{
  "name": "What a daily loss limit really costs: the probability of passing an evaluation as a daily loss limit is added and tightened",
  "description": "A seeded Monte Carlo study of what adding a daily loss limit — on top of a drawdown that already caps total loss — costs the probability of passing a proprietary-trading evaluation, and how that cost grows, non-linearly, as the limit tightens. Synthetic archetype; every figure model-derived and reproducible.",
  "url": "https://propsurvival.com/articles/daily-loss-limit-cost",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "citation": "PropSurvival — What a daily loss limit really costs (seeded Monte Carlo study), 2026-08-10. https://propsurvival.com/articles/daily-loss-limit-cost",
  "datePublished": "2026-08-10",
  "dateModified": "2026-08-10",
  "_generated_by": "tools/build-daily-loss-limit-cost.js",
  "_reproduce": "node tools/build-daily-loss-limit-cost.js",
  "_subject_is_synthetic": true,
  "method": {
    "engine": "src/lib/state-conditional-mc.js simulateFromState — the same Monte Carlo kernel the PropSurvival app runs — driven through src/lib/case-file-sections.js safeRisk (the app Rule-Fit sweep).",
    "subject": "A synthetic evaluation archetype. NOT any named firm. No probability of passing here is a claim about a real firm business.",
    "dailyBreachRule": "A daily breach is terminal: the rule onDailyBreach handler is left unset, so touching the daily loss limit fails the attempt (the strictest, most common reading of a daily loss limit).",
    "crossCheck": "The no-limit variant reproduces the trailing curve of articles/how-much-to-risk-per-trade-data.json byte-for-byte (identical archetype and seeds).",
    "prng": {
      "algorithm": "xoshiro128** (PSBoot rngFor)",
      "seedBase": 20260810,
      "seedFormula": "seedBase + levelIndex * 7919 (each risk level independently seeded; common random numbers across the four caps)"
    },
    "pathsPerLevel": 40000,
    "riskSweep": {
      "minPct": 0.1,
      "maxPct": 2.5,
      "stepPct": 0.1,
      "levels": 25
    },
    "tradeModel": "Each day: Poisson(mean 4) trades. Each trade wins with probability 0.5 for +1.2R or loses for -1R, minus 0.05R cost. Equity compounds; one R = the risk-per-trade percentage of current balance.",
    "evidenceClass": "Model-derived result with disclosed assumptions. Not an empirical fact about the real world.",
    "validation": {
      "directionalInvariants": 9,
      "reconciliationsExact": 36,
      "note": "The engine passes its directional invariants (tests/engine.invariants.test.js: adding or tightening a binding constraint never raises the probability of passing, results are seed-deterministic and bounded) and reconciles exactly against hand-derived worked examples (tests/rules-reconciliation.test.js), including intraday-trailing, static-floor, daily-lockout and trailing-lockout breach cases."
    }
  },
  "referenceProfile": {
    "balance": 50000,
    "winRatePct": 50,
    "avgWinR": 1.2,
    "avgLossR": 1,
    "costR": 0.05,
    "tradesPerDay": 4,
    "expectancyRPerTrade": 0.05
  },
  "archetype": {
    "profitTargetPct": 8,
    "maxDrawdownPct": 6,
    "minTradingDays": 1,
    "maxTradingDays": 20,
    "drawdownMeasure": "The drawdown floor trails the intraday high-water mark (trailing).",
    "dailyCapVariants": {
      "none": "No daily loss limit — the total drawdown is the only floor.",
      "loose": "A loose 4% daily loss limit.",
      "mid": "A 3% daily loss limit.",
      "tight": "A tight 2% daily loss limit — comparable to the trader natural daily swing."
