What share of accounts blow: the annual data
Every strategy has a probability of breaching the floor in a given year. Most sellers never publish theirs. Here are the modeled annual blow rates per portfolio, and how to decide what is acceptable.
Data window: 12-month empirical sample (May 2025 – Apr 2026) · Monte Carlo: 1,500 paths × 3-year horizon · Last verified: June 2026 · Figures refresh quarterly.
The annual blow rate across the eight portfolios runs from 0.4 percent to 14.5 percent. The forex swing configurations sit at the bottom, around 0.4, the defensive 50K at 2.2, the balanced futures tiers between 5.9 and 8.1, and the aggressive profiles at 12.3 and 14.5. The roster average is roughly 6 percent.
Reading the number honestly
A 6 percent annual blow rate means that on roughly one simulated year in seventeen, the configuration hits the hard floor while following every rule. That is not failure; it is the cost of running size that produces meaningful payouts. The question is never how to reach zero, it is what level you can absorb financially and psychologically, the framework laid out in what is a safe blow rate.
Where the spread comes from
Two drivers, and they are the same two as everywhere else in this data set. Heat against the limit: the aggressive profiles deliberately run their worst stretches into the high seventies and low eighties of the buffer, and the blow rate is the bill for that speed. Correlation: the forex pair barely blows because its strategies do not bleed together, the mechanism unpacked in why uncorrelated strategies barely blow.
Using the number
Price the eval and activation against the blow rate before deploying: a configuration with a 14 percent annual rate on a cheap, instantly-resettable account can be rational; the same rate on an expensive two-phase eval is not. And size from the limit so the published rate stays the real rate, the method in sizing off the drawdown limit. A strategy without a published blow rate is not safer. It is just unmeasured.
FAQ
What percentage of funded accounts blow up?
Industry-wide most funded accounts eventually breach, largely from oversizing. On the modeled systematic portfolios the annual blow rate ranges from under one percent on uncorrelated swing configurations to the mid-teens on deliberately aggressive futures profiles.
What is an acceptable blow rate?
One you can absorb financially and psychologically. Low single digits suits most traders; higher rates can be rational when resets are cheap and payouts arrive fast. Zero is not a real option at meaningful size.
How is a blow rate even calculated?
By resampling the trade distribution across thousands of Monte Carlo paths and counting the share of simulated years that touch the hard floor. A single backtest cannot produce the number.
Not financial advice. Performance figures are hypothetical, modeled outputs (12-month sample; ~1,500-path Monte Carlo where noted). Past performance does not guarantee future results. Verify every prop-firm rule with the firm directly.