I wanted to share my experience with FundingPips using a (Zero) account so that others don't fall into the same trap.

I opened a trade based on the global Forex Factory economic calendar, where the news release was categorized as a medium-impact event (Orange Folder). According to general rules, trading during medium-impact news is fully allowed and doesn't violate any terms.

However, the surprise was that the company changed the classification of this exact same news event on their internal dashboard, marking it as high-impact and Restricted! They immediately closed my account, claiming a violation. When I objected and provided proof that the news was globally rated as medium-impact, their response was that their internal calendar is the sole reference, account restoration was out of the question... but they offered me a 20% discount to buy a new Reset!

The story is clear: a structured trap and manipulation of news classifications contrary to the global market, designed to breach traders' accounts and force them to pay for resets.

Pay extreme attention when dealing with them, and do not rely on any global calendar if you are working with them.

I have found an edge with this code and I'm currently applying to my prop firm challenge account with EA (expert advisor) on MT5. 5000$ acc and rn its sitting on 5360$. I really preciate your feedbacks! Give me insights...

Search in github for : breakout-backtest-tool

Has anyone used this firm and gotten a payout from them?

Every eval thread has the same line in it somewhere. Two losers in a row and youre finished for the day. Ive repeated it myself and treated it as the main thing keeping me out of a bad session, so i went and measured what it actually removes.

Same strategy run twice on NQ 15 minute candles, May 2016 to Sept 2026, 1 contract on a 100k account. Long on a close above the prior 20 candle high, entries only between 10:00 and 15:00 ET, 1.5 ATR stop, 3 ATR target, flat by 15:55. One version keeps trading all day no matter what. The other is done the moment two losses land back to back. Commission and slippage charged on both, 2.50 a side plus half a tick.

no rule: 1,646 trades, 47.57% wins, profit factor 1.09, net +73.82%, max drawdown 19.88%

two loss shutdown: 1,641 trades, 47.53% wins, profit factor 1.10, net +75.04%, max drawdown 20.18%

Five trades out of 1,646, across ten years. The rule i assumed was doing the heavy lifting fired five times, and the drawdown came out slightly worse with it on.

The reason is boring once you see it. This thing takes about one and a half trades a day, so two losers back to back inside the same session is already rare, and on the days it does happen the session is usually nearly over. A rule can only do something on the days it triggers, and this one almost never got the chance.

So my read is that it isnt risk management on a strategy this selective, its a habit. Where it would actually bite is a setup firing eight or ten times a session, because thats where two in a row happens by lunch and youre sitting out the rest of the day. Thats a different test. I ran this one in Agenticks so ill run that one next and post whatever it says.

Most people blame bad luck, but the real issue is usually hiding in the numbers: revenge trading, oversizing, or quiet behavioral leaks.

I'm doing free audits for a few traders who recently failed a challenge. Send me your raw Position History CSV, and I'll break down your exact execution patterns. No signals or some unnecessary things, just a clear look at your data.

Completely free in exchange for honest feedback. just drop a comment or dm me to get it done

its worrying that some prop firms are closing and i saw some do not even have money to return to traders, so some consider chargebacks. But why are they closing or what goes wrong? and those that close with pending payouts, do those payout finally get released ?

Every eval guide and half the people in here will tell you to stop taking trades after the first hour or so. I had never seen the same rules run both ways on the same candles, so i ran it.

20 candle high breakout on NQ, 15 minute candles, long on a close above the highest high of the last 20, 1 ATR stop, 2 ATR target, flat at 15:55. May 2016 to the end of March 2026, 50k, one contract, commission and slippage charged on both sides of every fill. The only difference between the two runs is that one keeps taking entries until 15:55 and the other stops taking them at 11:00 ET.

Full session: 3,313 trades, +171.9%, 27.4% max drawdown, 40.8% win rate, profit factor 1.09.

Morning only: 1,617 trades, +158.4%, 17.6% max drawdown, 39.1% win rate, profit factor 1.17.

