2,000 paths · 7 mechanics · 5 terminal states

PropSurvival is an independent product, built and maintained by practitioners with systematic-trading and quantitative-risk backgrounds — no prop firm money, no broker affiliations, no sponsorships.

That independence is the product's spine: a firm-sponsored calculator won't tell you your expected cost is more than one paid attempt — or that below a 2% funded probability the model stops counting and reports “50+” — because that's marketing against itself. The full methodology is on this page and the rule dataset is versioned on the public changelog — if the math is wrong somewhere, say so, and it gets fixed with credit.

The full Monte Carlo strategy engine, every firm rule preset, CSV import with confidence diagnostics, the GO/REDUCE/NO-GO verdict, the Survival Score, the safe risk band, expected attempts and expected fee spend for your selected firm, a computed plan for your dominant failure cause, the full Firm Fit & Fee ROI ranking across every firm whose rules we've transcribed and dated, and a shareable verdict card (PNG and Discord-ready text). Free means free — no signup, no trial clock. A dedicated single-firm page for the same engine is the prop firm challenge calculator. Transcribed payout terms for individual programs sit on their own pages — FundedNext Flex, FTMO Challenge (2-Step), and The5ers among those already read.

Yes — free, and at the same accuracy as any firm preset.

Instead of selecting a firm, you can define your own rule set: a maximum drawdown (the one required field), and optionally a daily loss stop, a profit goal, a time horizon and a ruin threshold — each explicitly set or explicitly recorded as off, never silently assumed. The engine runs the identical Monte Carlo simulation against whatever you entered. Personal mode reports a constraint-status result, not a pass/fail verdict: the share of simulated paths that respect every rule you set, and — where you set a horizon with no goal — the share that survive to it. Open the personal rule editor.

Live now — a one-time $49 document built from the same personal rules you enter in the free editor.

The Personal Case File is a one-time $49 document built from the same personal rules you enter in the free editor: a constraint-status verdict, a survival read, a sweep study across risk levels, a capital-at-horizon range, an attested ledger of every rule as you stated it, and a note on which rule would move the result most if it were relaxed. It is priced once at $49 with no renewal — the document runs entirely on your own numbers, so there is no firm rule corpus for it to be re-read against, and nothing to re-read means nothing to charge for again. You can read a full sample before you buy, and checkout runs through Gumroad as merchant of record.

Yes — and the part that decides whether to buy a challenge is free permanently.

There is no path-count cap (accuracy is never gated), the complete Firm Fit & Fee ROI ranking across every firm whose rules we've transcribed and dated is free, CSV import and a real bootstrapped distribution from your own trades are free, and your full run history is kept on your device. No signup, no card, and nothing you enter leaves your browser. The free tier is not a trial, and nothing that is free today is ever moved behind a paywall.

Three of the four paid tiers answer a different job — the account you are already trading; the fourth, the Personal Case File, answers the same question against rules you set yourself, not a firm's. Buying one adds work on top of the free tier; it never fences off anything the free tier does today.

A license key arrives by email; you paste it into the engine and it activates against the provider's API.

You receive the key by email from Gumroad immediately after purchase, then choose Already purchased? Enter your license key in the engine, paste it, and activate. The key is verified directly against the provider's license API and the result is stored in your browser. Once activated, a license works offline for its term — the engine only revalidates in the background when it can reach the internet, and a check it cannot complete never downgrades you. What ends a license is its term running out, or an explicit refund or revocation. When one ends, the engine drops to a read-only view: the documents you already generated stay on this device and stay readable, and what stops is generating new ones. A key activates on up to 2 devices; if you replace a machine, contact support and we'll move your activation.

Correct — and it's testable, not a promise.

Load the platform, switch off your connection, and everything except license activation still works: CSV import, all simulations, charts, reports. There is no application server in the architecture at all.

Which matters for a reason worth stating plainly: your broker statement and your P&L never reach a server, because there is no server to reach. There is nothing to breach, nothing to subpoena, and no dataset of your trades for anyone to sell — or to trade against. The network traffic is listed below, so the claim stays checkable rather than reassuring.

The engine runs on your device, so it does not depend on us being reachable.

It is a self-contained page, not access to a server we could switch off: the version you have keeps working whether or not new versions arrive. An activated license is built the same way — once activated it isn't downgraded because a validation server is unreachable, so an outage at us or at the payment provider does not lock you out. What updates deliver is new last-read dates and features, logged on the changelog; the simulations, reports and features already on your machine are not part of that stream. We don't guarantee the product will be offered or updated forever, and we've written our Terms to say that honestly rather than promise something we might not be able to keep.

The engine performs path-level Monte Carlo simulation.

For each of 2,000 paths it draws a sequence of trades from your statistics — win rate, average win (R), average loss (R), trading cost (R), trades per day (Poisson-distributed around your average) — and compounds equity at your chosen risk-per-trade. Each path is checked against the challenge's rules trade by trade, day by day, and terminates as pass, daily-drawdown fail, total-drawdown fail, consistency fail, or timeout. The aggregate frequencies are the probabilities you see.

