Consistency rule calculator
A consistency rule caps how much of your profit any single day may account for. The cap is quoted as a percentage — but published rules disagree about what that percentage is a percentage of, and three conventions are in circulation: the profit target, total net profit, and the sum of your winning days. The same record can pass under one and fail under another. This computes all three at once, because until you have identified which one governs you, the honest answer is a range.
| If the rule measures against | Base | Your share | Largest compliant day, rest of record unchanged | Status |
|---|---|---|---|---|
| The profit target | — | — | — | — |
| Total net profit | — | — | — | — |
| Sum of profitable days | — | — | — | — |
Why three answers and not one
Every calculator that currently ranks for this picks one denominator and reports one percentage. That is not a simplification, it is a coin toss presented as a result: a tool using the sum-of-winning-days convention will tell a trader they comply while a rule document using total net profit says they do not. The gap is widest for exactly the traders most at risk of it — anyone with meaningful losing days, because losing days shrink net profit while leaving the sum of winning days untouched.
So the headline output here is the spread between the three, and the second line is which of them binds hardest. If the spread straddles your threshold, you have not got an answer yet; you have got a reason to go and read the rule document, and the specific sentence to look for is the one naming what the percentage is taken of.
The denominators are not interchangeable
- The profit target
- Fixed at the start. Nothing you trade later moves this ratio.
- Total net profit
- Losing days subtract, so this base can be smaller than the sum of your winning days.
- Sum of profitable days
- Losing days are ignored, so this base is always at least as large as net profit, and correspondingly more forgiving than it. Whether it exceeds the profit target depends on how far through the evaluation you are.
The ordering is structural rather than incidental. The sum of profitable days is always at least as large as total net profit, because the two differ by exactly the losing days — so the sum-of-winning-days convention is always the most forgiving of the two, and the gap between them is a direct measure of how much you have given back. Where the profit target sits relative to both depends entirely on how far through the evaluation you are.
What a shortfall actually costs you
The remedy differs by base, and this is where most explanations go wrong. Where the denominator is total net profit or the sum of profitable days, trading more profit enlarges the base and the ratio falls — the panel above computes how much more. Where the denominator is the profit target, it does not: the target was fixed before you started, and no amount of subsequent profit changes a ratio whose denominator cannot move. A tool that reports "trade more to comply" without checking which base applies is giving advice that is inert under one of the three conventions.
The arithmetic for the two movable bases assumes your existing best day stays the best. If a later day exceeds it, the numerator rises too and the requirement moves — which is the practical reason a trader carrying a large outlier day tends to trade smaller afterwards rather than larger.
What this does not do
WHAT THIS IS — AND WHAT IS NOT PUBLISHED. This is method. I have measured and published nothing about prop-firm outcomes, and nothing here is a claim about any firm's conduct or results. This page names no firm and describes no firm's terms. Where this page and your rule document disagree, your rule document is the fact. Hadal carries no affiliate links and takes no commission from any firm.
It states no consequence, because the consequence is firm-specific and this page will not guess at yours. What follows a consistency shortfall varies by publisher and by programme, and your agreement is the only document that governs you. Read it for two things: what the percentage is taken of, and what happens when it is exceeded. Neither is derivable from the percentage alone.
It also computes no probability, forecasts nothing, and does not tell you how to size. What it gives you is the arithmetic your rule document implies, in the unit you trade in — and the range you are exposed to while the governing convention is still unidentified.
A cap on the size of one day is one of several barriers an evaluation places around an equity path. Where the barrier moves with your equity instead, the trailing drawdown calculator computes the distance to it; where you want the depth and duration of the decline itself, the maximum drawdown calculator walks your equity curve.Why an account can be breached while closing in profit is a separate mechanism again. If an evaluation has already ended and you want the arithmetic behind it reconstructed from your own account record, that is Prop-Breach Forensics. This measures a day that has already closed. Watching the same constraint while the day is still open — every position folded into one exposure and the largest still-permissible trade recomputed on each fill — is the Prop-Evaluee Risk Guardian. And when the inputs cannot support an answer, the panel above refuses and says why rather than rendering a zero — why an instrument refuses to answer is that design, written down.