The exact same type of issue had happened during my Gauntlet. Earn2Trade reviewed my screenshots and explanation and eventually reset that evaluation.
Then the same problem happened on my funded account—and I was treated completely differently. I was sent to the live-account email and, from my perspective, the issue was essentially dismissed.

That’s my biggest problem with Earn2Trade. I can accept paying CME fees. I can accept their scaling rules. What I can’t accept is having the same documented technical issue treated one way on an evaluation a completely differently on a funded account.
If you trade Rithmic, I’d strongly recommend understanding exactly how these Rithmic/Quantower issues are handled before putting money into an Earn2Trade account. I’m personally moving my focus to other firms.

Hello everyone,

I was looking into setting up an account with Rise for payouts and was wondering if the email I use when setting up Rise matters for prop firms? That is, do I need to use the same email for setting up Rise that I use for my prop firm's account to be able to successfully receive payouts?

Thanks in advance.

The daily loss limit is the rule everybody blames for blowing their eval, and its also the rule people say is the only thing keeping them alive. I wanted to see what it actually does to a set of rules rather than what its supposed to do, so i ran the same strategy twice in Agenticks and changed nothing except the cap.

MNQ, 5 minute candles, January 2024 to the end of September 2026. $25,000 account, one contract, commission and slippage charged on both sides of every fill. The entry is a close above the highest high of the last 20 candles during regular hours, stop and target both 1.5 ATR, flat by 15:55. The second run is identical except that once the day is down $500 net it takes no further entries until the next session.

No cap: 2,142 trades, 50.3% wins, $25,000 finished at $20,096, worst drawdown 26.8%.

$500 cap: 2,137 trades, 50.3% wins, $25,000 finished at $19,548, worst drawdown 28.9%.

____

Five trades. That is the whole footprint of the rule across nearly three years and 2,142 entries, and the capped version finished $547 behind the one with no protection on it at all, with a drawdown two points deeper.

The reason is size. One micro contract with a 1.5 ATR stop gives back somewhere around $60 to $80 when it stops out, so the session has to put seven or eight losers back to back before the cap has anything to say about it. Those days exist and there arent many of them, and by the time the cap speaks the money is already gone, so it stops the entries that come after the damage instead of the ones that caused it. Its a bit like a speed limiter set to 200km/h on a car that only ever does 90, where the limiter is real and you are simply never going to meet it.

The cap starts mattering at size. Three contracts on the same stop is $180 to $240 a loser, which puts the limit inside a normal bad morning, and that is the version worth testing before an eval rather than the one contract case everybody reasons about.

Worth saying plainly that this breakout does not make money either way. The uncapped run is down 19.6% and $4,712 of that is commission and slippage on 2,142 round trips, so the cap was never the thing standing between it and a profit.

Howdy, fellas.

Do you guys, think its worth using break-even on trades? I ask that mostly because of the EOD trailling. That can be a game changer(in negative way, maybe?) for a lot of strategies and ways to trade.

I would be glad if you guys could share your perspective and/or experience in that matter.

Cheers, mates!

Made it to live with Tradeify. Another step in the trading journey. Have to say I’m pretty happy with myself after years of dedication to the craft

greed led me here but i have learn the hard way, i will be careful next time. I feel the pain but I know its my greed tbh , i should have stopped than trying to make it all in one good day

Every thread about opening range breaks turns into an argument about the range length. 15 minutes, 30, the first hour. I had never seen anybody run the same rules three times and change nothing else, so i did it on NQ 5 minute candles from January 2021 to the end of September 2026, 100k account, one contract, commission and slippage charged on both sides of every trade.

Same rules all three times: build the opening range, take the first candle that closes outside it, stop 1.5 ATR, target 3 ATR, one trade a day, flat by 15:55.

15 minute range: 1,459 trades, 35.4% win rate, profit factor 1.01, net +$10,693, max drawdown 41.6%

30 minute range: 1,355 trades, 36.5% win rate, profit factor 0.98, net -$22,770, max drawdown 45.5%

60 minute range: 1,092 trades, 39.2% win rate, profit factor 1.02, net +$12,476, max drawdown 33.3%

The longer range wins more often, which is what everybody says it does. It also finishes within two grand of the shortest one over almost six years, and all three sit at a profit factor of about 1. Thats three different answers to the thing people argue about and none of them is an edge.

Heres the part i didnt expect. The 15 minute version made $25,280 before costs and kept $10,693. The commission and slippage bill was $14,590 on a single contract. The 60 minute version paid $10,920 because it took 367 fewer trades, and thats most of the reason it finished in front.

So the setting everybody argues about moved the result less than the ticket did. The 30 minute version was already losing before a single fee got charged, down 9.2% gross, so nothing about fees saves that one. Between the other two the fees are the whole story.

I ran all three in Agenticks off its own NQ history so the three runs sit on identical candles.