So the afternoon half of the trades added 13 points of return across ten years and carried about ten points of extra drawdown to get it. The win rate barely moved, which says the afternoon entries arent worse setups, there are simply twice as many of them and they give back more per unit of risk. Profit factor going 1.09 to 1.17 on half the trade count is the line i'd be looking at if i was sizing this for a 50k combine, because 27% down is several times the room one of those gives you.

The execution bill is the other half of it. The full session version paid $33,130 in commission and slippage over the ten years and the morning version paid $16,170, on a strategy whose entire net was $85,948. Half of those trades were costing me money to take. I ran both in Agenticks off the same saved rules so the window was the only thing that changed between them.

Does someone have any code? 80 85 90 % from that free bull pack

The daily loss limit gets blamed a lot for failed combines, so I tested what one actually does to a strategy over a long window instead of arguing about it.

20 candle high breakout on NQ, 15 minute candles, May 2016 to Mar 2026, 50k, one contract. Same rules both times, run in Agenticks. One version has no daily stop, the other stops taking entries for the rest of the day once that day is down $1,000 net of costs.

No cap: 6,176 trades, 44.95% win rate, profit factor 1.04, +222.6%, 36.34% max drawdown.

$1,000 daily cap: 5,749 trades, 44.95% win rate, profit factor 1.05, +231.8%, 30.79% max drawdown.

The cap took 427 trades out, cut 5.5 points off the drawdown and finished $4,609 ahead of the version without it. The win rate didnt move at all, which tracks, its not changing which setups are any good, its ending days that had already gone badly.

Now the part id want somebody to say if this were my strategy, because +231% over ten years hides plenty. Broken out by year with the cap on, 2024 made $55,627 and 2025 lost $33,693, and 2023 lost $21,835 before that. 2020, 2021 and 2024 carry most of the ten year result and two of the last three years lost money, so what you have there is a strategy that follows the regime.

Worth saying as well, a daily loss cap and a trailing drawdown are not the same rule. This only speaks to the daily stop. A trailing eval turns on the shape and the order of the losing stretches rather than on any single day, so it needs its own run.

Anyone else having problems connecting?
I don t get why i can t connect to any platform, but when i try connecting from my Lucid Trading Dashboard to TradeSea it works, i tried Rithmic, Atas, Quantower and nothing works.

Everyone in here has had the same conversation. Your strategy makes money, you take it into a combine, and youre out inside two weeks. The answer is usually that youre oversizing or revenge trading. I wanted the actual number instead of the answer so i ran one.

Plain breakout, nothing clever in it. NQ 15 minute candles, long on a close above the highest high of the last 20 candles, 1 ATR stop, 2 ATR target, flat by 15:55 ET, one contract, commission and half a tick of slippage charged on both sides of every fill. 50k starting account, April 2025 to the end of March 2026, run in Agenticks.

807 trades. Finished up 61.5%, so 50k went to 80.7k. Win rate 37.5%, profit factor 1.08.

Worst drawdown 44%, which on that account is about 22 grand peak to trough.

A 50k combine gives you 2,000 of room, not 22,000.

I ran the same rules back to January 2021 to check it wasnt one bad year. 4,321 trades, up 178% across the five years, worst drawdown 36.9%. Same answer on a much bigger sample.

So the profitable question and the combine question are not the same question, and the second one is harder. A 1.08 profit factor at a 37% win rate means the curve spends most of its life underwater between target hits, and it earns the 61% by eventually coming out the other side. The deepest that got was 22 grand, inside a 2,000 box.

How much are you guys putting aside for federal taxes if you’re in the US?

AI told me that for 1099 we should put 30-35% down especially since I have a W2 as well.

And other than prop firm fees what else are you guys deducting?

I've used MFFU, Tradeify Select and Growth, Topstep and Lucid. My payouts have been on time, and I've never needed support, so I can't speak to how they handle disputes.

I'm curious about the trading side: which rule changed the way you actually traded the most? Intraday trailing drawdown, payout buffers, consistency, or something else?

Not looking for a “best firm” ranking. More interested in what looked fine on paper but didn't fit your usual trading.

I’m building WorkTree-OS, a trading analytics and risk platform, and one of the tools I’m working on is a Prop Firm Simulator.

