Prop trading firm rules are hard to compare. Every firm words its drawdown, consistency and fee rules differently, and the details sit across help-centre pages that change often. To make comparison easier, the PropFirmVS team maintains an open dataset that records those rules in one table.

This post summarises what that dataset shows. It describes the data only; it does not rank firms or suggest which one to use. Every figure below is computed from the CSV, and each states its n.

The data

  • 78 firms, 1,272 rows. One row is one firm / program / account size, so a firm with many programs and sizes contributes many rows.
  • Rows by market: forex 838 (42 firms), futures 281 (28 firms), crypto 135 (7 firms), stocks 18 (1 firm).
  • Last verified between 2026-10-09 and 2026-11-06. Prices and rules change often, so treat this as a snapshot.
  • Blank cells mean "unknown", not zero. Where a column has gaps, the share is calculated on the rows that have a value, and that n is shown.

Because rows are account sizes, all shares are shares of rows, not of firms. Stocks is a single firm, so it is left out of the charts and is not a market-wide statistic.

1. Evaluation price per $1,000 of account varies by market

To compare accounts of different sizes, the dataset includes the evaluation price per $1,000 of account size. The median across all 1,272 rows is $6.90. By market:

Market Median eval price per $1k n (rows)
Futures $3.40 281
Forex $7.67 838
Crypto $9.00 135

Futures programs are the cheapest per $1,000 at the median. That is only part of the picture, because futures rows are also where activation fees show up most often (see section 4), and the price per $1,000 covers the evaluation fee only. Monthly billing exists too: 92 of 1,272 rows are billed monthly and the other 1,180 are one-time fees.

2. Drawdown type depends heavily on the market

Across all 1,272 rows, 58.0% use a static balance drawdown, 21.5% a trailing intraday drawdown and 20.4% a trailing end-of-day drawdown. The split looks very different by market:

  • Futures (n=281): 77% trailing end-of-day, 21% trailing intraday, 2% static.
  • Forex (n=838): 72% static, 23% trailing intraday, 5% trailing end-of-day.
  • Crypto (n=135): 83% static, 17% trailing intraday.

The practical difference: a static drawdown is a fixed floor, while a trailing drawdown follows the account's high-water mark (intraday or at the end of the day), so the buffer can shrink after a winning day. Which one is "better" depends on the trading style; the data only shows what is common.

3. A third of programs have a consistency rule

A consistency rule limits how much of the total profit may come from a single day or trade. The dataset has a value for 1,093 rows; the other 179 are unknown.

  • 365 of 1,093 rows (33.4%) have a consistency rule.
  • Where one exists, the median threshold is 40%. The most common values are 50% (74 rows), 40% (66), 20% (63) and 15% (45).
  • By market: futures 65% (n=265), forex 22% (n=681), crypto 21% (n=129).

The consequences differ. Among the 274 rows with a consistency rule that have a recorded effect, 120 are recorded as raising the profit target, 117 as blocking the payout, and 37 as other.

4. Activation fees are rare overall, but concentrated in futures

An activation fee is an extra one-time charge after passing the evaluation, before the funded account starts. The dataset has a value for 753 rows (519 are unknown).

  • 73 of 753 rows (9.7%) have an activation fee; the median fee where present is $149.
  • Futures: 64 of 255 rows (25.1%). Crypto: 3 of 80 (3.8%). Forex: 6 of 418 (1.4%).
  • Stocks has no known values.

The gaps matter here: a blank may mean "no fee" or "not recorded", so the real share could differ from 9.7%. That is why the dataset keeps unknown separate from zero.

5. Profit targets are usually a little larger than the drawdown

For the 974 rows that include an evaluation (instant-funding programs with no evaluation step are excluded), the median profit target is 8% of account size and the median max drawdown is 6%. In 54.7% of those rows the profit target is larger in percent terms than the max drawdown.

By market, medians (target / drawdown, % of account): crypto 10 / 6 (n=121), forex 8 / 8 (n=602), futures 6 / 3.5 (n=233).

Note that this compares sizes only. A larger target relative to the drawdown does not by itself say how hard a program is, because daily loss limits, trailing mechanics and time limits also matter.

6. How many steps before funding?

Of all 1,272 rows: 46.9% are one-step evaluations, 27.3% two-step, 23.4% are instant-funding (no evaluation step), and 2.4% have three or four steps.

Limits of this data

  • Rows are account sizes, not firms or traders. Heavily-listed firms carry more weight.
  • Some columns have many blanks (for example the daily loss limit is recorded for 1,008 of 1,272 rows, and only 37% of futures rows have one). We do not read a blank as "none".
  • List prices only; promotions and discounts are not included.
  • Rules change. Always read the firm's current terms before relying on any figure here.
  • This is descriptive information, not financial advice and not a recommendation of any firm.

Where to find the data

The full dataset (78 firms, 1,272 account sizes, 61 columns) is free to use:

It is published under CC BY 4.0: you may share and adapt it, including commercially, as long as you credit "PropFirmVS (propfirmvs.com)" and link to the source. If you find an error, please open an issue on GitHub.

If you trade futures or CFDs, there is also a free, open-source TradingView indicator that turns your remaining drawdown buffer, daily-loss buffer and profit target into price levels: https://www.tradingview.com/script/VJcRulKu-Prop-Firm-Risk-Levels/ . It is a risk-estimation aid, not a trading signal.

Originally published at https://propfirmvs.com/prop-firm-statistics.