I passed 85 funded evaluations. 9 reached a payout. For years I thought that made me bad at this. Then I looked up the industry number: about 7% of prop traders ever see a payout. I was above average. And I still lost 76 accounts.
@jacktradesnq@Jesse_W33 eval math is brutal like that. trailing DD follows your peak equity, so a 100k run just lifts the floor with it. give it back in one session and it's over. only thing that holds is a daily loss cap set before you sit down that you can't move once you're in it.
@MrMilkTrading@TaaSeenMeem The one thing the backtest can't model: whether the size cut actually happens. In the code it's automatic. Live it's a decision you make right after a loss, the worst possible moment. Unless the reduced size is fixed before the session, live and backtest are different systems.
@DOGAIFOUNDER@SharkFundedfirm Two breached accounts is usually two versions of the same twenty minutes after a loss. The thing that actually changes it is a daily stop you set before the open and can't raise mid-session. Deciding the number while flat is the whole trick.
I built a tool that reads your execution history and finds where you actually lose. Then I ran my own 45 trades through it. The revenge trade I expected was not in the data. What was: after two losses in a row my average goes negative. Small sample. Still the line I would lock.
@Gtradingdiary@joseftrades Zero green is at least consistent. Small risk usually isn't what fails though - it's small until the first loss, then it's 'just this once' size. Only fix that holds is a daily max loss set before the open that you can't move while you're in it.
@Switchback_420 The size doesn't creep when it's going bad. It creeps right after a good day, or twenty minutes after a loss. Max contracts decided before the session, written down, not adjustable while you're in front of the screen. That's the whole edge you just described.
@ReFlex_Trader Breaching right before a payout is its own category of pain. Notes are worth it, but the line that matters is a daily loss number fixed before the open — one you can't renegotiate while you're down. In the moment I never once made that call right.
@stocksgeeks Same pattern killed my prop accounts. Size scales the dollar loss, not your tolerance for it. The red number that felt normal at 1 lot feels like an emergency at 3, and the trade after it is what blows you up. Fix the daily loss in dollars before the session, not during.
@fredtrades@ApophTrades@fnfutures No firm counts losses, they count the drawdown number. 2x -250 on a 50k eval is nowhere near a 1k-1250 daily limit. The catch: most measure it on intraday equity, unrealized included, so an open trade can trip the limit before your stop ever fills.
@Scalper00_@aw_trades_ NQ/MNQ is the most expensive typo in futures. Clean read, wrong ticker. The fix that actually holds is a max size fixed before the session per instrument, so 2 NQ is simply not orderable no matter what the DOM says.
@clevvnq yeah. once the position's gone the stop is just a resting order at your price. cost me two accounts before i clocked it. check if your platform has a real flatten-all key, not just cancel orders. i built something that does exactly this, dms are open if you want to talk.
@SoonerINATL Fair. Livermore pyramided, but the ladder was mapped before he started. Adds planned pre-open are conviction, adds invented mid-trade are the clock talking. Mine were the second kind. I built something that does exactly this, my DMs are open.
@Akash_trader01 You said it - emotion control breaks around -3%. What I built enforces it: loss cap + trade count set before the session, locked server-side, can't be talked down mid-trade. Free founding beta, one of 10 spots, for honest feedback: https://t.co/9wRcpIEENe
@Detmarsternoe@Topstep Glad it landed. I actually built the enforced version of that reset - server-side guard that locks you out once your own rule trips, no undo. Opening 10 founding spots free during beta in exchange for honest feedback: https://t.co/1QpUSype68
@clevvnq that's not a stop failing, that's an unattached order. if the bracket loses its parent position the stop sits there as a working entry, and next tick it fills you into a new one. brutal way to find out. flatten-and-cancel on one key is the only fix i trust.
@jenishict@_Ash_Trades_ Blew 85 of my own accounts, none of them on strategy. It was always the second loss - not the loss itself, the twenty minutes after it. Only thing that held: the stop for the day set before the open and locked, so tilt-me cannot move it. Calm me overrules him.
@VictorGTrading@MyFundedFutures Good time to build the guardrail in before the comeback, not after. What I made: a server-side cap on loss/size you set now, calm, that holds once you're back in. Free founding beta, one of 10 spots, for honest feedback: https://t.co/iubM5ZsqIH
@goodmecha@TradingLucid Same principle applies here - server-side, so there's a clean record neither support nor a client-side tool can dispute. Free founding beta, one of 10 spots, for honest feedback: https://t.co/HrPEMRzriu
@SoonerINATL Duration risk is exactly what this targets - a server-side guard that locks the size you set before you sit down, so the clock can't add to it later. Free founding beta, one of 10 spots, for honest feedback: https://t.co/XmVAQngvvb
@dadstrading Appreciate that. Still refining it - what I built is a server-side guard that enforces the size/count limits you set before the session, no override once you're in. Free founding beta, one of 10 spots, for honest feedback: https://t.co/Ayy735Ppse