Test your trading model.

Your model: trades are independent wins or losses using your entered win rate, reward to risk, risk and automatic reference execution costs. Both environments receive the same seeded trade opportunities. This is an input based simulation, not a measured strategy history. The average is the arithmetic mean across simulations; the median is the middle outcome. Portfolio EV refers to average personal cash after payout rules and fees, not the sum of account balances.

Automatic execution costs: each execution uses a standardized one MNQ contract reference. Stage 3 records $1.22 round turn commission, $0.50 tick value and 2.8606 mean entry ticks. A loss adds one exit tick; a target win adds none. Those are archived commission and fill assumptions, applied equally to both simulated environments. They do not infer the user’s actual contracts or current platform fees. Risk changes the hypothetical stop distance, not the reference contract quantity. There is no fee input. The original SERP replay keeps its own recorded costs.

Robustness scenarios: the modest case subtracts 5 win rate percentage points and 0.25R; the larger case subtracts 10 points and 0.50R, bounded by the input limits. They are illustrative changes, not estimated confidence intervals or corrections to your claimed model. Breakeven win rate concerns trading expectancy after execution costs; prop passing and payout conditions still apply.

Personal account: trading P&L after automatic reference trade costs. Capital begins at the amount you entered. A trade is skipped once the remaining capital cannot cover its full risk plus cost. The daily stop applies at trade close. Margin, taxes, financing and intratrade liquidation are not modeled. Deposited capital is excluded from profit.

Capital comparison: prop funding is the largest cumulative cash shortfall after each fee or payout event, with received payouts reused. The 90th percentile across paths is displayed beside the entered brokerage bankroll. Fees are included in net cash and are not subtracted twice; committed bankroll is not an expense. Efficiency divides average net outcome by the labeled funding base. Different risk and capital bases mean this is not an equal-risk or annualized investment return.

Prop firm portfolio: personal cash equals payouts received minus evaluation purchases, renewals and activation charges. Trading losses reduce the simulated prop account; they are not subtracted again as personal expenses. Withdrawals reduce account P&L. Unwithdrawn account profits and pending payouts are excluded from personal cash. The account cards show room above the loss limit, not money you have earned.

Firm presets: archived research rules, with individual source dates in the rule library. They apply evaluation targets and consistency, loss floor ratchets, funded qualifying days, payout limits and floor changes. Firm loss floors and daily guards are checked after completed trades, which can overstate survival because real intratrade excursions are absent. Subscription months and monthly payout quotas use 21 trading day blocks. Failed evaluations are replaced with list price purchases. There is no personal spending cap on prop purchases. FundedNext ends after five payout requests; no live stage income is projected.

Allocation: one account trades each available opportunity under alternating execution; copier repeats the opportunity across available accounts. This generic model checks active state and daily stops. It does not implement SERP's full eligibility, session trade cap, contract scaling, stop cost floor, timed overlap or opposite position checks. The exact Stage 3 criteria are explained with the research reference. More prop accounts cost more; copied trades increase exposure. Capital requirements differ between environments, so these are dollar outcomes, not comparable returns on capital.

SERP confirmation research: the results page separately displays fixed P-06 research: 500 paths per case, 504 trading days each, resampled from 251 historical days. These recorded endpoints are not shortened or scaled to your chosen horizon. Positive cases depend on additional firm risk controls being absent and no payout denial; payout-denial sensitivity and cumulative costs are shown. The registered result concerns portfolio economics, not live earnings or predictive trading edge.

Model version . Experiments are stored on this browser. Source repositories were read only.