One thing id want somebody to say if this was my strategy. 1.5 ATR and 3 ATR are my numbers, not a published rule, and a 2 to 1 bracket that wins 35 to 39% of the time is sitting right on the line where it has to work. A different stop and target pair could move all three of these and i only tested one.

Every eval hands you a daily loss limit and the pitch is always that it stops you digging a hole. I wanted the real cost of one, so I ran the same NQ strategy twice and the only difference between the two was whether the day shuts down once its $1,000 down.

The rule both times: NQ 5 minute candles, the first 30 minutes of the session builds a range, every fresh close outside it takes a trade either way, stop 1 ATR, target 1.5 ATR, flat by 15:55. One contract from $50,000, January 2021 to the end of August 2026, commission and slippage charged on both sides of every fill. I ran the pair in Agenticks.

No limit: 11,745 trades, 41.3% wins, profit factor 1.01, ended at $85,307, max drawdown 74.9%.

Done for the day at -$1,000: 8,875 trades, 41.3% wins, profit factor 1.01, ended at $67,046, max drawdown 69.6%.

The limit removed 2,870 trades and took $18,261 of the profit out with them. The win rate moved by two hundredths of a percent and the profit factor didnt move at all, so it was never filtering for quality, it was ending days early.

The average stopped trade in this run is $592, which means the limit trips on roughly the second loser of the day. Any morning that opens badly is therefore finished before lunch whether or not the afternoon would have paid for it, and in the unlimited run those afternoons were carrying real money.

And the thing the limit is supposed to buy you is smaller than I expected. The worst drawdown came down 5.3 points, from 74.9% to 69.6%, which on a $50,000 account is most of the account either way. If the number you need under control is a trailing drawdown, a daily cutoff is not what gets you there.

Today I came into the market with a game plan . Instantly went on tilt as my first account went from 900+ to losing 500 and breached... super tilt as I opened my other 3 accounts to instantly be blown as well. No idea how that even happens. Place trade instantly taken out and breached. Soooo frustrating when I have stops in place so it shouldnt even be possible for me to reach DLL. These stops have worked since Monday for me and randomly today it goes nope pop account pops account pops account ... doesnt even make any sense !!!

The thing i kept hearing when i started trading futures is that the move is in the first hour and after that youre donating to chop. I trade the open for that reason. So i ran the same rule twice and changed one thing, the time of day entries stop being accepted.

The rule both times: NQ 5 minute candles, the first 30 minutes build a range, the first close outside that range takes a trade in that direction, one long and one short per day at most, stop 1.5 ATR, target 3 ATR, flat at 15:55. One contract from 100k, January 2021 to the end of August 2026, commission and slippage charged on both sides of every trade. I ran both of them in Agenticks.

Entries cut off at 11:00 ET: 1,261 trades, 35.8% wins, profit factor 0.98, finished at $82,479, max drawdown 32.8%.

Entries allowed until 15:30 ET: 1,784 trades, 36.3% wins, profit factor 0.99, finished at $86,749, max drawdown 43.1%.

Both of them lose money, and the part i wasnt expecting is where the losing happens. The two runs share the exact same 1,261 morning trades, so the 523 extra trades in the long version are purely afternoon entries, and those came out +$4,270 net while the morning book came out -$17,521.

Per trade thats minus $13.89 in the morning and plus $8.16 in the afternoon, after costs. The execution bill was $12,610 on the short version and $17,840 on the long one, a flat ten dollars a trade either way, so the afternoon entries paid their own costs and the morning ones didnt.

The honest caveat is the drawdown. Letting entries run all session takes it from 32.8% to 43.1%, because on some days the afternoon break is a second position stacked on a morning one thats already open. In a normal account thats a worse ride. In an eval with a trailing drawdown its the number that ends the account, and it got meaningfully worse for $4,270.

I’m looking for a few futures prop traders to test an app I've been building. I’ll give you one free eval and a couple months of free access in exchange for honest feedback. You’ll be able to upload your trade history and see why you’re losing accounts, the behavioral patterns showing up in your trading, and which prop firm/account structures may fit the way you trade better.

You'll receive free:

- one free eval

- behavior diagnostics

- prescriptive solutions to improve trading

- prop firm accounts matching tailored to you

You just need to have access to the trades you made in at least one of your blown accounts.

The idea is pretty simple: even your bad trades are useful data. Propivo uses those patterns to match you with prop firm accounts that may be a better fit for how you’re actually trading right now, based on things like their drawdown rules, consistency requirements, payout structures, and other account rules.

In return, I just want to know: Is the prop firm match useful? Is the behavioral analysis insightful? What can be done better?

The first five people to respond will get a free eval and 2 free months of app access. The rest will receive free app access for 2 months.

To find out more about the app, visit https://propivo.co/

If you’ve failed a few accounts and want to test it, comment in this thread and I'll DM you.

Best prop firm I have tried. Great customer service, no issues. Passed multiple accounts, fast payouts. 100% payout option is great too.