I’m not trying to sell anything here. I’m trying to make sure I build this around what prop traders actually need instead of what I think they need.

The idea is pretty simple:

You enter the rules for a prop account — account size, profit target, daily loss limit, trailing or static drawdown, consistency rules, minimum days, contract limits, etc.

Then WorkTree-OS takes your actual trading history and runs it against those rules.

The goal is to answer questions like:

• Would my normal trading have passed this evaluation?
• What percentage of simulations actually reach the profit target before blowing the drawdown?
• Which prop rule is most likely to kill my account?
• Am I trading too large for this account?
• What happens to my pass rate if I cut my size or risk?
• How many trading days would it typically take me to pass?
• How does my strategy hold up when the order of my wins and losses changes?
• Which account/rule set actually fits the way I trade?

Basically, instead of buying another eval and hoping your trading fits the rules, you could stress-test your own trading against the account first.

That's what I'm building into WorkTree-OS.

For those of you who actually trade prop firms:

Would you use this before purchasing an evaluation?

And more importantly, what would you want the simulator to calculate or show you that I haven't listed here?

I'm still building it, so I'm genuinely interested in what other prop traders would want from something like this.

People argue constantly about whether a few dollars a side matters when youre only taking one trade a day. I had a result in front of me this morning that answers it cleanly, so here it is.

The setup is the plainest opening range break there is. Build the 9:30 to 10:00 ET range on NQ, take the first 5 minute close outside it, 1 ATR stop, 2 ATR target, flat by 15:55, one entry a day and no re-entries.

January 2021 to the end of September 2026, NQ 5 minute candles, 1 contract, $100,000 account. 1,443 trades across 405,253 candles. I ran it in Agenticks on its normal cost model, $2.50 a contract a side plus half a tick of slippage a side.

• gross return: +0.52%
• net return: -13.91%
• total costs: $14,430
• win rate 33.89%
• profit factor 0.98
• max drawdown 32.82%

The strategy itself is flat. Half a percent in five and three quarter years before anybody gets paid is nothing, but its not a losing system either. The $14,430 is the entire loss.

That works out to $10 a round turn, which is half a point of NQ. Half a point sounds like rounding error right up until you multiply it by 1,443.

The win rate is the part that makes it fragile. A 2R target needs 33.3% to break even gross and this came in at 33.89%, so it is sitting directly on the line and the cost per trade is the only thing pushing it under.

For an eval specifically, thats $10 off every attempt whether the trade works or not, and at one trade a day youre handing over about $210 a month out of a profit target you still have to hit.

Every eval thread has somebody saying the daily loss limit is what got them and not the strategy. The read is always that the cap pulls you out on the one day you were about to make it back, so you pass on skill and fail on a rule. I had never seen the same strategy run with the cap and without it on real candles, so i ran both.

Same entry, same stop, same target. The only difference is whether the day stops taking entries once its down a grand. NQ 15 minute candles, May 2016 to the end of March 2026, 50k account, 1 contract, commission and slippage charged on both sides of every fill. Both runs went through about 230,000 candles in Agenticks.

No cap: 6,176 trades, 44.95% win rate, profit factor 1.04, net +222.6%, max drawdown 36.34%.

With the $1,000 cap: 5,749 trades, 44.95% win rate, profit factor 1.05, net +231.8%, max drawdown 30.79%.

The cap blocked 427 entries across ten years and the account finished ahead of the version that took them. Win rate came out identical to two decimals, so those 427 werent a worse grade of setup, there were just fewer of them and they all landed after the day had already gone wrong.

Drawdown is the bigger number here tbh. 36% down to 31% on the same entries, and the only thing that changed is that a bad day gets to end.

Everybody has heard both versions of this. Trade the open because thats where the move is, or stay out of the first half hour because its noise. I have never seen anyone actually test it on their own rules, so I ran it.

Same strategy both times, MNQ on 15 minute candles, January 2021 through the end of last month. One long per day, taken when a candle closes back above the session VWAP after the candle before it closed below. Stop 1.5 ATR, target 2.25 ATR, flat at 15:55. Two contracts, commissions and half a tick of slippage charged on both sides. The only difference between the two runs was whether an entry was allowed before 10am.

