Funding and Prop Firm Analysis

The Funding tab and the Prop Firm Analysis answer the same question: how does a strategy hold up at a prop firm? The tab calculates a single strategy, the Prop Firm Analysis up to four together on one account.

How it is calculatedCopy Anchor Link

QuantDesk plays every challenge with the trades of the backtest, in random order. It counts how many challenges reach the target and how many of those go on to a payout in the funded account. All frequencies are shown as "N out of 1,000".

The presetCopy Anchor Link

On the left you choose a preset. It contains the rules of one account model of a prop firm, such as loss limits, profit target and consistency rule. The preset's fees feed into the return on the fee.

What the tab showsCopy Anchor Link

• Result. How many of 1,000 challenges reach the target, as a share of a bar, plus the return on the fee per period.
• Time to target. The average across the challenges that reach the target. QuantDesk counts calendar days as trading days times 1.45.
• Payouts. In total, the sum of all payouts over the lifetime divided by the accounts that reached the target. Per year, the same for that year.
• Survival. Of 1,000 accounts that reached the target: how many are still running in the funded account after 3, 6 and 12 months.
• Rules. The preset's rules. The consistency rule limits the share of profit a single day may contribute. The buffer is how far the account sits above the start on average after a payout.
• Equity Explorer. Fifty runs as daily equity. You pick a single run, and its trailing loss limit and its events stand out, with a daily log.
• Risk check per phase. How closely the simulation hits the risk per trade, and how many trades drop out because no contract is left after rounding down.
• DNA filter. For each contract size, QuantDesk remembers the largest loss per contract. If a trade would exceed the threshold per trade with it, the filter removes contracts until it is below. If none are left, the trade is dropped.

An active cost preset applies to every tab except Funding.

The Prop Firm AnalysisCopy Anchor Link

You open the Prop Firm Analysis through the Prop-Firm-Analyse entry in the QuantDesk sidebar. The overview shows:

• Neue Analyse (new analysis), where you choose one to four strategies in a dialog,
• your saved portfolios from the Portfolio Builder (from Trader),
• the single strategies, your own first, then the GMJD strategies.

The open analysis has four slots. An empty slot shows a plus on hover and opens a list with search. The result appears below, laid out like the Funding tab.

Two rules apply to a run:

• All filled slots run together on one account. It is one account with several strategies, not several attempts.
• All strategies in a run need the same product type.

Your own strategies only take part if their trades were stored at import. A curve of date and balance is not enough, see Your own strategies. Calculation happens on the server. The browser only sends the strategies' identifiers, and the trades stay there.

LimitsCopy Anchor Link

The challenges are built from the trades of the same history. A result of "N out of 1,000" describes how often these trades in random order would have reached the target. It is not a probability for your next challenge.