    }
  },
  "variants": {
    "none": {
      "capPct": null,
      "label": "No daily limit",
      "dailyDD": 100,
      "optimalRiskPct": 1.1,
      "peakPassPct": 36.1,
      "peakSePct": 0.24,
      "peakSeDisplayPct": 0.2,
      "curve": [
        {
          "riskPct": 0.1,
          "passPct": 0,
          "sePct": 0,
          "timeoutPct": 100,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.2,
          "passPct": 0,
          "sePct": 0.01,
          "timeoutPct": 99.9,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.3,
          "passPct": 1.8,
          "sePct": 0.07,
          "timeoutPct": 95.3,
          "dailyPct": 0,
          "totalPct": 2.9
        },
        {
          "riskPct": 0.4,
          "passPct": 8.1,
          "sePct": 0.14,
          "timeoutPct": 80,
          "dailyPct": 0,
          "totalPct": 11.9
        },
        {
          "riskPct": 0.5,
          "passPct": 16.6,
          "sePct": 0.19,
          "timeoutPct": 58.5,
          "dailyPct": 0,
          "totalPct": 24.9
        },
        {
          "riskPct": 0.6,
          "passPct": 24.8,
          "sePct": 0.22,
          "timeoutPct": 37.4,
          "dailyPct": 0,
          "totalPct": 37.8
        },
        {
          "riskPct": 0.7,
          "passPct": 30.1,
          "sePct": 0.23,
          "timeoutPct": 21.3,
          "dailyPct": 0,
          "totalPct": 48.6
        },
        {
          "riskPct": 0.8,
          "passPct": 33.9,
          "sePct": 0.24,
          "timeoutPct": 10.8,
          "dailyPct": 0,
          "totalPct": 55.4
        },
        {
          "riskPct": 0.9,
          "passPct": 35.9,
          "sePct": 0.24,
          "timeoutPct": 5.1,
          "dailyPct": 0,
          "totalPct": 59.1
        },
        {
          "riskPct": 1,
          "passPct": 34.7,
          "sePct": 0.24,
          "timeoutPct": 1.9,
          "dailyPct": 0,
          "totalPct": 63.4
        },
        {
          "riskPct": 1.1,
          "passPct": 36.1,
          "sePct": 0.24,
          "timeoutPct": 0.9,
          "dailyPct": 0,
          "totalPct": 63
        },
        {
          "riskPct": 1.2,
          "passPct": 33.4,
          "sePct": 0.24,
          "timeoutPct": 0.2,
          "dailyPct": 0,
          "totalPct": 66.3
        },
        {
          "riskPct": 1.3,
          "passPct": 35,
          "sePct": 0.24,
          "timeoutPct": 0.1,
          "dailyPct": 0,
          "totalPct": 65
        },
        {
          "riskPct": 1.4,
          "passPct": 33.9,
          "sePct": 0.24,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 66.1
        },
        {
          "riskPct": 1.5,
          "passPct": 30.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 69.1
        },
        {
          "riskPct": 1.6,
          "passPct": 31.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 68.1
        },
        {
          "riskPct": 1.7,
          "passPct": 34.3,
          "sePct": 0.24,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 65.7
        },
        {
          "riskPct": 1.8,
          "passPct": 32.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 67.1
        },
        {
          "riskPct": 1.9,
          "passPct": 29.1,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 70.9
        },
        {
          "riskPct": 2,
          "passPct": 26.5,
          "sePct": 0.22,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 73.5
        },
        {
          "riskPct": 2.1,
          "passPct": 28.3,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 71.7
        },
        {
          "riskPct": 2.2,
          "passPct": 30.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 69.1
        },
        {
          "riskPct": 2.3,
          "passPct": 33.7,
          "sePct": 0.24,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 66.3
        },
        {
          "riskPct": 2.4,
          "passPct": 33.2,
          "sePct": 0.24,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 66.8