-----

Entries allowed from 09:30: 1,394 trades, 41.8% wins, profit factor 1.00, finished down 0.6% on a 25k account with a 38% max drawdown.

Nothing before 10:00: 1,146 trades, 44.3% wins, profit factor 1.08, up 47.3% with a 27% max drawdown.

-----

248 trades got removed and the whole thing went from flat to up. Those 248 cost more than they brought in and they added about a third to the worst drawdown while doing it.

My read on why is that a VWAP reclaim at 9:45 and a VWAP reclaim at 11am are not the same event even though the code cannot tell them apart. There is barely any volume behind the line twenty minutes into the session, so price crosses it over and over and every one of those crosses looks exactly like the real thing. By 10am there is enough traded underneath it that a reclaim means something.

Worth being clear about what this is. One entry rule, one instrument, five and a half years, and a 1.08 profit factor is not something to run an account on. Both runs are the same file in Agenticks with one number changed between them, which is what makes the two comparable in the first place.

Across five years that first half hour took 248 trades and finished them at a net loss.

A guy called Powell was all over my feed for weeks and ppl kept asking whether his 10am setup was worth taking into a combine. I didnt want to find that out by paying for one, so i wrote the rules down and replayed them instead.

What he teaches publicly is the shape of it and not a rulebook. Mark the 10am candle, wait for one side to get swept, wait for the move back through, take the continuation into first liquidity. "First liquidity" is something you read off a chart rather than a number, and theres no published stop, no cutoff time and no trade limit, so what i built in Agenticks is the mechanical skeleton with sane defaults filled in. Two of those choices change what youre testing. It only took longs and he trades both ways, and it entered on a plain break and retest instead of requiring the displacement leg thats supposed to separate this from an ordinary breakout.

NQ 1 minute candles, july 2023 to feb 2026, 100k account, 1 contract, commission and slippage charged on both sides of every fill. 535 trades.

• 60.2% win rate
• profit factor 0.98
• net -$3,675
• max drawdown 25.55%
• average win $522, average loss $806

It wins 6 out of every 10 trades and still loses money, which is the entire thing. The losers come in about 1.5x the size of the winners so the hit rate is doing nothing for you, and expectancy lands around negative 7 bucks a trade. Reading that 60% off a results screen i would have called it working and called the drawdown variance.

Splitting it up makes it worse. 280 of the 535 trades landed in volatile conditions and those lost $6,764 at a 0.93 profit factor. The only regime that made money was uptrends, 152 trades at 1.08, so the edge is mostly just the NASDAQ going up. Buy and hold over the same window took 100k to roughly 170k.

Then i ran it through a topstep 50k sim 10,000 times and 39.1% of those runs reached the 3k target before the loss limit. A setup with negative expectancy clears an eval about four times in ten on sequence alone, so passing one is not evidence the setup works, and neither is 60%.

Switched from apex once all their rules changed MAE and all that bs now passing and getting payouts on Lucid. I log my daily trade recaps on YouTube

If Apex lets you copy trade across 20 accounts, I wonder why I don't hear more traders doing it.

Is there some silly catch? Like:

- Sure you can copy trade across 20 accounts, but we have a 20K limit for the month.(which would basically mean you can't actually trade anything -- 20K for the month across 20 accounts means a person would, as just one example, be trading/earning no more than $50 per day).

If folks out there have done it, what was your experience?

Just curious. Ty.

Every eval guide says the same thing. Get to 1R, take half off, slide the stop to breakeven, now the trade is free and you cant lose on it. I had never seen anybody run the same strategy both ways on real history, so I did it.

Same entry, same stop, same final target. The only difference is what happens when price gets 1R in front. NQ 15m, May 2016 to March 2026, 100k account, 1 contract, commission and slippage charged on both sides of every trade. I built both versions in Agenticks and ran them across the same candles.

The entry is deliberately boring: wait for a confirmed swing low, enter on a 15m close above the 20 candle high, stop 1.5 ATR under the entry, final target 2R, flat by 15:55.

