Static vs trailing drawdown: 5 of 8 rule sets have a moving floor (4 EOD · 1 Intraday · 3 Static) — isolating the mechanic across 8 real prop firm rule sets
This first-party mechanic map classifies 8 pinned study rule sets from the published dataset: 5 of 8 have a floor that moves (4 end-of-day trailing, 1 intraday); the other 3 use a static floor. Where a daily loss limit or consistency condition binds first, the drawdown label alone does not describe the constraint. The historical Monte Carlo quantities are withdrawn; this census publishes no per-firm pass rates. Inspect the classified rows and method or model your own rule set locally.
5 of 8 rule sets have a floor that moves.
And the floor is not always what binds. Where a daily loss limit or a consistency requirement ends the evaluation first, swapping that floor for a static one changes nothing at all.
A static floor stays fixed at account open; an end-of-day trailing floor ratchets on closes; an intraday trailing floor can ratchet on unrealized equity peaks. The table classifies the pinned program configurations from the dataset. It does not rank firms or publish pass rates. The historical Monte Carlo quantities are withdrawn; the current reproducible output is the mechanic classification.
Key findings
Where the trailing floor is the binding rule, swapping it for a static one changes the outcome. The subject here is the mechanic, not any firm. An intraday trailing floor ratchets on unrealized equity peaks; an end-of-day trailing floor ratchets only on closes; a static floor never moves. Hold the trader and every other rule constant, change only the floor, and the difference is attributable to the floor alone. The size of that difference depends on the trader — the engine computes yours.
Trailing is not always the binding rule. Where a daily loss limit or a consistency requirement eliminates or blocks paths before the floor is ever reached, replacing the floor with a static one changes nothing — the floor was never what ended the evaluation. The drawdown label in the marketing copy does not tell you which rule binds for you.
The rule set changes the optimal risk size. Position size and rule set are not independent choices. Under a tight daily limit combined with a trailing floor, reducing risk per trade moves ruin probability far more than it does under a static floor with a loose daily limit — the same trader, the same edge, a different sizing answer. Which is why the sizing recommendation has to be computed from your statistics rather than read off a table.
Table 1 — Which mechanic each rule set uses
Eight published rule sets. How many have a floor that moves?
5 floors move; 3 remain static. These are mechanic classifications, not pass rates.
One cell per rule set, eight in all, grouped by mechanic and in the order of Table 1 within each group. The rule at the top is the width all eight occupy in one row, so each row's length is its share of the eight. Category read from each firm's own published drawdown clause · rules verified 2026-07 · no pass rates.
Historical experimental profile: 52% win rate · 1.6R avg win · 1R avg loss · 4 trades/day · 1% risk per trade · 0.05R cost. These are the July experiment's disclosed inputs, not current published outcome measurements. Its numerical results are withdrawn.
The table below is a statement about published documents: which drawdown mechanic each rule set uses, and where that is recorded. It is not a ranking, and it carries no pass rates — see the note beneath it.
| Firm · program | Drawdown rule, as published | Mechanic category |
|---|---|---|
| Firm · programFTMO · FTMO Challenge (2-Step)Model this rule set locally → | Drawdown rule, as publishedstatic 10% | Mechanic categoryStatic floor — fixed at account open |
| Firm · programFTMO · FTMO Challenge (1-Step)Model this rule set locally → | Drawdown rule, as publishedtrailing EOD 10% | Mechanic categoryEOD trailing — ratchets on closes |
| Firm · programFundedNext Futures · Legacy ChallengeModel this rule set locally → | Drawdown rule, as publishedtrailing EOD 4% | Mechanic categoryEOD trailing — ratchets on closes |
| Firm · programApex Trader Funding · Intraday Trailing Drawdown Evaluation (EA)Model this rule set locally → | Drawdown rule, as publishedtrailing intraday 4% | Mechanic categoryIntraday trailing — ratchets on equity peaks |
| Firm · programTopstep · Trading CombineModel this rule set locally → | Drawdown rule, as publishedtrailing EOD 4% | Mechanic categoryEOD trailing — ratchets on closes |
| Firm · programFundingPips · 2-Step StandardModel this rule set locally → | Drawdown rule, as publishedstatic 10% | Mechanic categoryStatic floor — fixed at account open |
| Firm · programThe5ers · High Stakes (New)Model this rule set locally → | Drawdown rule, as publishedstatic 10% | Mechanic categoryStatic floor — fixed at account open |
| Firm · programMyFundedFutures · BuilderModel this rule set locally → | Drawdown rule, as publishedtrailing EOD 4% | Mechanic categoryEOD trailing — ratchets on closes |
Table continues → scroll horizontally
Percentages are transcribed per account size, never interpolated between sizes. The Apex ladder reads 4% at $25K and $50K, 3% at $100K, 2.67% at $150K. "Freeze unresolved" means the firm's own documentation does not settle whether the floor stops trailing inside an evaluation; the engine takes the conservative branch and keeps it trailing — both readings, set out in full.
