How many contracts can I trade under a daily loss limit?

Divide the DLL by the number of stop-outs you allow per day times the cost of one stop (stop distance in ticks times tick value, plus commission). A $1,100 DLL with two allowed 60-tick MNQ stops supports 17 contracts.

Does the daily loss limit include open positions?

At some firms yes - Earn2Trade counts unrealized intraday losses against the DLL, so an open position can suspend the day before you close it. Check the firm's specific rule.

Is breaching a daily loss limit the same as blowing the account?

Usually not. Most DLLs are soft breaches that close the trading day; the trailing or static max drawdown is the line that ends the account.

Tool

Consistency Rule Calculator

Two checks every funded trader eventually needs: whether your best day breaks the firm’s consistency threshold — and what losing streak your win rate mathematically owes you.

Prop firm consistency rule calculator: A consistency rule caps how much of your total profit can come from a single day. The calculation is one division: your best day's profit divided by total profit must stay at or under the firm's threshold — 50% at some firms, 20–40% at others. If your best day is $900 and the threshold is 30%, you need at least $3,000 of total profit before that day stops blocking your payout. The calculator below does the division, and the second module tells you how long a losing streak your win rate should be expected to produce.

Module A · Consistency check

Does your best day break the rule — and how much more profit makes it pass?

Account size ($)

Preset size, e.g. 50K / 100K / 150K

Profit target ($)

The firm’s target for this phase

Consistency threshold

Check your firm’s current rules

Total profit so far ($)

Closed P&L in this phase

Best single day ($)

Your largest profitable day

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best day / total profit

–

rule status now

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max day allowed at current total

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total needed for best day to pass

Module B · Losing streak probability

The streaks your win rate produces by pure arithmetic over a given number of trades.

Trade win rate (%)

From your tester or journal

Trades in horizon

E.g. a month or a quarter of trading

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longest expected streak

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chance of 5+ losses in a row

Streak length	Probability within horizon

Approximation: 1−(1−q^N)^T−N+1, q = loss probability. Good to a few percentage points — enough to size for the streak instead of being surprised by it. A deeper streak-only view (equity impact, recovery) lives in the losing streak calculator.

How the consistency calculation works

The rule is evaluated at a checkpoint — passing the evaluation or requesting a payout, depending on the firm — not trade by trade. Three numbers decide it: total accumulated profit, your single best day, and the firm's percentage threshold.

Best day ÷ total profit ≤ threshold. That's the whole rule. It rearranges into the number people actually need: required total = best day ÷ threshold. A $1,200 best day at a 40% threshold needs $3,000 total; the same day at 20% needs $6,000. Nothing about the best day itself is a violation — the rule waits, and either your other days catch up or they don't.

Two details catch people. At most firms the cap counts profitable days only, but a few measure against gross winning-day profit rather than net — read the exact wording for your firm. And the threshold can differ between the evaluation and the funded stage of the same account, so passing under one number doesn't mean withdrawing under it.

A losing streak is your win rate doing what it said it would

The streak module exists because most traders treat a run of losses as evidence something broke, when it's usually the arithmetic arriving on schedule.

At a 40% win rate, the chance of at least one run of five straight losses inside 100 trades is close to certain, and runs of seven or eight are ordinary over a quarter. At 55%, five in a row still shows up in most 100-trade samples. The streak length that should worry you grows only slowly with win rate — which is why "I lost six in a row, the system is dead" is almost never a conclusion the data supports at normal sample sizes.

The practical use runs the other way: put your win rate and monthly trade count in, read off the streak the math expects, and size so that streak fits inside your drawdown with room to spare. The daily loss limit checker converts the same idea into a per-session position size.

FAQ

How do I calculate the consistency rule?

Divide your best single day's profit by your total profit. If the result is above the firm's threshold (commonly 20–50%), the rule is broken. To make an existing best day pass, you need total profit of at least best day ÷ threshold — e.g. a $1,500 day under a 30% rule requires $5,000 total before payout.

What losing streak should I expect at a 40% win rate?

Over 100 trades at a 40% win rate, a streak of 5 consecutive losses is effectively certain (>99% probability), a streak of 7 appears in roughly nine out of ten runs (~93%), and the longest expected streak is around 9. Streaks like these are the mathematics of the win rate, not evidence that a strategy stopped working.

Which prop firms have no consistency rule?

Several established futures firms run no consistency requirement on funded accounts, while others apply 20–50% thresholds — sometimes only in the evaluation, sometimes only after funding. The current firm-by-firm list is maintained in our guide to prop firms without a consistency rule.

A losing streak is not a signal — it is a property of the win rate. Sizing that survives the expected streak is what separates accounts that reach payout from accounts that reach the drawdown floor; the same arithmetic drives the daily loss limit sizing checker. Firm thresholds change often — the current firm-by-firm picture is in prop firms without a consistency rule, and all our calculators live under tools.

Passing. Total profit $3,000, best day $800, rule 30%. Ratio: 800 / 3,000 = 26.7%. Under the cap — the payout request clears.

Failing, and what fixes it. Total profit $3,000, best day $1,500, rule 30%. Ratio: 50%. Over the cap. Required total for that best day to pass: 1,500 / 0.30 = $5,000. The account needs another $2,000 of profit, spread over days each below $1,500, before the request will clear. Withdrawing earlier is not an option; the ratio is checked at the request.

The Apex reset. Apex measures the 50% ratio against profit since the last approved payout, not lifetime. A trader who withdrew $2,000 last week and has $900 of new profit with a $600 best day is at 66.7% — over the cap on a small base, even though the account history is clean. The ratio resets with every payout, so the first days after each withdrawal are the tightest.

The calculator above runs any combination; these three cover the cases that generate most denied requests.