Delta-Z

Challenge pass odds

Monte Carlo your edge against a prop-firm challenge.

Pass rate
59.7%
Avg trades to pass
18
Median ending balance
$111,000
Avg trades to bust
18

10,000 simulations. Pass rate is the fraction reaching the profit target before busting on max drawdown or running out of days.

FAQ

How accurate is this Monte Carlo?

It models the core dynamics — win rate, risk/reward, drawdown bust, profit target — but assumes static drawdown, no slippage, and one trade per day. Use it to compare strategies, not as a prediction of next month.

What inputs matter most?

Win rate and risk/reward dominate. Risk-per-trade interacts with drawdown: doubling risk halves the streaks you can survive. The number of trading days mostly affects the timeout rate.