Passing a 5 / 10 account

A different rule set to the one the other pages model: 5% daily, 10% maximum loss, +12% target. Two strategies, one in the Asia session and one in New York, so at most two trades a day — which is what decides how much you can risk on each. Everything below is resampled from the 147 days those two really produced in 2026, at the risk you pick here.

Risk per trade

Percentages follow this. So do the simulated figures — each risk was walked separately, because a pass rate cannot be scaled from another one. Only the risks below were simulated, which is why this is a set of buttons and not a slider.

01Does it pass, and how fast

40000 attempts, resampling whole days so the daily limit applies to the day.

Pass rate

95.8%

of 40000 attempts

Trades to pass

middle half 9–23

Days to pass

middle half 8–22

Fastest tenth

6 days

slowest tenth 31+

Drawdown on the way

4.0%

nine in ten under 8.9%

Worst single day

-2.09 R

-4.2% — the 5% limit

How long an attempt takes. The tail matters more than the median: half of all passes land in the middle band, but the slowest tenth take 31 days or more.

02What ends the attempts that fail

Cause	Share of all attempts
the 10% maximum loss	4.2%
the 5% daily limit	0.0%
ran out of time 400 trading days	0.0%

03The worst sequences that actually happened

A pooled losing run across two strategies is not a thing you sit through. These are each strategy's own run, and then the account's run of losing days.

	Longest run	Cost	Worst run	Cost	% of account
ORB Asia	6	-6.12 R	6	-6.12 R	-12.2%
NQ range fade	4	-4.00 R	4	-4.00 R	-8.0%
The account losing days, both strategies together	5	-3.86 R	4	-4.13 R	-8.3%

On the real 2026 sequence the account's worst peak-to-trough was 8.1 R — -16.3% at 2% — from 29 Jun to 16 Jul. That is the number a trailing limit measures, and it would have breached this one.

But a static 10% limit is measured from the starting balance, and equity never once dipped below it — running the whole of 2026 from 1 January, the account was never behind. The distinction is the whole difference between passing and not: once the account is up, a giveback that looks alarming is nowhere near the line.

Both single-strategy runs above cost more than 10% at 2% — the ORB's worst six in a row is -12.2%. Those runs did not end an attempt because they did not arrive at the start of one. A losing run in the first fortnight is fatal; the same run after +8% is survivable. That is what the pass rate is really measuring.

Days with a trade

147

194 trades in total

One strategy fired

100

days

Both fired

days — the only ones that can double a loss

Worst two-trade day

-2.09 R

-4.19% on 09 July

04Month by month

Every trade in the order it happened, as its percentage of the account.

Month	Trades	ORB	NQ	Total	% of account	Sequence, % of the account
Jan	19	+8.36 R	+5.64 R	+14.00 R	+28.0%	+3.8+4.1-2.0-2.0-2.0+1.1+4.0-2.0+4.1+2.6+2.6+2.6+3.0-2.1+3.3+4.0+3.9-0.8-0.3
Feb	22	+3.57 R	+8.06 R	+11.63 R	+23.3%	-2.0-1.1+4.0+0.2-2.0+0.2+1.2-2.1+3.2+2.1+4.4+2.1+4.0+1.1+2.6-2.0+3.2-2.0+0.7+4.0+3.4-2.0
Mar	28	+9.61 R	+1.14 R	+10.75 R	+21.5%	-1.0-2.0-1.2+2.9-1.0+2.9-0.0-2.0+3.0+2.4+4.0-2.0+3.6-2.0-1.0+0.4+2.4-2.0+4.0+4.0+2.6+4.0+0.3-2.0-2.0+0.6+4.8-2.0
Apr	25	+5.65 R	+1.71 R	+7.36 R	+14.7%	+4.1-2.0-0.2-2.1+0.5+1.7+4.0+1.9+0.5+4.0-2.0-1.1-2.0-2.0-2.0-0.4+4.4+0.8+2.2-2.0+1.6+4.1-2.0+0.8+1.9
May	21	+3.64 R	+6.63 R	+10.28 R	+20.6%	+1.6+1.6-1.0+1.5-2.0-2.0-1.0-2.0+1.3+4.0+2.3+4.0+3.9+4.1-2.1+2.7+2.3+1.4-2.0+0.6+1.5
Jun	24	+3.43 R	+5.19 R	+8.62 R	+17.2%	-2.0-1.0-2.0-1.0+0.7+1.3+3.3-2.2+4.0+2.9+1.9-1.1+2.0-2.1+4.0+0.0+1.3+4.1+1.7-0.8+4.2-2.0+2.1-2.0
Jul	23	+8.04 R	-4.82 R	+3.22 R	+6.4%	-2.0-2.0+0.2-2.0-2.0-2.2-2.0+1.7-2.0-2.0+2.5+4.2+2.0+4.1-2.0+4.0-2.0-2.0-2.0+4.0+3.2+4.1+0.7
Aug	22	+5.38 R	+4.47 R	+9.85 R	+19.7%	+4.0+0.4+1.3+3.4-1.1+0.7+4.0+4.0+1.1+4.0+2.2-2.0-2.0-2.1+0.9-2.0-0.5+4.0-2.1+2.6+0.9-2.0
Sep	10	-4.07 R	-0.14 R	-4.21 R	-8.4%	-2.0-0.2-2.0-2.0+2.2-2.0+1.5-2.1-2.0+0.2

