Prop firm evaluations
Built for prop firm challenges
ORB Pro was designed with the constraints of prop firm evaluations in mind — tight, repeatable risk and a high positive-day rate. Below is a historical simulation of how the backtest would have fared against common evaluation rules.
Historical pass rate
~96.1%
Reached the target before breaching the limit
Drawdown breaches
0 in backtest
Trailing max-loss limit never hit at conservative sizing
Median time to target
~7–8 months
126 trading days · steady, not a sprint
The trade-off is honest: at conservative sizing this is a marathon, not a sprint. Roughly 3.9% of start windows had not reached the target within a year. Larger position sizing shortens the timeline — but raises the chance of breaching the drawdown limit, as the table below lets you compare.
Why the profile fits evaluations
Small, consistent risk per trade
Fixed risk on every entry keeps the equity curve smooth — exactly what a trailing maximum-loss limit rewards.
High positive-day rate
79.5% of trading days in the backtest closed positive, so the account tends to grind toward the target rather than lurch.
Shallow drawdowns
The worst intraday dip in the backtest was well inside common trailing limits at conservative sizing, which is what keeps evaluations alive.
Across common evaluation sizes
Switch between a conservative and an aggressive sizing profile to see the speed-versus-risk trade-off. Larger positions reach the target sooner, but a real share of start windows then breach the drawdown limit first.
Sizing: 1 MNQ per $50K
Highest survival odds. In the backtest the trailing limit was never breached at this sizing — but reaching the target is a marathon, not a sprint.
| Evaluation | Contracts | Profit target | Trailing max loss | Pass rate | Breach risk | Median time to target | Median time to $2k payout |
|---|---|---|---|---|---|---|---|
| 50K | 1 MNQ | $3,000 | $2,000 | ~96.1% | None in backtest | 126 d (~7–8 months) | 86 d (~5–6 months) |
| 100K | 2 MNQ | $6,000 | $3,000 | ~96.1% | None in backtest | 126 d (~7–8 months) | 43 d (~2–3 months) |
| 150K | 3 MNQ | $9,000 | $4,500 | ~96.1% | None in backtest | 126 d (~7–8 months) | 29 d (~1–2 months) |
“Breach risk” is the share of historical start windows that hit the trailing maximum-loss limit before reaching the target. Faster timelines come with higher breach risk — that is the trade-off.
Once funded
After an evaluation is passed, the same backtest gives a sense of the cadence per contract you trade. These are historical averages, per 1 MNQ, before any firm profit split.
Avg / day · 1 MNQ
+$23
Avg / month · 1 MNQ
+$378
Positive days
79.5%
Worst day · 1 MNQ
-$962
How this was modeled
- Historical simulation over the real ORB Pro backtest (MNQ, Jan 2020 – Aug 2026, 1,315 trading days), with slippage and commissions modeled.
- Every trading day in the backtest is treated as a possible evaluation start; results are aggregated across all of them.
- Evaluation = reach the profit target before breaching a trailing maximum loss limit, checked against an intraday trough approximated from each trade's adverse excursion.
- Two sizing profiles are shown: conservative (1 MNQ per $50K) and aggressive (2 MNQ per $50K). Larger sizing shortens the timeline but raises breach risk.
- Targets and trailing limits mirror common futures-evaluation structures (such as Topstep). Exact rules — daily loss limits, consistency rules, scaling and payout terms — differ by firm and change over time.