Trimline Challenge Calculator

Challenge calculator for MT5. Your pass chance from risk per trade, win rate and reward:risk against your challenge rules, how attempts fail, and the risk per trade with the best chance. You enter your numbers and the rules, the calculator simulates 5,000 challenges and shows the result on the chart. If your risk is too large for the rules, it says so before you pay for the challenge.

Why Trimline Challenge Calculator

Traders report the same problems with prop challenges again and again:

• A challenge lost on day two, because two losses at 3% already break a 5% daily limit.
• A risk per trade picked by feeling, without knowing how often it reaches the target in time.
• A trailing drawdown that ends the attempt after a few winning days, because the floor moved up.
• A strategy with a small or negative edge, paid for again and again in new challenges.

Trimline Challenge Calculator is built around three promises:

• Start at the risk that fits the rules. Twelve risk levels from 0.25% to 3% run through the same simulation. The best one is marked, and one click takes it.
• See why attempts fail. Every result is split into passed, daily limit broken, max drawdown broken and out of time. A wrong input is blocked with the reason in one sentence.
• Numbers you can check. A self-test runs on every start. The engine was compared with an independent calculation in 10 scenarios.

Functions

Your trading

• Win rate, reward:risk (average win divided by average loss) and trades per trading day, typed in or read from the closed trades of this account.
• History counts each position once, with partial closes, swap, commission and fees added. Break-even trades are left out.
• At least 10 closed trades with one win and one loss are needed. Under 30 trades, the panel says the result is uncertain.

Challenge rules (each limit can be switched off with 0)

• Profit target in % of the start balance.
• Daily loss limit in % of the balance at day start.
• Max drawdown in % of the start balance, measured from the start balance or from the highest balance (trailing).
• Minimum trading days and a time limit in trading days.

Result

• Pass chance with its 95% range, the number of runs and the median days to pass.
• How attempts end: passed, daily limit broken, max drawdown broken, out of time.
• Pass chance by risk per trade as twelve bars. The best level is green, yours is marked in blue.
• Status line: green when your risk is in the best range, yellow when a smaller or larger risk passes more often, red when an input is blocked.
• "Why?" lists the checks: inputs, edge per trade in R, how many losses in a row break the daily limit, the model's assumptions and the self-test.

Operation

• The calculation runs again after every change, in small steps, so the chart stays responsive.
• The same random seed gives the same result each time. Set the seed to 0 for new random numbers.
• Panel in English or German, light or dark to match your chart, help line for each section with "?".
• It is an indicator. It cannot open, change or close trades, and it runs next to Trimline on the same chart.
• No DLL, no web requests, no files.

Calculation check

• On every start, the self-test runs 13 cases with a known answer, for example a closed formula for 55% wins at 1:1 (88.15% pass). Result in the panel: "Self-test 13/13". If a case fails, the calculation stays off.
• The engine was compared with a separate Python calculation with the same assumptions: 10 scenarios with 20,000 runs each, 40 shares. The largest deviation was 1.6 standard errors; the limit was 4. Two deliberately built-in errors were found by the same comparison.
• Strategy Tester (MetaQuotes demo server): EURUSD H1, XAUUSD M15, GBPUSD D1 and USDJPY M1, 0 error lines in the tester logs.

These runs show the mechanics. They are not a strategy and say nothing about profit.

Set up in 3 steps

1. Attach Trimline Challenge Calculator to any chart. The symbol does not matter.
2. Enter your challenge rules and your win rate, reward:risk and trades per day, or click "From history".
3. Read the pass chance and the status line. If a better risk exists, "Use best risk" sets it.

FAQ

Does Trimline Challenge Calculator trade by itself?

No. It is an indicator and cannot send orders. It only calculates and shows the result.

Why is my calculation blocked?

Click "Why?". The list shows the input that does not work in one sentence, for example "Minimum trading days are more than the time limit".

Does my prop firm allow it?

Rules differ between firms and change over time. The calculator does not trade, but please check your firm's rules for tools on the account.

Which rules can it model?

Profit target, daily loss from the day-start balance, static or trailing max drawdown, minimum trading days and a time limit. Enter the numbers of your challenge; there are no presets with firm names.

Why is the best risk sometimes larger than mine?

With a time limit, a very small risk often does not reach the target in time. The bar for "out of time" shows this.

How do I use it next to Trimline on the same chart?

Set "Panel position X" to 316, so both panels sit side by side.

Limits

• The model is simple: each trade wins risk × reward:risk or loses the risk. Real trades vary in size, and partial wins are not modeled.
• Limits are checked on closed trades. Many firms count floating losses during the day, so the real daily limit can be hit earlier than simulated.
• Trades are independent in the model. Losing streaks that come from market phases are not modeled.
• Reaching a limit counts as breaking it. Without a time limit, a run stops after 250 trading days.
• The result is only as good as your numbers. Win rate and reward:risk from a short history are uncertain.
• The daily limit counts from the balance at day start. Rules that count from the start balance or from equity at a fixed time differ slightly.
• One calculator per chart. A second copy on the same chart shares the panel objects.
• History counts one trade per position. On netting accounts, a position that is added to and reduced without going flat counts as one trade.
• With all help lines open, the panel needs about 1,000 pixels of chart height.
• MetaTrader 5 only.

Trimline toolkit

Part of the Trimline toolkit. Tools that stop avoidable account losses and show why.

• Trimline Risk First Trade Manager: size from your risk, checks with a reason before every order, management by your plan. It keeps the risk you choose here on every order and blocks orders that would break your daily limit. https://www.mql5.com/en/market/product/207882
• PGuard Basic: free. Daily loss and drawdown at a glance, lot size from your risk. https://www.mql5.com/en/market/product/166332
• PropGuard OS: prop risk guard with a lockout before your limits, a news filter and a trade panel. New features are developed in Trimline. https://www.mql5.com/en/market/product/164901