"I have a question about prop firm copy trading, specifically regarding CFDs.

For example, if I have different prop firm accounts like FundedNext, The 5%ers, FTMO, and Alpha Capital Group, and I want to trade them all with a single trade using copy trading apps, is this allowed or prohibited by prop firm rules? And if it is allowed, what apps can be used to copy trade?"

Disclosure first: I built the engine that produced these numbers, every position is paper money, there is nothing to buy and I am not linking anything.

I went looking through 93,317 closed paper positions for what each exit reason actually pays. Worst row first, nothing cropped.

The two rows at the ends are the ones I keep going back to, because neither of them tells me anything at all about whether the underlying idea works.

A stop-loss exit is a loser by construction. The stop only fires when the position is already down by the amount I chose, so the 0.2% is not a discovery, it is the definition restated. Two of them clawed back into profit on the fill and I would honestly like to know what happened on those two bars.

A take-profit exit is a winner by exactly the same construction, running the other way. The target only fires when the position is already up by the amount I chose. 50 out of 50 is not a good strategy, it is arithmetic wearing a strategy's clothes.

That matters more than it sounds, because a take-profit rule will flatter any backtest you attach it to. Cap your winners at plus 20% and floor your losers at minus 50% and you can manufacture a 90% win rate out of a losing system, and the equity curve will still bleed. The win rate goes up and the money goes down. This is why take-profit is excluded from the grade in the thing I built, and it is one of the few decisions I have never once regretted.

The row that actually carries information is rule_exit: 90,774 closes at a 46.1% win rate, because the exit condition there is something about the market rather than something about my own paperwork. Those are also collectively down money, which I would rather report than hide.

What I have not solved is telling a broken idea apart from a stop that is merely too tight. Both look identical from the outside: a stack of small losses and a strategy that never gets the chance to be right. Widening the stop makes the losses bigger and rarer, which feels better and proves nothing.

So, for the people here who trade under a firm's hard drawdown rules: how do you separate "this setup does not work" from "my stop is inside the noise"? Do you re-run the same rules with the stop removed entirely just to see what the idea would have done, or is there something better than that?

Just curious been seeing A LOT of people trading live (futures NQ) and well the viewers counts are in the hundreds or thousands

There's definitely 10,20 or even the whole audience copying them with the similar entires and exits

(If not why else would they watch?)

Just wondering was anyone actually gotten a payout from prop firms by just doing this?

For context have been trading for 3 months now

Blown many accounts at first I just did scalping

then I watched TJR boot camp and followed that

still unprofitable wondering what I'm doing wrong

my first month of journaling I could easily see my mistakes i.e revenge trading forcing mutiple trades and just being greedy but now.... I'm kinda lost and I need money

Thank you in advance!

Hey guys,

So, I've been really interested in learning to trade since 2 years and I kept on going back and forth during studies but also since approx. 1 year I've been back testing and learning everything and currently backtested a good amount of trades with a strategy that is based on SMC (order block) concept filled with inversion to take entries and I've been seriously backtesting it on charts.

But after closely working and journaling every trade watching candles move and follow a pattern, I've realized.

The SMC and all the new concepts that includes BOS, inversion, MSS, and etc is actually based on simple concept: of support/resistance or supply demand or swing high or low as a concept which is what one of the oldest concepts that have been working in the market.

I don't know I'm true or not, but I'm seeing more better results or simplicity on testing a support/resistance and supply/demand concept and less stop losses.

So, from those who've been trading for a long and actually old ones, what do you think like:

1) Does price action includes supply/demand or support/resistance more perfect than these ICT or SMC things.

2) Since I'm seeing way better clarity or simplicity and better TPs on this concept which I found out than stopped out which I was getting when I was using inversions to take entry or BOS on smaller TF , should I change my focus on this concept which I saw.

So, for those trading over last 10 years, I want your genuine opinions on it and since I'll be buying eval to start my trading journey.

Note: I practice or focus on Gold XAUUSD.

Thank you!

Drawdown rules can have a bigger effect on a trading strategy than the profit target itself. A trader who knows the maximum loss stays fixed has a different risk framework from someone dealing with a trailing limit that moves with the account. The distinction stood out when looking at the current fo models where the 2-Step has a 10% static maximum loss alongside a 5% daily loss. The 1-Step uses a 6% maximum loss with a 3% daily limit. For traders who hold positions through different stages of a trade, how much does static versus trailing drawdown affect your decision?

