[September 2026] Calculating FTMO Futures Challenge Expected Value: Pro $50K Maxing Out the Daily Limit Is Best, and Skill Only Changes How You Withdraw

※ Prices and rules were confirmed against FTMO's official rules page (Trading Objectives & Rules) and FAQ on September 23, 2026. The figures are Monte Carlo results and do not guarantee future performance.

📢 Advertising/affiliate disclosure: This site does not hold an affiliate link for FTMO Futures.

TL;DR

• The best play is running Pro $50K at 0.30 lots, maxing out the daily limit. It beats Growth $50K at every skill level
• Even at zero edge, it comes out at +$4,836/year (89% probability of ending net-positive). Even at a per-trade edge of −0.10R, Pro $50K alone still ends up at +$750
• Skill only changes how you withdraw. With no edge, withdraw as much as possible and burn through accounts; with edge, leave a cushion in the account and keep it alive longer
• Changing lot size between evaluation and funded is a rule violation. You can't "push hard in evaluation, then play defense once funded"
• The larger sizes ($100K, $150K) only make sense for people with real edge. At zero edge they don't add expected value, and they lower the odds of ending net-positive

Prices and rules (measured September 23, 2026)

Common to all plans:

• Max loss is an EOD trailing drawdown (calculated from the highest end-of-day close), and locks once it reaches the initial balance
• Consistency applies only during evaluation. A violation doesn't fail you — you just keep trading until the ratio comes back down
• There is no minimum trading-day requirement for evaluation
• The monthly fee stops once you pass. If you fail, you're issued a new account on the next billing date
• Resetting does not change the billing date
• On withdrawal, the requested amount is deducted from the balance, and the max-loss line does not move down
• At least 50% of the requested amount must be new profit made since the last withdrawal
• You receive 90% of the requested amount
• You can hold up to 3 funded accounts at once

Assumptions

What I varied: plan, lot size, buffer left in the account at withdrawal time, skill level

What I held fixed:

• One trade per trading day on Micro Gold (MGC)
• Stop-loss at 0.6%. With gold at $4,370 (CME, September 22), the loss on 0.10 lots (1 MGC contract) is $262
• A loss is exactly the stop-loss distance. A winning trade may carry between 0% and 80% of the stop-loss distance in floating loss along the way
• Commission is $1.82 round-trip per MGC contract ($0.20 each way from FTMO ×2, $1.40 CME exchange fee, $0.02 NFA/regulatory fee)
• If failed, buy a reset if there are at least 10 trading days left before the next billing date; otherwise wait
• If a funded account is lost, immediately rebuy an evaluation
• Time horizon is 1 year (252 trading days). Profit still sitting in a funded account after 1 year is not counted

Six skill levels. R is the amount risked on a single stop-loss.

"Strong" is a level that earns 80R a year on one trade a day — nobody actually trades at this level in reality. It's a reference point only.

Result ①: Annual expected value by plan

For each plan and skill level, the result using the best lot size and withdrawal policy (1 year, 1 slot).

I also looked at the probability of ending net-positive. Even where the average is similar, the stability differs.

• If you have no edge, Pro $50K is the only sensible choice. Its expected value is roughly the same as Growth $150K, but the probability of ending net-positive is 89% vs. 57%
• If you have edge, sizing up is worth it. Expected value peaks at Growth $150K (+$25,925 at "small"). But the highest probability of ending net-positive is still Pro $50K at 97%, vs. 88% for Growth $150K

Why Pro $50K is so strong

• Target and loss allowance are both $3,000. Growth $50K only gives you a $2,000 allowance against a $3,000 target
• You can withdraw 100% of profit. Growth caps it at 50%
• The per-payout cap is a high $5,000. Growth $50K's is $2,500
• Larger sizes get a worse target-to-allowance ratio (1.33x at Pro $100K, 1.50x at $150K). The minimum daily profit required for a payout day also rises to $300 and $500

Result ②: Maxing out the daily limit is the best lot size

Pro $50K's annual expected value (best withdrawal policy at each lot size).

At 0.10 lots, even zero edge comes out negative. Passing evaluation takes longer, and you keep paying the monthly fee the whole time.

0.30 lots is the ceiling because Pro $50K's $1,000 daily loss limit is hard. At 0.40 lots, a single loss is $1,048 — enough to end the account in one shot. For Growth $50K too, 0.30 lots is the max that fits within the funded account's soft $1,000 daily limit.

Result ③: Skill only changes how you withdraw

Pro lets you withdraw 100% of profit, but the withdrawn amount is deducted from the balance, and the max-loss line doesn't move down. If you withdraw everything after the line has locked at the initial balance, the balance ends up equal to the line and the account is over. FTMO's own FAQ warns that withdrawing the full amount on Pro touches the max-loss line.

So I compared results by varying "how many losses' worth of buffer to leave above the line after withdrawing" (Pro $50K, 0.30 lots).

