Approximate win rate, reward-to-risk, and activity are turned into a synthetic trade history so the full dashboard (Monte Carlo, drawdowns, sizing) runs the same way as with a JSON export. Dollar risk uses either a contract count or a % of account.
1R loss ≈ contracts × stop points × $/point (defaults: 6 index / 30 metals & energy).
Set dates that match your trade log — vertical lines on the equity curve for Eval start, pass, and funded account. Leave blank to hide.
Compare three position sizing strategies against your historical trade data. Each profile is derived from Monte Carlo simulations scaled to your prop evaluation parameters.
Aggressive sizing can improve pass probability and reduce average days to pass, but also increases single-day loss exposure. Hitting the daily loss limit ends the challenge regardless of cumulative P&L.
Higher sizing amplifies both winning and losing days. Accounts with a consistency rule (e.g. no single day > 40% of total profits) can be locked out of payouts by large individual gains, even when overall profit is positive.
Kelly Criterion-based risk profiles for live account trading. Half Kelly is the standard recommendation — it delivers approximately 75% of maximum growth while significantly reducing drawdown volatility.
Maximises long-term geometric growth rate but leads to frequent 40–60% equity drawdowns. Most professional traders use 25–50% Kelly to reduce variance while preserving the majority of edge.
Your Kelly fraction reflects edge quality — a higher % means a stronger edge relative to your win/loss ratio. A negative Kelly value indicates the data shows no statistical edge at current sizing; reduce risk or review your strategy before scaling.