Proof tool

The probability a rulebook ends an account,
before a profit target is reached

Given your assumed win-rate and risk-per-trade, here is the first-passage probability that the cumulative result hits a firm’s profit target before it breaches that firm’s max drawdown. It is a model under your assumptions, not a prediction.

Model
First-passage
As of
2026-07-31

Calculator

Probability of passing

55.6%

Estimated denial risk (0-100)

—

upme: phase-1 target 8%, max drawdown 10% — at win 50%, risk 1%.

Firm Phase-1 target Max drawdown P(target first) at win 50%, risk 1%
upme 8% 10% 55.6%
Apex Trader Funding not published not published not computable — figures not published on a verifiable source
FTMO 10% 10% 50.0%
FundedNext 8% 10% 55.6%
The5ers 10% 10% 50.0%
Topstep 6% not published not computable — figures not published on a verifiable source

The number above is the first-passage probability, under your two assumptions, that the cumulative result reaches the selected firm’s phase-1 profit target before it breaches that firm’s max drawdown. Raise your win-rate and the probability rises; raise your risk-per-trade and the barriers move closer together, so the probability moves toward whichever barrier is nearer. The comparison table below re-computes for every firm at the same two assumptions, so you can see the rulebooks side by side. Where a firm has not published a phase-1 target or a max drawdown on a source we can verify, its row reads “not computable” rather than inventing one.

How the model works

The cumulative profit/loss is a biased random walk. Each trade risks a fixed fraction R of the starting balance; each trade wins with probability w and loses with probability (1 − w), at 1:1 payoff (a win gains +R, a loss loses −R). We ask the probability the walk reaches the profit target before it reaches the max drawdown. This is the classic gambler’s-ruin / first-passage closed form, with both barriers measured in units of R:

a = targetPct / R        (steps to the +profit target)
b = maxDrawdownPct / R   (steps to the -max drawdown)
q = (1 - w) / w

if w == 0.5:   P(reach +a before -b) = b / (a + b)
if w != 0.5:   P(reach +a before -b) = (1 - q^b) / (1 - q^(a+b))

The barriers need not land on a whole multiple of R; the formula uses real exponents. Two limits are honest about what the model does not capture: it cannot tell you the probability of ruin under a daily-loss reset, because that resets the walk each day; and it cannot tell you the probability of breaching a trailing drawdown that tightens as the balance rises, because that is a moving barrier, not a fixed one. Those are real failure modes for real accounts; they are not in this number.

Sources

Every target and drawdown above is sourced to the firm’s own published terms; accessed 2026-08-02. Where a figure could not be verified against a primary document in this pass, the cell reads “not published” and the probability cell reads “not computable”.

upme — upme published terms (accessed 2026-08-03)

Apex Trader Funding — Apex published terms (accessed 2026-08-02)

FTMO — FTMO published terms (accessed 2026-08-02)

FundedNext — FundedNext published terms (accessed 2026-08-02)

The5ers — The5ers published terms (accessed 2026-08-03)

Topstep — Topstep published terms (accessed 2026-08-02)