+4.0 a winning trade -2.0 a losing trade +0.0 a scratch +2.5 underlined = the NQ fade hover a chip for the date and its R

05Week by week

38 weeks. This is the resolution a losing run is actually felt at — an attempt lasts about two of these.

Week of	Trades	W–L	Total	% of account	Sequence, % of the account
29 Dec	1	1–0	+1.92 R	+3.8%	+3.8
05 Jan	5	2–3	-0.41 R	-0.8%	+4.1-2.0-2.0-2.0+1.1
12 Jan	7	6–1	+8.44 R	+16.9%	+4.0-2.0+4.1+2.6+2.6+2.6+3.0
19 Jan	5	3–2	+4.17 R	+8.3%	-2.1+3.3+4.0+3.9-0.8
26 Jan	1	0–1	-0.13 R	-0.3%	-0.3
02 Feb	5	2–3	-0.44 R	-0.9%	-2.0-1.1+4.0+0.2-2.0
09 Feb	5	4–1	+2.34 R	+4.7%	+0.2+1.2-2.1+3.2+2.1
16 Feb	5	5–0	+7.13 R	+14.3%	+4.4+2.1+4.0+1.1+2.6
23 Feb	7	4–3	+2.60 R	+5.2%	-2.0+3.2-2.0+0.7+4.0+3.4-2.0
02 Mar	7	2–4	+0.22 R	+0.4%	-1.0-2.0-1.2+2.9-1.0+2.9-0.0
09 Mar	6	4–2	+4.52 R	+9.0%	-2.0+3.0+2.4+4.0-2.0+3.6
16 Mar	5	2–3	-1.13 R	-2.3%	-2.0-1.0+0.4+2.4-2.0
23 Mar	7	5–2	+5.43 R	+10.9%	+4.0+4.0+2.6+4.0+0.3-2.0-2.0
30 Mar	6	3–3	+2.64 R	+5.3%	+0.6+4.8-2.0+4.1-2.0-0.2
06 Apr	6	5–1	+3.24 R	+6.5%	-2.1+0.5+1.7+4.0+1.9+0.5
13 Apr	7	1–6	-2.73 R	-5.5%	+4.0-2.0-1.1-2.0-2.0-2.0-0.4
20 Apr	5	4–1	+3.51 R	+7.0%	+4.4+0.8+2.2-2.0+1.6
27 Apr	4	3–1	+2.41 R	+4.8%	+4.1-2.0+0.8+1.9
04 May	2	2–0	+1.61 R	+3.2%	+1.6+1.6
11 May	7	2–5	-2.62 R	-5.2%	-1.0+1.5-2.0-2.0-1.0-2.0+1.3
18 May	8	7–1	+10.56 R	+21.1%	+4.0+2.3+4.0+3.9+4.1-2.1+2.7+2.3
25 May	4	3–1	+0.73 R	+1.5%	+1.4-2.0+0.6+1.5
01 Jun	5	1–4	-2.68 R	-5.4%	-2.0-1.0-2.0-1.0+0.7
08 Jun	6	5–1	+5.62 R	+11.2%	+1.3+3.3-2.2+4.0+2.9+1.9
15 Jun	6	3–2	+2.09 R	+4.2%	-1.1+2.0-2.1+4.0+0.0+1.3
22 Jun	4	3–1	+4.59 R	+9.2%	+4.1+1.7-0.8+4.2
29 Jun	6	2–4	-2.90 R	-5.8%	-2.0+2.1-2.0-2.0-2.0+0.2
06 Jul	5	1–4	-3.23 R	-6.5%	-2.0-2.0-2.2-2.0+1.7
13 Jul	3	1–2	-0.74 R	-1.5%	-2.0-2.0+2.5
20 Jul	7	4–3	+4.13 R	+8.3%	+4.2+2.0+4.1-2.0+4.0-2.0-2.0
27 Jul	5	4–1	+4.98 R	+10.0%	-2.0+4.0+3.2+4.1+0.7
03 Aug	3	3–0	+2.82 R	+5.6%	+4.0+0.4+1.3
10 Aug	6	5–1	+6.08 R	+12.2%	+3.4-1.1+0.7+4.0+4.0+1.1
17 Aug	7	3–4	-0.48 R	-1.0%	+4.0+2.2-2.0-2.0-2.1+0.9-2.0
24 Aug	5	3–2	+2.45 R	+4.9%	-0.5+4.0-2.1+2.6+0.9
31 Aug	6	1–5	-3.03 R	-6.1%	-2.0-2.0-0.2-2.0-2.0+2.2
07 Sep	3	1–2	-1.28 R	-2.6%	-2.0+1.5-2.1
14 Sep	2	1–1	-0.92 R	-1.8%	-2.0+0.2