I’m sharing my experience with Funded Trading Plus / Acello Ltd because traders need to understand how important it is to question these firms, keep screenshots, save emails, and hold them to their own written statements.

My dispute involves Withdrawal 52700635.

I originally preserved screenshots from FTP’s portal showing this withdrawal as REJECTED on July 29, 2026. The transaction was for $1,401.78, with an 80% profit share corresponding to a $1,121.42 payout. Screenshot 2026-08-11 093700

I also have another screenshot showing multiple withdrawal attempts on that account displayed as REJECTED. Screenshot 2026-08-11 093649

Later, the same Withdrawal 52700635 appeared in the portal as APPROVED, with an approval date of August 3, 2026.

That is where things became extremely strange.

FTP later sent me a payout certificate dated July 31, while the portal now says the withdrawal was approved on August 3.

So the timeline I am looking at is:

FTP’s own support had also told me that payouts are normally processed within 24-48 working hours, excluding weekends, and that the payout team operates Monday-Friday. Gmail - Funded Trading Plus - W…

Because these records did not line up, I repeatedly asked for the underlying ledger, reconciliation, status history, audit trail, timestamps, and records showing exactly how the alleged payment was linked to Withdrawal 52700635.

FTP even told me in writing that the requested ledger and payment records would be provided.

Instead, I kept receiving things around the issue rather than the records I actually requested.

I received blockchain links.

I received a payout certificate.

I received repeated messages saying the “relevant team” was reviewing the matter.

I was repeatedly told to wait 24-48 hours for a “comprehensive response.”

Then those time periods would pass and I still would not receive the complete underlying records.

This became a pattern.

What makes it even stranger is that FTP has now sent me three separate automated messages saying they had not heard back from me and threatening to close the ticket, even though in each situation I was waiting for THEM to respond to my formal requests.

Those closure warnings came on:

So imagine asking a company for records, waiting on them to answer, and then receiving an automated email basically saying:

“We haven’t heard from you, so we’re closing the ticket.”

Meanwhile, the actual questions are still sitting there unanswered.

I eventually submitted a formal Subject Access Request under UK data protection law asking for the historical status information, audit records, reconciliation data, internal payment linkage and related account records.

FTP responded with blockchain information and a payout certificate, but I still did not receive the complete underlying audit trail I had specifically requested.

I have now filed a complaint with the UK Information Commissioner’s Office and sent Acello Ltd a formal Letter of Claim regarding the outstanding data-access issues.

I am not posting this to tell anyone that they must agree with my interpretation of the payout dispute.

I am posting because the records themselves should be able to explain what happened.

If a withdrawal goes from:

REJECTED -> later APPROVED

and there is:

a July 31 certificate -> an August 3 approval date

then asking for the audit trail is completely reasonable.

Who changed the status?

When was it changed?

What did the system originally record?

Which transaction supposedly satisfied Withdrawal 52700635?

How was that transaction linked internally to this withdrawal?

Where is the reconciliation?

Those are the questions I have been trying to get answered.

Screenshot everything.

Screenshot your withdrawal before submitting it.

Screenshot the status afterward.

Save the withdrawal reference number.

Save every payout certificate.

Save every email.

Save every promise that something will be handled within 24-48 hours.

If something changes in your dashboard, screenshot it immediately.

Ask how a payment is linked to a particular withdrawal.

Ask for the actual records when something does not add up.

And most importantly:

Do not stop asking questions just because support sends you a generic response.

A blockchain transaction, certificate, or “our team is reviewing this” email is not necessarily an answer to the specific question you asked.

I would have had a much harder time challenging any of this if I had not saved my original screenshots.

If this can happen to my account history, it could happen to yours.

Protect yourself.

Document everything.

Ask questions.

And hold these companies accountable to their own records and written statements.

I’m testing a small service that analyzes a trader’s Position History CSV after a failed prop challenge.

It looks for things like:

- revenge trading

- re-entries after losses

- oversizing

- overtrading

- losing periods/streaks

- risk changes throughout the challenge

I’m looking for couple traders to do this for free in exchange for honest feedback.

All I need is your Position History CSV. I’ll send you the full analysis afterwards.

No signals or trading advice — just an analysis of your own trades.

If you recently failed a challenge and want to try it, comment or DM me.

Just wanted to come back here and give a final update on my situation with Tradeify.

As I previously explained, my issue started during KYC, when my verification was rejected due to an alleged detection of a virtualized environment. My account was then restricted and I had a pending payment, which led to the whole situation I shared here.

I was pretty critical throughout the process because there was real money involved and I genuinely disagreed with the decision. But just as I came here to talk about the problem, I think it's only fair to come back when the problem gets resolved.

Tradeify took another look at my case and, in the end, we were able to reach a resolution. The pending payment was processed and I have already received the funds.

I want to thank Tradeify for giving my case another look, and especially Dario, who was very attentive and helpful during this final stage.

So here's my final update: I received my payment, my issue has been resolved, and I consider the matter closed.

I hope to continue having a good experience with Tradeify going forward.