Why there are no pass rates in this table. A firm's drawdown rule is a fact about a document the firm publishes; this page cites the document. A measured pass rate — how many real traders cleared a named firm's evaluation — is a figure PropSurvival does not publish, for any firm. A modeled probability for one disclosed trader profile under a published rule set is a different object, labelled as a model wherever it appears: the pass-probability atlas. The mechanic is the subject; the firm is a configuration of it. Every rule set above deep-links to the free engine, which computes your probability from your statistics, locally, and tells no one.
A static-floor rule set is its own counterfactual. Swapping a static floor for a static floor changes nothing by construction, so those rows are controls: they isolate how much of any difference is attributable to the floor mechanic rather than to the rest of the rule set. That is what makes the comparison a mechanic experiment instead of a league table.
Table 2 — Same rules, different risk size: the interaction that matters most
How risk per trade interacts with three rule categories, all other stats held at the reference profile:
| Mechanic category | How risk size interacts with it |
|---|---|
| Mechanic categoryStatic floor, loose daily limit | How risk size interacts with itElimination requires cumulative loss to reach a fixed line. Raising risk per trade raises ruin, but the floor never moves toward you, so the degradation is gradual. |
| Mechanic categoryEOD trailing floor + tight daily limit | How risk size interacts with itTwo constraints bind at once. The daily limit caps a single session while the floor ratchets up behind every profitable close, so the survivable-loss budget shrinks from both directions as risk grows. |
| Mechanic categoryIntraday trailing floor | How risk size interacts with itThe floor moves on unrealized peaks, so a spike you never banked permanently reduces your room. Larger positions produce larger unrealized swings, which raises the floor faster — risk size feeds the mechanic that eliminates you. |
Table continues → scroll horizontally
The direction of every row above follows from the rule text alone and does not depend on our engine being right. The magnitude does depend on the trader, which is why this table gives none: risk size and rule set are not independent inputs — they are one joint decision, and the only honest way to see yours is to run your own statistics.
Methodology — current classifications and historical experiment
- Current reproducible output The pinned rows are classified from their live rule configurations with
tools/lib/drawdown-mechanic.js classifyMechanic — same predicates as build-mechanic-pages.js / build-drawdown-landscape.js. Runnode tools/build-static-vs-trailing.js --checkagainst the same corpus to verify the dataset, census and table. - Historical method only The July experiment used 20,000 paths per cell and mulberry32 (seed 12345). Its Monte Carlo quantities were withdrawn. No recomputed pass-rate or counterfactual quantities are published here.
- Historical experimental control 52% win rate, 1.6R average win, 1R average loss, 4 trades/day, 1% risk per trade and 0.05R cost. This was a disclosed control, not a typical trader or a current measured outcome.
- Counterfactual definition The historical experiment changed only the drawdown mode to static and disabled freeze while holding the other rules and trader inputs constant. That describes the experimental design; it does not restore its withdrawn results.
- Scope Each row names a program and pinned account-size configuration in the dataset. It does not describe every product or account size offered by a firm.
- Rule verification Rules verified 2026-07; dated source checks are linked in the public verification log.
- New simulations Model your own inputs locally in the current free engine. A new model run is separate from the historical experiment and is not a prediction or guarantee.
Data license: CC BY 4.0 — reproduce the tables freely with attribution to PropSurvival and a link to this page. The full dataset — profile, methodology, both tables — is published as machine-readable JSON: static-vs-trailing-data.json.
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Model your own rule set — free →Nothing you enter leaves your device — methodology. Firm-specific mechanics explained: Apex trailing drawdown · Topstep consistency rule. Prefer to see it? Scroll the interactive tour.
PropSurvival is independent analytical software and is not affiliated with, endorsed by, or sponsored by any firm named above. Rule descriptions reflect our verification dated above; firms change rules without notice — each firm's own documentation is always the final authority. Pass probabilities are model outputs for a stated profile, not predictions or guarantees. Nothing here is investment advice.