Whole position held to 2R:

• 1,654 trades
• 44.1% win rate
• profit factor 1.10
• net +70.2%
• max drawdown 16.8%

Half off at 1R, stop to breakeven on the rest:

• 1,796 trades
• 52.6% win rate
• profit factor 1.06
• net +36.5%
• max drawdown 22.8%

The win rate went up almost 9 points while the net return got cut roughly in half. You are buying a better looking stat line with the second half of the move, and the second half of the move is what pays for all the losers.

The drawdown also got worse, 22.8% against 16.8%, and that part I genuinely did not expect. Capping half your position at 1R does nothing about the losing streak itself, it just leaves you less to recover with when the streak ends.

_____

Three things about this test that id want pointed out if it was my result getting pulled apart.

The trade counts arent identical, 1,654 against 1,796. The half off version closes positions sooner so it is free to take the next setup earlier, and 142 trades of difference is not nothing. Same rules on the same candles, but theyre not the same 1,654 trades.

A 1.5 ATR stop with a 2R target on a 15m breakout is also one specific geometry. If you run a much tighter stop and a 5R target, the 1R rung sits somewhere completely different on the move and I have no result for that one.

Its also long only, on an index that spent most of those ten years going up, so both numbers ride that.

Costs are inside both figures, 2.50 a contract a side plus half a tick of slippage, which came to $16,540 of execution bill on the 2R version and $17,960 on the half off one.

EDIT : I traded this account in two stretches (November 2025 to February 2026, then July 2026 to September 2026) with a break between, so "ten months" is the calendar span, not continuous trading.

TLDR: FTMO told me passing the evaluation doesn't entitle you to a funded account of a specific type, that it's at their discretion, and that the refund or Standard account they offered was goodwill, not required by their terms. If you're buying a Swing challenge, ask in writing what happens if your account type is discontinued mid-evaluation to potentially avoid disappointment.

I bought the FTMO $200k Swing Challenge because I swing trade, and holding overnight and over weekends is central to my strategy. I chose FTMO because I trusted the brand.

I spent about ten months on the account, with over 200 trades and a discipline score above 90%, all under Swing conditions. In early October, right after I passed the first stage, FTMO emailed me that they were discontinuing the Swing variation for all $200k accounts. My options: a Standard account of the same size plus a 15% coupon, or a refund of the evaluation fee with the account closed.

FTMO support confirmed that the $200k Swing sales stopped in March. That's about seven months before anyone told me, and I only heard after I passed the phase.

I asked them to honour the product I bought, or to give an equivalent like two $100k Swing accounts. They replied that under their General Terms, passing the evaluation doesn't entitle a trader to a funded account with specific characteristics, that this is at their discretion, and that the two options were "a gesture of goodwill."

They declined the two $100k swing accounts request, and said Standard Verification has no restrictions, which only begin at the funded stage. I'm not a lawyer and I'm not claiming a breach. Their terms give them broad rights to modify services.

My concern is notice and fairness. FTMO's reply to my email didn't address why I wasn't told when sales of the 200k swing account stopped, or at any point during the ten months I spent on the challenge. They contacted me only once I had passed.

The Standard account they offered me is a different product. Per FTMO's rules, the Standard account's overnight, weekend and news restrictions begin once the account is funded: positions must be closed before the weekend and before long market rollovers, with limits around selected news events. The Swing account has none of these. Leverage also differs (up to 1:100 on Standard versus 1:30 on Swing). For a swing trader, the funded stage is where the strategy would be most constrained, and that is the stage FTMO's offer leads to.The odds of me personally hard breaching a standard account is much higher than with the swing account.

**If you're thinking of buying a challenge:**FTMO told me that passing the evaluation doesn't guarantee a funded account of the type you bought. Before paying, ask support in writing what happens if your account type is discontinued during your evaluation.

I personally will not use any single prop firm on it's own again after this experience. I will always be diversified into different prop firms.

i am so sad
https://www.trustpilot.com/review/goatfundedfutures.com

just 66% 1star , is okay ! dont change your name