{"id":257260,"date":"2026-09-14T11:36:08","date_gmt":"2026-09-14T09:36:08","guid":{"rendered":"https:\/\/greaterwaves.com\/?page_id=257260"},"modified":"2026-09-15T16:47:05","modified_gmt":"2026-09-15T14:47:05","slug":"prop-firm-backtest-simulator","status":"publish","type":"page","link":"https:\/\/greaterwaves.com\/es\/prop-firm-backtest-simulator\/","title":{"rendered":"Prop Firm Challenge Calculator"},"content":{"rendered":"
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Prop Firm Backtest Simulator<\/h1><\/div><\/div>\n\n

Buying a prop firm challenge is a bet with a capped downside and an uncapped-looking upside \u2014 but most tools that estimate your odds do it with a formula, assuming your strategy behaves like a textbook random walk. Real markets don't. A real losing streak clusters in ways a closed-form model can't see, and a mandatory hold period before your first payout can quietly give back profit a formula never accounted for.<\/p>\n

This prop firm backtest simulator skips the formula. Upload your own MT5 Strategy Tester report, and it replays every real historical starting point in your trade history against the challenge's actual rules \u2014 phase targets, drawdown, daily loss limits, payout timing \u2014 to show you what would genuinely have happened, not what a model predicts should happen.<\/p>\n

It takes two inputs \u2014 your strategy's trading statistics and a prop firm's rules \u2014 and returns what actually matters before you pay for an evaluation: your probability of passing, your expected value per attempt, your ROI, and roughly how long it will take.<\/p>\n<\/div><\/div>\n<\/div>\n<\/div>\n\n

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How It Works<\/h2><\/div><\/div>\n\n

Upload your MT5 Strategy Tester .html export \u2014 it's read entirely in your browser and never leaves your device. The tool normalizes every trade to a risk-adjusted unit (a multiple of what you actually risked per trade), then confirms the risk % it detected from your backtest's inputs.<\/p>\n

From there, it runs a walk-forward simulation: for every single real day your history offers as a starting point, it replays your actual subsequent trades forward through the challenge's rules \u2014 evaluation targets, drawdown, daily loss limit, minimum trading days \u2014 and into the funded stage, including the mandatory hold period before a first payout. Starting points without enough real trading history ahead of them to reach a resolution are discarded, never filled in with invented data.<\/p>\n

The result is a real distribution built entirely from your own trading, not an assumption about how markets behave.<\/p>\n<\/div><\/div>\n<\/div>\n<\/div>\n\n

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How to Read Your Results<\/h2><\/div><\/div>\n\n

P(pass evaluation)<\/strong> \u2014 the share of your own real historical starting points that would have reached the funded stage.<\/p>\n

Median outcome<\/strong> \u2014 the typical real net result (payouts + refund \u2212 price) across all usable starting points. More reliable than the average, which a handful of unusually strong stretches can pull upward.<\/p>\n

Effective sample size<\/strong> \u2014 how many genuinely independent tests your history actually provides, correcting for the fact that nearby starting points overlap and aren't separate evidence. A low number is a real caution flag, not a technicality.<\/p>\n

How your attempts typically played out<\/strong> \u2014 the split between never funded, funded but never paid out, and funded with at least one payout.<\/p>\n

Economics per attempt<\/strong> \u2014 expected value, average and largest payout, and a couple of real-data honesty checks: the worst actual run of consecutive failed attempts in your history (no independence assumption), and what share of funded accounts were still active \u2014 not failed \u2014 when your data or horizon simply ran out.<\/p>\n

Real distribution table<\/strong> \u2014 worst case through best case, each figure a real outcome from an actual day in your history, not a projection.<\/p>\n<\/div><\/div>\n<\/div>\n<\/div>\n\n

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