        },
        {
          "riskPct": 2.5,
          "passPct": 33.2,
          "sePct": 0.24,
          "timeoutPct": 0,
          "dailyPct": 0,
          "totalPct": 66.8
        }
      ]
    },
    "loose": {
      "capPct": 4,
      "label": "4% daily limit",
      "dailyDD": 4,
      "optimalRiskPct": 0.9,
      "peakPassPct": 35,
      "peakSePct": 0.24,
      "peakSeDisplayPct": 0.2,
      "curve": [
        {
          "riskPct": 0.1,
          "passPct": 0,
          "sePct": 0,
          "timeoutPct": 100,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.2,
          "passPct": 0,
          "sePct": 0.01,
          "timeoutPct": 99.9,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.3,
          "passPct": 1.8,
          "sePct": 0.07,
          "timeoutPct": 95.3,
          "dailyPct": 0,
          "totalPct": 2.9
        },
        {
          "riskPct": 0.4,
          "passPct": 8.1,
          "sePct": 0.14,
          "timeoutPct": 80,
          "dailyPct": 0,
          "totalPct": 11.9
        },
        {
          "riskPct": 0.5,
          "passPct": 16.6,
          "sePct": 0.19,
          "timeoutPct": 58.4,
          "dailyPct": 0.3,
          "totalPct": 24.7
        },
        {
          "riskPct": 0.6,
          "passPct": 24.7,
          "sePct": 0.22,
          "timeoutPct": 37.3,
          "dailyPct": 1,
          "totalPct": 37
        },
        {
          "riskPct": 0.7,
          "passPct": 30,
          "sePct": 0.23,
          "timeoutPct": 20.6,
          "dailyPct": 3.4,
          "totalPct": 46.1
        },
        {
          "riskPct": 0.8,
          "passPct": 32.8,
          "sePct": 0.23,
          "timeoutPct": 9.6,
          "dailyPct": 10.5,
          "totalPct": 47.1
        },
        {
          "riskPct": 0.9,
          "passPct": 35,
          "sePct": 0.24,
          "timeoutPct": 4.7,
          "dailyPct": 7.6,
          "totalPct": 52.7
        },
        {
          "riskPct": 1,
          "passPct": 31.8,
          "sePct": 0.23,
          "timeoutPct": 1.2,
          "dailyPct": 21.1,
          "totalPct": 45.8
        },
        {
          "riskPct": 1.1,
          "passPct": 33.7,
          "sePct": 0.24,
          "timeoutPct": 0.6,
          "dailyPct": 18.4,
          "totalPct": 47.3
        },
        {
          "riskPct": 1.2,
          "passPct": 32.2,
          "sePct": 0.23,
          "timeoutPct": 0.1,
          "dailyPct": 11.7,
          "totalPct": 55.9
        },
        {
          "riskPct": 1.3,
          "passPct": 29.8,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 31.2,
          "totalPct": 38.9
        },
        {
          "riskPct": 1.4,
          "passPct": 28.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 35.4,
          "totalPct": 35.7
        },
        {
          "riskPct": 1.5,
          "passPct": 28.3,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 24.1,
          "totalPct": 47.6
        },
        {
          "riskPct": 1.6,
          "passPct": 29.6,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 22.5,
          "totalPct": 47.9
        },
        {
          "riskPct": 1.7,
          "passPct": 31.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 21.6,
          "totalPct": 46.4
        },
        {
          "riskPct": 1.8,
          "passPct": 30.7,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 21.2,
          "totalPct": 48.1
        },
        {
          "riskPct": 1.9,
          "passPct": 27.9,
          "sePct": 0.22,
          "timeoutPct": 0,
          "dailyPct": 14.3,
          "totalPct": 57.8
        },
        {
          "riskPct": 2,
          "passPct": 21.7,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 40.5,
          "totalPct": 37.8
        },
        {
          "riskPct": 2.1,
          "passPct": 23.1,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 40.3,
          "totalPct": 36.7
        },
        {
