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Challenge survival & rule compliance

Prop Firm Risk Planner

Assess whether your system can be traded safely under prop firm rules (daily drawdown, max drawdown). Probabilities of rule violation, recommended risk per trade, and rule pressure. Prop firm settings are overlays on top of your system — the system remains the base.

Inputs

System (from library). Challenge rules below are overlays.

Results

P(daily rule violation)

0%

P(max DD violation)

0.1%

Recommended risk (daily)

1.33%

Risk for P(max DD) ≤10%

3%

Daily: probability that same-day losses exceed the daily limit. Max DD: probability of ever reaching the max drawdown from start. Recommended risk (daily) = (daily limit ÷ trades/day) × 0.8 buffer.

Rule pressure & safety

Lower rule pressure

Current setup has lower probability of hitting rule limits. Keep position sizing disciplined and avoid overtrading.

Your risk: 1% · Daily limit: 5% · Max DD: 10% · Trades/day: 3. Use recommended risk as a cap, not a target.

Suggested safer zone

  • To reduce daily violation risk: use risk per trade 1.33% (≈80% of daily limit ÷ trades/day).
  • To keep P(max DD violation) ≤ 10%: use risk per trade 3%.

Prop firm rules are overlays; your system (win rate, CRV) stays the same. Adjust only position size to fit the rules.

Disclaimer

Simplified model. Real prop rules may use trailing or balance-based DD and different definitions. Use for planning and comparison only. LeanTrading is not a prop firm; the platform centers on your system, with challenge rules as an optional overlay.