Know your odds before you pay the fee: open-source Monte Carlo simulation of prop-firm challenges over each firm's exact ruleset. Pass probability, expected attempts and cost, EV, optimal risk sizing.
Prop Firm Sim is a LuxAlgo open-source project. Official repository: github.com/LuxAlgo/prop-firm-sim
Quickstart ·  Why your odds are worse ·  Your real trades ·  Packages ·  Rules data ·  Method
Prop Firm Sim tells you your odds before you pay for a prop-firm challenge. Give it your trading statistics, or your actual trade history, and it plays ten thousand complete challenge journeys through the firm's exact ruleset. Out come the numbers that matter: pass probability per phase and joint, with confidence intervals. Expected attempts, total cost, and expected value with every fee priced in. Time to funding, stagnation, and the probability a funded account ever collects a payout.
The engine is pure, deterministic TypeScript: everything runs locally, and the same seed reproduces the same numbers byte for byte. Firm rules come live from LuxAlgo's public prop-firm directory (keyless, read-only), and any ruleset can be passed inline, fully offline.
That trader is good. Profit factor near 1.5, and the static max loss still kills 3.5% of step-one attempts, while 26% of the funded accounts blow up within 90 trading days. Drop the win rate three points (the built-in sensitivity panel shows exactly this) and the picture darkens fast.
Prefer a browser? The same run in the hosted simulator:
The hosted simulator after one run: verdict, per phase and joint pass rates, EV with fees priced in, and the stagnation tile. Everything runs client side; nothing you enter leaves your browser.
From the project README.
Add the radar badge to your README — it shows your project was picked up by MCP Radar and links to this page:
[](https://mcp.liqiwa.com/s/LuxAlgo--prop-firm-sim.html)
ESPN draft and lineup tools for Codex and other MCP clients, with browser sign-in, approval modes, per-team limits, and server monitoring.
wanxinwanxin/risk-prismOpen-source Barra-style US equity factor risk model — daily estimation, weekly builds, public validation. Free artifacts, MCP server for AI agents.
alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skillPortfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
Alpha-Park/genpark-monte-carlo-geometric-brownian-motion-skillGeometric Brownian Motion (GBM) Monte Carlo stochastic path simulation engine with normal Box-Muller variates and tail percentile bounds.
Alpha-Park/genpark-black-scholes-merton-greeks-engine-skillBlack-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Alpha-Park/genpark-value-at-risk-cvar-expected-shortfall-skillPortfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
The top new MCP servers of the week, every Monday. No spam, unsubscribe anytime.