          "riskPct": 2.2,
          "passPct": 25.9,
          "sePct": 0.22,
          "timeoutPct": 0,
          "dailyPct": 39.1,
          "totalPct": 35
        },
        {
          "riskPct": 2.3,
          "passPct": 28.8,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.3,
          "totalPct": 33.9
        },
        {
          "riskPct": 2.4,
          "passPct": 28.4,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.3,
          "totalPct": 34.3
        },
        {
          "riskPct": 2.5,
          "passPct": 28.5,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.6,
          "totalPct": 33.9
        }
      ]
    },
    "mid": {
      "capPct": 3,
      "label": "3% daily limit",
      "dailyDD": 3,
      "optimalRiskPct": 0.9,
      "peakPassPct": 31.2,
      "peakSePct": 0.23,
      "peakSeDisplayPct": 0.2,
      "curve": [
        {
          "riskPct": 0.1,
          "passPct": 0,
          "sePct": 0,
          "timeoutPct": 100,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.2,
          "passPct": 0,
          "sePct": 0.01,
          "timeoutPct": 99.9,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.3,
          "passPct": 1.8,
          "sePct": 0.07,
          "timeoutPct": 95.3,
          "dailyPct": 0,
          "totalPct": 2.9
        },
        {
          "riskPct": 0.4,
          "passPct": 8.1,
          "sePct": 0.14,
          "timeoutPct": 79.7,
          "dailyPct": 0.4,
          "totalPct": 11.7
        },
        {
          "riskPct": 0.5,
          "passPct": 16.3,
          "sePct": 0.18,
          "timeoutPct": 55.1,
          "dailyPct": 6.6,
          "totalPct": 22
        },
        {
          "riskPct": 0.6,
          "passPct": 23.3,
          "sePct": 0.21,
          "timeoutPct": 30.4,
          "dailyPct": 19,
          "totalPct": 27.3
        },
        {
          "riskPct": 0.7,
          "passPct": 28.7,
          "sePct": 0.23,
          "timeoutPct": 18,
          "dailyPct": 14.9,
          "totalPct": 38.4
        },
        {
          "riskPct": 0.8,
          "passPct": 28.6,
          "sePct": 0.23,
          "timeoutPct": 5.7,
          "dailyPct": 37.5,
          "totalPct": 28.2
        },
        {
          "riskPct": 0.9,
          "passPct": 31.2,
          "sePct": 0.23,
          "timeoutPct": 3.1,
          "dailyPct": 29.8,
          "totalPct": 36
        },
        {
          "riskPct": 1,
          "passPct": 23.4,
          "sePct": 0.21,
          "timeoutPct": 0.3,
          "dailyPct": 58.8,
          "totalPct": 17.6
        },
        {
          "riskPct": 1.1,
          "passPct": 25.5,
          "sePct": 0.22,
          "timeoutPct": 0.1,
          "dailyPct": 55.8,
          "totalPct": 18.6
        },
        {
          "riskPct": 1.2,
          "passPct": 25.9,
          "sePct": 0.22,
          "timeoutPct": 0,
          "dailyPct": 45.2,
          "totalPct": 28.9
        },
        {
          "riskPct": 1.3,
          "passPct": 28.2,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 41.7,
          "totalPct": 30.1
        },
        {
          "riskPct": 1.4,
          "passPct": 28.9,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 35.4,
          "totalPct": 35.7
        },
        {
          "riskPct": 1.5,
          "passPct": 18.4,
          "sePct": 0.19,
          "timeoutPct": 0,
          "dailyPct": 66.8,
          "totalPct": 14.8
        },
        {
          "riskPct": 1.6,
          "passPct": 19.7,
          "sePct": 0.2,
          "timeoutPct": 0,
          "dailyPct": 67.2,
          "totalPct": 13.1
        },
        {
          "riskPct": 1.7,
          "passPct": 23.1,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 64.3,
          "totalPct": 12.6
        },
        {
          "riskPct": 1.8,
          "passPct": 22.2,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 62.7,
          "totalPct": 15.2
        },
        {
          "riskPct": 1.9,
