Strategy styles
Can your trading style pass a prop firm challenge?
Eleven sample strategies run against 78 challenge and instant accounts. Ten of them make the same average profit and differ only in shape; the grid and martingale sample has no edge at all. Swing trading passed most often (81% on the middle challenge) and grid and martingale least (31%). Pick a style to see which firms' rules suit it.
| Style | Wins | Size of a winner | Size of a loser | Trades | Average profit a day | Typical daily swing | Pass chance, middle challenge | Best challenge for it |
|---|---|---|---|---|---|---|---|---|
| Breakout | 36.7% | 2R | 1R | one trade a day | 0.1R | 1.4R | 59% | FTUK Flex Challenge (77%) |
| Trend following | 34.3% | 2.5R | 1R | one trade every two days | 0.1R | 1.2R | 67% | FTUK Flex Challenge (85%) |
| Mean reversion | 58.3% | 0.8R | 1R | two trades a day | 0.1R | 1.3R | 61% | FTUK Flex Challenge (81%) |
| Scalping | 53.7% | 0.9R | 1R | five trades a day | 0.1R | 2.1R | 44% | FTUK Flex Challenge (70%) |
| Swing trading | 44.4% | 2R | 1R | three trades every two weeks | 0.1R | 0.8R | 81% | FTUK Flex Challenge (93%) |
| Opening range breakout | 55% | 1R | 1R | one trade a day | 0.1R | 1R | 72% | FTUK Flex Challenge (86%) |
| Day trading | 41.3% | 1.5R | 1R | three trades a day | 0.1R | 2.1R | 45% | FTUK Flex Challenge (68%) |
| High win rate | 75% | 0.4R | 1R | two trades a day | 0.1R | 0.9R | 80% | FTUK Flex Challenge (89%) |
| Low win rate | 20% | 5R | 1R | one trade every two days | 0.1R | 1.7R | 54% | FTUK Flex Challenge (74%) |
| Position trading | 33.3% | 4R | 1R | three trades a month | 0.1R | 0.9R | 80% | FTUK Flex Challenge (92%) |
| Grid and martingale | 90.9% | 0.3R | 3R | two baskets of trades a day | None | 1.3R | 31% | FTUK Flex Challenge (52%) |
R is the amount risked on one trade. "Typical daily swing" is how far one day's result usually lands from the average. "Middle challenge" is the middle value across every challenge we track: half did better, half worse.
What the comparison shows
Leave the grid and martingale sample to one side for a moment. The other ten make the same on average, so the gap between them comes from how bumpy the ride is. A style whose results swing more from day to day, through more trades or through bigger wins and losses, reaches a loss limit more often before it reaches the target. That is arithmetic, not a verdict on any style or trader: a strategy with a bigger edge than our sample will beat these figures, and one with no edge fails whatever its style.
The grid and martingale sample shows the other side of that. It has no edge, so it should fail, and yet 31% of its attempts on the middle challenge passed, because a long run of small wins can reach a target before the big loss arrives. Passing a challenge is not proof that a strategy works. See the figures.
- Can a breakout strategy pass?
- Can a trend-following strategy pass?
- Can a mean-reversion strategy pass?
- Can a scalping strategy pass?
- Can a swing trading strategy pass?
- Can an opening range breakout strategy pass?
- Can a day trading strategy pass?
- Can a high win-rate strategy pass?
- Can a low win-rate strategy pass?
- Can a position trading strategy pass?
- Can a grid or martingale strategy pass?
How this was worked out
Each style is a made-up sample trader, not a real track record. We set the figures so that every sample makes the same average profit: 0.1 times its risk per trading day, about 2R a month. They differ only in shape: how often they win, how big the winners are and how many trades they take. That way a difference between two styles comes from how the rules treat the shape, not from one sample simply being better. The exception is the grid and martingale sample, which has no edge at all: adding to losing trades changes the shape of the results but cannot create an edge.
Each sample was run 1,000 times against each account's published rules, at nine trade sizes from 0.13% to 1% of the account, and we show the size that did best. It is the same engine as the test centre. How the simulation works.
What this leaves out. Every sample but that one has a real edge and never breaks its own rules, which is why these figures are far higher than the share of real traders who pass. There are no spreads, commissions, swaps or slippage. Every winner and loser is the same size. And it only tests the rules in the table: profit targets, loss limits, trading days, time limits, consistency and payout terms, not rules on news, weekends or hold times. A strategy with no edge fails everywhere, whatever its style.
Test your own trades
These are samples. Your strategy has its own win rate, its own losing runs and its own costs. Upload a backtest or trade history and PropPassCheck replays it 2,000 times against every account, and shows your own chance of passing and of a first payout. It runs in your browser; nothing is uploaded.