06By quarter

A quarter is roughly one attempt's length, so this is the closest thing in the real data to "would that attempt have passed".

Quarter	Trades	ORB	NQ	Total	% of account
Q1 Jan–Feb–Mar	69	+21.54 R	+14.84 R	+36.38 R	+72.8%
Q2 Apr–May–Jun	70	+12.72 R	+13.54 R	+26.26 R	+52.5%
Q3 Jul–Aug–Sep	55	+9.35 R	-0.49 R	+8.86 R	+17.7%

07If you change the risk, or the firm

Risk per trade	Pass rate	Trades	Days	Died on the daily limit	Died on the maximum loss
1.0%	99.8%	31	29	0.0%	0.2%
1.5%	98.4%	20	19	0.0%	1.6%
2.0%	95.8%	14	14	0.0%	4.2%
2.5%	78.5%	10	9	18.1%	3.4%
3.0%	79.3%	8	8	15.3%	5.4%

The same strategies against a different maximum loss, at 2% a trade.

Maximum loss	Pass rate	Trades	Days
6% static	86.8%	13	13
8% static	92.8%	14	13
10% static	95.8%	14	14
12% static	97.8%	15	14

08What this does not show

2026 only. Every path is resampled from the same 147 days. A simulation cannot invent a market the data never contained, so the pass rate is what these two strategies would do in a year like this one, not in any year.
Resampling breaks the order. Real losing runs cluster more than independent draws do, which makes the drawdown figures optimistic. The measured runs in section 03 are the honest counterweight — those are what actually happened, in sequence.
The NQ fade's parameters were chosen on this data, and its expectancy on 2024 and 2025 is about a fifth of what it shows here. Halve its contribution and the pass rate falls.
No slippage beyond the spread, no missed fills, no news halt, no execution error. Every trade is taken.
One account. Running several at once correlates them perfectly — the same trades on each — so it multiplies the outcome rather than diversifying it.