          "passPct": 21.4,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 51.1,
          "totalPct": 27.5
        },
        {
          "riskPct": 2,
          "passPct": 21.6,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 41,
          "totalPct": 37.4
        },
        {
          "riskPct": 2.1,
          "passPct": 23.1,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 40.3,
          "totalPct": 36.7
        },
        {
          "riskPct": 2.2,
          "passPct": 25.9,
          "sePct": 0.22,
          "timeoutPct": 0,
          "dailyPct": 39.1,
          "totalPct": 35
        },
        {
          "riskPct": 2.3,
          "passPct": 28.8,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.3,
          "totalPct": 33.9
        },
        {
          "riskPct": 2.4,
          "passPct": 28.4,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.3,
          "totalPct": 34.3
        },
        {
          "riskPct": 2.5,
          "passPct": 28.5,
          "sePct": 0.23,
          "timeoutPct": 0,
          "dailyPct": 37.6,
          "totalPct": 33.9
        }
      ]
    },
    "tight": {
      "capPct": 2,
      "label": "2% daily limit",
      "dailyDD": 2,
      "optimalRiskPct": 1.7,
      "peakPassPct": 23.1,
      "peakSePct": 0.21,
      "peakSeDisplayPct": 0.2,
      "curve": [
        {
          "riskPct": 0.1,
          "passPct": 0,
          "sePct": 0,
          "timeoutPct": 100,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.2,
          "passPct": 0,
          "sePct": 0.01,
          "timeoutPct": 99.9,
          "dailyPct": 0,
          "totalPct": 0
        },
        {
          "riskPct": 0.3,
          "passPct": 1.7,
          "sePct": 0.07,
          "timeoutPct": 93.4,
          "dailyPct": 2.3,
          "totalPct": 2.6
        },
        {
          "riskPct": 0.4,
          "passPct": 7.6,
          "sePct": 0.13,
          "timeoutPct": 59.4,
          "dailyPct": 26.7,
          "totalPct": 6.3
        },
        {
          "riskPct": 0.5,
          "passPct": 13.2,
          "sePct": 0.17,
          "timeoutPct": 23.6,
          "dailyPct": 57.4,
          "totalPct": 5.9
        },
        {
          "riskPct": 0.6,
          "passPct": 19.3,
          "sePct": 0.2,
          "timeoutPct": 16,
          "dailyPct": 52.3,
          "totalPct": 12.4
        },
        {
          "riskPct": 0.7,
          "passPct": 13.9,
          "sePct": 0.17,
          "timeoutPct": 1.2,
          "dailyPct": 82.4,
          "totalPct": 2.6
        },
        {
          "riskPct": 0.8,
          "passPct": 17.6,
          "sePct": 0.19,
          "timeoutPct": 0.8,
          "dailyPct": 76.5,
          "totalPct": 5.1
        },
        {
          "riskPct": 0.9,
          "passPct": 20.7,
          "sePct": 0.2,
          "timeoutPct": 0.5,
          "dailyPct": 69.5,
          "totalPct": 9.4
        },
        {
          "riskPct": 1,
          "passPct": 10.4,
          "sePct": 0.15,
          "timeoutPct": 0,
          "dailyPct": 88.4,
          "totalPct": 1.2
        },
        {
          "riskPct": 1.1,
          "passPct": 12.5,
          "sePct": 0.17,
          "timeoutPct": 0,
          "dailyPct": 86.6,
          "totalPct": 0.9
        },
        {
          "riskPct": 1.2,
          "passPct": 13.5,
          "sePct": 0.17,
          "timeoutPct": 0,
          "dailyPct": 83.5,
          "totalPct": 3
        },
        {
          "riskPct": 1.3,
          "passPct": 16,
          "sePct": 0.18,
          "timeoutPct": 0,
          "dailyPct": 81.1,
          "totalPct": 2.9
        },
        {
          "riskPct": 1.4,
          "passPct": 17.6,
          "sePct": 0.19,
          "timeoutPct": 0,
          "dailyPct": 76.3,
          "totalPct": 6.1
        },
        {
          "riskPct": 1.5,
          "passPct": 17.9,
          "sePct": 0.19,
          "timeoutPct": 0,
          "dailyPct": 69.5,
          "totalPct": 12.6
        },
        {
          "riskPct": 1.6,