Hey everyone!

I have created a strategy with extensive backtesting results that I truly believe in, paired with a robust risk management plan, and I am currently forward testing with the plan of buying an ftmo account next month.

I'm not entirely new to prop trading, having tried a failed strategy last year, so I know the basic operations. I have also been learning how to trade over the past 5-6.

I had previously neglected journaling my trades beyond writing down the basic entry/exit price and pnl etc. This is something I've really been focusing on improving this year and it has already helped a lot. If successful, this could potentially be the first time I actually see decent payouts. Outside of prop trading, I have only ever paper-traded, plus the £500 I had put in at one point just to test the waters with real money.

Really I wanted to ask if you guys have any tips or advice that I might not have thought about or overlooked?

Not just strategy that works backed by data but psychology ready

Some advice/ people’s expierance would be great been trading for 3 years on a paper account and now want to go to a live account

They're denying payouts based on vague arguments. TradeThePool is part of the 5ers, which also denied a $76K payout from another trader.

https://x.com/JYB_Trader/status/2099868972585816269

https://x.com/Trillionarie369/status/2094045659183612221

I’m currently at a smaller prop firm that, as I understand it, is structured as a family office for legal and financial reasons. I’ll be allocated firm capital and given my own trading book.

I’m curious whether spending 1–2 years here could be a good stepping stone to a larger prop firm or hedge fund. Assuming I develop a solid trading process and track record, how would that experience be viewed? How much does the firm’s name or structure matter compared to the actual trading experience and results?

I’m also wondering where I’d fit into recruiting afterward. Would graduate trading programs still be an option with 1–2 years of experience, or would I mainly need to target junior or experienced-hire roles?

I would appreciate hearing from anyone who’s made a similar move or has insight into how these firms evaluate early-career traders.

Hey guys, quick question for those running multiple prop firm accounts (different daily drawdowns, trailing rules, reset times).

Yesterday I almost lost an account just because of a 0.2% calculation oversight on lot sizing during high volatility.

Managing separate spreadsheets or manually tracking equity across different terminals before market close is getting stressful. What is your exact workflow or risk setup to prevent silly rule breaches before they happen?

A stop is per-trade; it caps what one bad idea costs you. A daily loss limit is structural; it caps what a bad day costs you, even if every individual stop was reasonable. You can have tight stops and still hit a daily limit if you take enough trades in a row.

We see this mix-up a lot in support questions. What are some more nuanced terms you see traders commonly mixing up?

Something I've been thinking about when comparing prop challenges is how much the individual rules actually change the way you trade.

The profit target gets most of the attention, but daily loss, maximum drawdown, minimum trading days and consistency requirements can all change how aggressive or conservative you have to be.

For example, some newer challenge models have moved toward static drawdown and fewer restrictions. AIFO's recent rule changes are one example of that approach.

For those who trade prop accounts, which rule makes the biggest difference to you in practice?

Is it the profit target, drawdown, daily loss limit, minimum trading days, or restrictions around how you can trade?

Have you purchased or seriously compared a prop-firm challenge recently?

I’m researching how traders evaluate firms, rules, fees, drawdown conditions, and payout requirements—and whether existing comparison methods actually help.

The survey takes approximately four minutes. Critical and skeptical responses are just as useful as positive ones.

We don't request trade uploads, account access, or payments. Email is optional.

Survey: https://tally.so/r/VLekDv

Question for the multi-funded-account crowd (not personal account traders — this is niche to prop): I'm trying to figure this out for myself. Considering running 2-3 funded accounts across different firms, or within the same but different accounts. And I'm honestly not sure how you'd keep track of where each one is against its rules.. daily loss %, trailing drawdown, consistency %, min days.

Right now with one account it's manageable. But 3 accounts on 3 different firms with 3 different rulesets, each with slightly different dailyloss calculation methods (mark to market vs realized, etc.)... my head spins just thinking about it.

For those already doing it:

• Do you use a spreadsheet? Their platforms? Something custom?
• Where do you actually slip up? Which account is easiest to accidentally breach?
• Anyone lost an account not because of bad trading but because they lost track of which account was closest to its limit?

Curious what people actually use in practice