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FTMO Pass Probability Calculator with 95% confidence intervals

Upload your EA backtests. Pass Lab simulates your trades against the exact FTMO Challenge rules — both 2-step Phase 1 and 1-step variants — using walk-forward Monte Carlo and bootstrap CIs. Get an honest [low, high] range, not a marketing-grade point estimate.

Open Pass Lab → How it works
Trade data never leaves your device Same input + seed = same report Open methodology
Estimate your pass probability

Lower bound, not best case.

95% CI from 1,000 Monte Carlo simulations on the inputs below. Upload your real backtests for audit-grade precision →

Primary match · 95% CI lower bound
Best case · 95% CI upper bound
Lite estimate. Upload your MT4/MT5 backtest for audit-grade precision (walk-forward × Monte Carlo × bootstrap on real trade data).
FTMO 2-Step Phase 1 rules baked in: Target +10% Max DD 10% Daily DD 5% 4+ days · unlimited time

Lite estimate based on simplified inputs. Real-world pass rates depend on your actual trade distribution, news-trading rules, weekend holding, and per-firm consistency rules — all of which our audit-grade Pass Lab tool accounts for via real backtest data. CFTC Rule 4.41 hypothetical performance disclaimer applies.

Why an FTMO calculator needs a confidence interval

Your backtest reports a max drawdown — say 8%. You read FTMO's rules: 5% daily DD, 10% total DD. The math looks fine, you pay the evaluation fee, and on day 7 the challenge fails.

The reason: backtest max-DD is computed post-hoc on the trade ordering that actually happened. FTMO's daily-DD rule checks worst intraday drawdown on whatever order trades land in real time. The same trades in different intraday order can pass or fail. Your 8% max-DD backtest can show 6% intraday on a bad day.

Pass Lab fixes this with walk-forward windows × Monte Carlo trade-shuffling × bootstrap confidence intervals. You get [low, high] bounds — not a point estimate. The lower bound is what Pass Lab uses for primary-match selection, because that's the conservative answer.

FTMO 2-step Challenge — Phase 1 rules (verified May 2026)

RulePhase 1 (initial Challenge)
Profit Target10% of starting balance
Max Daily Loss5% of starting balance (static, calculated from start of trading day)
Max Total Loss10% of starting balance (static line)
Min Trading Days4 days with at least one closed trade
Time LimitNo time limit (FTMO removed the 30-day cap in 2026 — evaluation is now open-ended)
Best Day RuleNone on the 2-step Challenge
Weekend HoldingAllowed

Source: ftmo.com/en/trading-objectives/ (verified 2026-05-01).

FTMO 1-step Challenge rules (verified May 2026)

Rule1-step Challenge
Profit Target10% of starting balance (FTMO unified the 1-step target with 2-step Phase 1 in the 2026 redesign)
Max Daily Loss3% of starting balance (tighter than 2-step's 5%)
Max Total Loss10% of starting balance, trailing end-of-day — the line follows your end-of-day balance high until you reach break-even, then locks at the starting balance
Min Trading DaysNone
Time LimitNo time limit (FTMO removed the 30-day cap in 2026 — evaluation is now open-ended)
Best Day Rule50% — no single day's profit may exceed 50% of total profit at evaluation end
Weekend HoldingAllowed

Pass Lab models all of these including the 50% Best Day consistency rule — portfolios with one dominant lucky day correctly fail FTMO 1-step in the simulation, even when they meet the profit target without DD breaches.

What Pass Lab tells you about FTMO specifically

Most users see one of three patterns when they run Pass Lab against FTMO:

Conservative portfolios with smooth equity curves

Trend-followers and steady-winner portfolios fit FTMO well. Daily DD rarely stresses the 5% line, and with the 30-day cap removed in 2026 the 10% target is now achievable at moderate risk without time pressure. Typical Verdict output: Strong Backtest Match with CI-low ≥ 70%.

Aggressive portfolios with concentrated profits

Risky portfolios that occasionally have one big day to hit target run into FTMO 1-step's 50% Best Day rule even when they pass DD checks. Pass Lab will surface FTMO 2-step Phase 1 over FTMO 1-step in those cases — the 2-step doesn't enforce Best Day on Phase 1.

Mean-reversion / grid EAs

Strategies that accumulate large unrealized drawdown before recovering need static drawdown (FTMO 2-step) rather than trailing (FTMO 1-step). Pass Lab will explicitly score 2-step higher than 1-step for these portfolios — the trailing line on 1-step kills mean-reversion recoveries that static would survive.

Frequently asked questions

What's the actual probability my EA portfolio passes FTMO Phase 1?

It depends on your portfolio's drawdown signature, profit consistency, and trade frequency — not just your max-DD percentage. Pass Lab gives you a 95% confidence interval based on walk-forward Monte Carlo simulation. Upload your MT4/MT5 backtests at fxoptimize.com/pass-lab/ and get a [low, high] range plus a point estimate. Free, runs in your browser.

Does FTMO have a 1-step challenge?

Yes. As of 2026, FTMO offers both a 2-step Challenge and a 1-step variant. The 1-step uses tighter rules (3% daily DD vs 5%, 10% trailing-EoD total DD instead of static, plus a 50% Best Day consistency rule). Pass Lab models both as separate firm profiles in its cross-firm comparison.

What is FTMO 1-step's 50% Best Day rule?

No single trading day's profit may exceed 50% of total profit at evaluation end. Even if you meet the 10% profit target without breaching daily or total drawdown rules, the challenge fails if one day made up more than half the profit. Pass Lab correctly models this — portfolios with one dominant lucky day fail FTMO 1-step in the simulation.

How does Pass Lab calculate the FTMO confidence interval?

Four stages: (1) Walk-forward windows of 60 days (Pass Lab uses a 60-day fallback for firms with no time limit, including FTMO post-2026) slid across your backtest with 30-day stride. (2) Per-window Monte Carlo: 1,000 iterations with within-day trade order shuffled to capture path-dependence. (3) Bootstrap 5,000 resamples across per-window pass-rates to compute the 95% CI. (4) Sample-size guard: ≥12 windows required, else NoneViable. Full methodology here.

Why does Pass Lab use CI lower bound, not point estimate?

Point estimates are gameable. Pass Lab is audit-grade — the Verdict surfaces the firm with the most stable backtest pass rate, defined as the firm with the highest 95% CI lower bound. A firm with CI [55%, 90%] beats one with CI [40%, 95%] because we're more certain of the former pass. This is the methodology principle.

Is this tool affiliated with FTMO?

No. FXOptimize and Pass Lab are independent. We have no affiliate relationship with FTMO or any other propfirm. Pass Lab models FTMO's published rules accurately because the brand requires audit-grade fidelity, not because we're paid to drive traffic to them. The cross-firm comparison is symmetric — Pass Lab will surface FTMO when your portfolio fits FTMO best, and other firms when those fit better.

Calculate your FTMO pass probability now

Upload your MT4/MT5 backtests. Pass Lab simulates against FTMO 2-step + 1-step plus 6 other propfirms simultaneously. Get a 95% CI per firm and an audit-grade backtest match.

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