• With no edge, withdraw as much as you can. Keeping the account alive longer doesn't add expected value, so it's better to take money out while you can and just pass again if you lose the account
• With edge, leave a cushion in the account. At "small," the difference between choices is within $400 either way, but at "medium," leaving 8x losses' worth of buffer earns +$8,159/year more than leaving 0.5x. The number of times you lose a funded account per year also drops from 8.4 to 1.6

That said, repeatedly "withdrawing everything, burning through the account, and rebuying" risks being treated as the "account rolling" violation discussed below. Even with no edge, leaving 2x losses' worth of buffer only costs you $650 in expected value, and the probability of ending net-positive barely moves (89% → 85%).

Result ④: Cash flow (Pro $50K, 0.30 lots)

For a trader with zero edge, a year looks like repeating "pass, withdraw once, lose the account" 5+ times. Against $2,319 in costs, receipts come to $7,156.

Why is it positive even at zero edge?

I calculated the cost of one pass and the amount received per funded account separately (Pro $50K, 0.30 lots, zero edge).

• Cost of one pass: $397 (average of monthly fee plus reset cost)
• Amount received per funded account: $1,363 (until the account is lost)

Losses are capped at the fee; profits are collected through withdrawals. Even at a coin-flip win rate, this asymmetry tilts expected value positive.

FTMO can sustain this because most real traders lose by a wide margin. As shown in the table above, once you go below a per-trade edge of −0.10R, every plan except Pro $50K turns negative.

A rules caveat: don't change lot size between evaluation and funded

FTMO Futures' Forbidden Trading Practices includes 3 clauses relevant to this strategy.

"Push hard during evaluation, reset if it blows up, then dial down the lot size once funded" falls under the first clause. Every calculation in this article keeps the same lot size across evaluation and funded. Violating this can lead to trades being voided, the account being closed, and payouts being forfeited.

One more thing: using the max-loss line itself as your exit, with no stop-loss in place, is also banned (Trade without independent risk management). The model in this article places a stop-loss on every trade.

Should you scale up to 3 accounts?

You can hold up to 3 funded accounts at once.

• Expected value simply multiplies by the number of accounts. If one slot has positive expected value, filling 3 slots triples it
• FTMO permits copying the same trades across your own accounts. But since all accounts win and lose together, variance triples too
• Holding opposite positions across accounts is banned (Hedge or offset risk across accounts)

What this calculation does not include

• Slippage. Assumes stop-losses fill exactly. Slippage effectively lowers your skill level (look one row down in the table)
• Profit still sitting in a funded account after 1 year. Not counted, so figures for traders with edge are conservative
• Live accounts. Invitation is at FTMO's discretion. Reaching one removes the withdrawal cap, but that isn't factored into this calculation
• The post-pass review period (1–3 business days)

Comparison with other futures props (added September 23, 2026)

Using the same assumptions, I also calculated figures for other futures props that permit automated trading.

BluSky and FFN were added on September 25, 2026. A side-by-side of all 6 firms is available in Expected Value Summary: 6 Futures Props That Allow Full Automation.

BluSky expected value · FFN expected value · FundedNext Futures expected value · MyFundedFutures expected value · Lucid Trading expected value

FAQ

Q. Which plan should I buy?

If you're not confident in your edge, Pro $50K. Even at zero edge, the probability of ending net-positive is 89%, and expected value stays positive even with a modest losing edge. If you do have edge, $100K and $150K deliver a larger expected value.

Q. How should I choose lot size?

For Pro $50K, 0.30 lots (3 MGC contracts). Since the $1,000 daily loss limit is hard, the largest lot size where a single loss won't exceed it is automatically the optimum. Use the same lot size in evaluation and funded.

Q. Should I reset after failing?

If there are more than 2 weeks left before the next billing date, reset; if less than 2 weeks, waiting is cheaper. Resetting doesn't change the billing date.

Q. How much should I withdraw at a time?

With no edge, withdraw as much as possible. With edge, leave a buffer worth 2–8 losses in the account. On Pro, withdrawing all of your profit immediately touches the max-loss line.

Reference links (official)

• FTMO Futures: Trading Objectives & Rules (prices, reset fees, payout conditions for all plans)
• FTMO Futures: Forbidden Trading Practices
• FTMO Futures FAQ: Withdrawing a payout from a Sim-Funded account
• FTMO Futures FAQ: What happens after passing (monthly fee stops on a pass)

Simulation script: scripts/sim-ftmo-futures-ev.py

Related articles

• FTMO Futures Complete Guide
• Beginner's Guide: Futures Prop Rules Explained from Scratch
• FTMO Futures vs. Topstep: Which Should You Buy
• Topstep Expected Value
• FundedNext Futures Expected Value
• MyFundedFutures Expected Value
• Lucid Trading Expected Value