What are your real odds of passing?

Simulated estimate based on the assumptions above, run server-side against each strategy's real trade-by-trade history — resampled by real calendar day (preserving how the strategy's actual trades cluster), not a synthetic win-rate model. Modeled as two separate Monte Carlo problems: the challenge (300 simulated evaluation attempts) is a barrier problem, the funded phase (150 simulated 12-month runs, its own risk-per-trade) is a separate payout problem — a funded account that breaches the drawdown rule is lost for that stretch and costs another evaluation fee to reset, while a month that closes in profit pays out and keeps the gain. Firm rule fields default to reference points based on each firm type's published structure at time of writing — actual fees, targets, and drawdown rules vary by firm and change over time, which is why every field is editable. Not a guarantee of funding, payout, or any specific financial outcome. Trading involves risk of loss.