Scroll the ledger sideways →

Each firm preset carries a last-read date and modeling notes that disclose every simplification. Firms change rules without notice; their documentation is the final authority.

A 0–100 composite for one challenge configuration: 0.62 × pass probability + 0.28 × (1 − drawdown-failure probability) + 0.10 × risk-band discipline, where risk-band discipline measures how far your risk-per-trade sits above the computed safe band.

It exists to compress "can I survive this" into one comparable number; the components are always shown alongside it.

For each firm, the Firm Fit ranking computes:

1. Funded probability — full rule-aware simulation at your stats and account size. For a 2-step program — a second evaluation phase with its own target and day window under the same drawdown rules — Phase 2 is simulated and the funded probability is Phase 1 × Phase 2, so 2-step FX firms and 1-step futures firms compare honestly.
2. Expected attempts — 1 ÷ funded probability (capped for near-zero probabilities). A Phase-2 failure is modeled as a full paid restart — the conservative reading of most firms' terms.
3. Expected fee spend — f₀ + (attempts − 1) × f_reset: the launch-window list price of the first evaluation, plus a reset price for every retry. This used to be attempts × the full fee, which is the same formula with the reset price silently set to the full price — it overstates the total for any firm that sells a cheaper reset. Where the corpus carries a sourced reset price, the engine uses it. Where it does not, the engine says so instead of substituting the full fee or rendering a zero.
4. Modeled first funded year — your per-trade expectancy × risk × account size × trades/day × ~220 trading days × the firm's profit split, then made deliberately conservative in three ways: risk is capped at 1%/trade (you would not run a funded account above the safe band, even if your input is higher), a ×0.30 haircut is applied for profit caps, scaling gates, payout friction and account resets, and the result is held under a hard ceiling of 60% of account size. The numbers are intentionally cautious so the ranking reflects real fee economics rather than a headline income figure.
5. Modeled Net · Yr 1 — funded probability × modeled funded year, minus expected fee spend. Shown in dollars because the denominator is an evaluation fee — $80 to $250 across the corpus — and a percentage taken on a number that small produces absurd-looking figures.

• Independence assumption. Trades are sampled i.i.d. from your statistics. Real returns show autocorrelation, regime shifts, and volatility clustering; treat outputs as a baseline, not gospel.
• Two-point outcome distribution. Wins and losses use your average R values (with costs), not your full R distribution. Fat-tailed strategies (rare huge winners) are approximated conservatively.
• Sample-size sensitivity. A win rate from 50 trades has wide error bars; the engine surfaces confidence labels rather than hiding them.
• No psychology model. Revenge trading, hesitation after losses, and rule-breaking are outside the model — and are, empirically, a major failure cause the simulation cannot see.

14 days, no questions asked, on any paid purchase.

The policy is the one published in the Terms: ask within 14 days and you get your money back in full, through our checkout provider as merchant of record — they are the legal seller, so a refund runs on their rails rather than on our goodwill. No conditions and no partial-use arithmetic. The free tier is the trial; a refund on top of it costs you nothing to be sure. Reply to your purchase-confirmation email or write to support@propsurvival.com.

Four are published — and they answer a question the free tier deliberately does not.

The free tier is the complete pre-purchase decision — should I buy this challenge, from which firm, at what account size — and it stays that way. The paid tiers are for after that decision, where the question has changed to where do I actually stand right now: the Situation Report ($29), a one-time diagnosis of the account you are holding mid-evaluation; the Personal Case File ($49), the full case file against the rules you set yourself, not a firm's; the Challenge Case File ($99), continuous state-aware analysis of a live evaluation; and the Funded File ($249), payout gates and the consistency countdown once you are funded. The Situation Report is a single payment that grants one month and does not renew; the Personal Case File is a single payment, yours to keep, with no renewal, ever; the Case File and the Funded File are annual and renew until you stop them.

All four are on sale now, through Gumroad as merchant of record. Nothing that is free today is ever moved behind a paywall: the paid tiers are new work on an account you already own, never a fence around what the free tier does now. You can read the real document before you decide — a full sample Situation Report, a full sample Personal Case File, a full sample Case File and a full sample Funded File, each one real engine output on an illustrative account.

This is not investment advice. Outputs are modelled probabilities from the inputs you supply — not predictions, and not a recommendation to buy, sell, or continue any evaluation. See the Risk Disclaimer.

Email support with a link to the firm's documentation.

Rule corrections ship as preset updates and are logged, dated, on the public rule changelog — that's the maintained-dataset part of the product, and exactly what the last-read dates are for.

The terms are published: 20% of every referred sale, paid through Gumroad. Prop firms are permanently ineligible. Applications open once Gumroad's affiliate program is enabled.

The full terms — commission, eligibility, promotion rules, and the assets an affiliate receives — are on the affiliate program page, not repeated here.