          "passPct": 19.7,
          "sePct": 0.2,
          "timeoutPct": 0,
          "dailyPct": 67.4,
          "totalPct": 12.9
        },
        {
          "riskPct": 1.7,
          "passPct": 23.1,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 64.3,
          "totalPct": 12.6
        },
        {
          "riskPct": 1.8,
          "passPct": 22.2,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 62.7,
          "totalPct": 15.2
        },
        {
          "riskPct": 1.9,
          "passPct": 21.4,
          "sePct": 0.21,
          "timeoutPct": 0,
          "dailyPct": 51.1,
          "totalPct": 27.5
        },
        {
          "riskPct": 2,
          "passPct": 11.6,
          "sePct": 0.16,
          "timeoutPct": 0,
          "dailyPct": 72.6,
          "totalPct": 15.8
        },
        {
          "riskPct": 2.1,
          "passPct": 10.6,
          "sePct": 0.15,
          "timeoutPct": 0,
          "dailyPct": 82.7,
          "totalPct": 6.6
        },
        {
          "riskPct": 2.2,
          "passPct": 12.4,
          "sePct": 0.16,
          "timeoutPct": 0,
          "dailyPct": 81.5,
          "totalPct": 6.1
        },
        {
          "riskPct": 2.3,
          "passPct": 15.8,
          "sePct": 0.18,
          "timeoutPct": 0,
          "dailyPct": 79.4,
          "totalPct": 4.9
        },
        {
          "riskPct": 2.4,
          "passPct": 15.5,
          "sePct": 0.18,
          "timeoutPct": 0,
          "dailyPct": 79.4,
          "totalPct": 5.1
        },
        {
          "riskPct": 2.5,
          "passPct": 15.9,
          "sePct": 0.18,
          "timeoutPct": 0,
          "dailyPct": 78.8,
          "totalPct": 5.3
        }
      ]
    }
  },
  "comparison": {
    "tailRiskPct": 2,
    "splitRiskPct": 1.1,
    "nonePeakPct": 36.1,
    "loosePeakPct": 35,
    "midPeakPct": 31.2,
    "tightPeakPct": 23.1,
    "loosePenaltyPoints": 1.1,
    "midPenaltyPoints": 4.9,
    "tightPenaltyPoints": 13,
    "noneFailAtPeakPct": 63.9,
    "tailPassNonePct": 26.5,
    "tailPassLoosePct": 21.7,
    "tailPassTightPct": 11.6,
    "tailDailyLoosePct": 40.5,
    "tailDailyTightPct": 72.6,
    "dailyShareNonePct": 0,
    "dailyShareLoosePct": 18.4,
    "dailyShareMidPct": 55.8,
    "dailyShareTightPct": 86.6
  },
  "splitAtRisk": {
    "none": {
      "passPct": 36.1,
      "timeoutPct": 0.9,
      "totalPct": 63,
      "dailyPct": 0
    },
    "loose": {
      "passPct": 33.7,
      "timeoutPct": 0.6,
      "totalPct": 47.3,
      "dailyPct": 18.4
    },
    "mid": {
      "passPct": 25.5,
      "timeoutPct": 0.1,
      "totalPct": 18.6,
      "dailyPct": 55.8
    },
    "tight": {
      "passPct": 12.5,
      "timeoutPct": 0,
      "totalPct": 0.9,
      "dailyPct": 86.6
    }
  },
  "tail": {
    "none": {
      "passPct": 26.5,
      "dailyPct": 0,
      "totalPct": 73.5
    },
    "loose": {
      "passPct": 21.7,
      "dailyPct": 40.5,
      "totalPct": 37.8
    },
    "mid": {
      "passPct": 21.6,
      "dailyPct": 41,
      "totalPct": 37.4
    },
    "tight": {
      "passPct": 11.6,
      "dailyPct": 72.6,
      "totalPct": 15.8
    }
  },
  "axisTicks": {
    "riskPct": [
      0.5,
      1,
      1.5,
      2,
      2.5
    ],
    "passPct": [
      0,
      10,
      20,
      30,
      40
    ]
  },
  "display": {
    "balance": "50,000",
    "avgWinR": "1.2",
    "avgLossR": "1.0",
    "costR": "0.05",
    "pathsPerLevel": "40,000",
    "nonePeakPct": "36.1",
    "loosePeakPct": "35.0",
    "midPeakPct": "31.2",
    "tightPeakPct": "23.1",
    "noneOptimalRiskPct": "1.1",
    "looseOptimalRiskPct": "0.9",
    "splitRiskPct": "1.1",
    "tailRiskPct": "2.0"
  },
  "disclaimer": "Model-derived and illustrative. The archetype is synthetic and does not represent any specific proprietary-trading firm. Your own edge, cost and trade frequency change every number; this study shows the SHAPE of the relationship between a daily limit tightness and its cost, not a target to copy."
}