What the Consistency Rule Is
A consistency rule caps the share of your total profit that any one part of it can contribute. If your biggest single contribution accounts for more than the allowed percentage of everything you made, the account fails the check or the payout is held until the balance evens out.
The rule is not about how much you make. It is about how the profit is distributed. Two traders can finish an evaluation with identical balances, and only one passes, because one built the total across many sessions and the other made it in a single afternoon.
Firms apply this because a funded account is a risk decision. One outsized result is difficult to distinguish from a lucky trade or an oversized position. A profit curve built over many days is easier to underwrite.
Consistency rules are set by each firm as a commercial policy. They are not a regulatory requirement, and they are not standardised across the industry. The CFTC consumer education center covers how futures markets themselves are regulated, which is a separate matter from a firm internal rulebook.
First, Check What Your Firm Measures
Before any of the arithmetic matters, establish what the percentage is measured against. There are two bases in common use and they are not the same rule.
- Largest winning day. Everything you made in one session is added together, and that total is the number measured against your overall profit. Two winning trades of 1,000 on the same day make it a 2,000 day.
- Largest single trade. Only the biggest individual trade counts. Those same two trades of 1,000 each leave the number at 1,000, no matter how many you took that day.
The same trading produces different results under the two readings, which is why this is the first thing to pin down rather than a footnote.
In the futures prop space the day-based version is the more common reading of an X percent consistency rule, and that is the basis used in the examples below. Per-trade caps genuinely exist too, they show up more often in forex and CFD firms than futures ones, and some firms apply both at once, a daily percentage alongside a separate limit on any single trade.
What none of that tells you is which one applies to your account. Prevalence is not a rulebook. Firms word this differently, they change it, and they vary it between evaluation and funded accounts. Find the clause in your own firm documentation and read it before you plan around either version. If the wording is ambiguous, ask their support and keep the answer.
The calculator below has a toggle for both bases. The arithmetic is identical either way, only the definition of the input changes.
How the Percentage Is Calculated
The calculation divides your largest single contribution by your total profit. These examples use the largest winning day, since that is the more common futures convention, but swap in your largest trade instead if that is what your firm measures and every step below still holds.
- Total profit across the evaluation, for example 6,000.
- Largest single winning day, for example 1,800.
- 1,800 divided by 6,000 gives 30 percent.
Under a 40 percent rule that account passes the check, since 30 is below 40. Under a 20 percent rule it does not, because the best day is too large a share of the total. Under a 15 percent rule it is further out still.
A lower percentage is the stricter rule. A 15 percent consistency rule requires profit spread more widely than a 40 percent rule does. Working backwards is the useful move. If your best day is 1,800 and the rule is 20 percent, you need a total of at least 9,000 before that day stops being a problem.
Some firms measure against the profit target rather than your realised total, and some apply the check only at payout rather than continuously. The arithmetic is the same, the reference number is not. Use the calculator below to put your own numbers through it.
Consistency rule calculator
Enter the percentage your firm uses and your own numbers. Nothing is sent anywhere, the arithmetic runs in your browser.
Firms differ on this. Most futures prop firms measure the largest winning day, a per-trade cap is a real variant, and some firms apply both. Check your own rulebook before trusting either reading.
Your largest day is 30% of total profit. That sits inside a 30% rule.
- At a total of 6,000, the largest single day a 30% rule allows is 1,800.
- To keep a largest day of 1,800 inside the rule, total profit needs to reach 6,000.
The arithmetic is the same whichever basis you pick, only the definition of the input changes. Firms also differ on what counts as the total, some measure against realised profit and some against the profit target, and some apply the check only at payout. Read the rulebook for your own account. This calculator explains the arithmetic. It is not advice and not a statement of any firm's rules.
What Different Percentages Mean in Practice
The percentage on its own does not tell you much until you turn it into a number of trading days. A useful way to read any consistency rule is to ask how many equal days it would take to satisfy it.
If every day were identical, a rule of X percent needs at least 100 divided by X days. That is the floor, and real trading is never that even, so treat it as the minimum rather than the plan.
| Rule | Minimum equal days | Best day allowed on a 10,000 total |
|---|---|---|
| 50 percent | 2 | 5,000 |
| 40 percent | 3 | 4,000 |
| 30 percent | 4 | 3,000 |
| 25 percent | 4 | 2,500 |
| 20 percent | 5 | 2,000 |
| 15 percent | 7 | 1,500 |
| 10 percent | 10 | 1,000 |
A lower percentage is the stricter rule. This is the part traders get backwards most often, because a bigger number sounds harder. It is the opposite. A 40 percent rule is permissive, a 10 percent rule demands profit spread across at least ten sessions.
The other thing the table shows is that a consistency rule is not really a cap on good days. It is a floor on how many days you need. You are never punished for a large day in isolation, only for a large day that stays a big share of a small total.
If your firm measures per trade rather than per day, read the middle column as a minimum number of comparable winning trades instead of days. The ratio behaves the same way, the unit changes.
How to Trade Inside a Consistency Rule
A consistency rule changes what a good week looks like. Four practical consequences follow from the arithmetic.
- One big day is not a problem you fix by stopping. If your best day is already too large a share, the only way back inside the rule is to add profit on other days. The calculator above shows exactly how much. Sitting out makes the ratio worse, not better, because the total stops growing while the best day stays put.
- A large day early is harder than a large day late. The same result on day one of an evaluation carries far more weight than the same result once you already have a total behind you. If a rule applies, the early sessions are the ones where size matters most.
- Consistent size beats consistent outcomes. You cannot control what a session returns, but you can control position size and how long you stay in. Traders who pass consistency checks tend to trade a similar size every day and accept the variance, rather than pressing on good days.
- Know whether the rule is checked continuously or only at payout. If it is only checked at payout, a temporarily lopsided total is not a failure, it is something to even out before requesting. If it is checked continuously, it constrains you from the first day.
Under a per-trade rule the same four points hold, with one difference worth noting. Splitting a position into several smaller trades can reduce your largest single trade without changing what you made that day, which affects a per-trade measurement and does nothing for a per-day one. Whether that is acceptable practice or treated as gaming the rule is a question for your firm, not for this article. Ask before relying on it.
None of this makes a large winning day a mistake. It means the rule rewards a profit curve built across sessions, and understanding that early is easier than discovering it at payout.
When the Rule Applies
Consistency rules are not universal, and where they apply varies more than most traders expect.
Some firms apply the rule during the evaluation and drop it once you are funded. Others apply it only to funded accounts and payouts. Some apply it in both places with different percentages. A firm may also run different rules across its own account types, so an account you traded last year is not a reliable guide to the one you bought this month.
Rules also change. Firms revise them, and the revision usually applies to accounts bought after the change. Treat the firm's own current rulebook as the only authority, and read it for the specific account you hold rather than relying on a comparison table or a forum post.
How Copy Trading Interacts With the Rule
This is where multi-account traders get caught, because copying does not change the shape of your profit curve, it duplicates it.
When one leader account drives several followers, every account records the same good day on the same date. The distribution of profit across sessions is identical on all of them. If your best day is 30 percent of the total on the leader, it is roughly 30 percent on every follower too, adjusted for each account multiplier.
The consequence is that a consistency problem is never isolated to one account. It appears everywhere at once. A trader running ten copied accounts does not have ten independent chances to satisfy the rule, they have the same profile ten times over.
Per-follower multipliers scale the size of each day but not its share of the total, so changing a multiplier does not fix a consistency problem. What helps is the same thing that helps on a single account, which is trading across more sessions rather than concentrating results. For the broader workflow, see managing multiple prop firm accounts and the prop firm trade copier guide.
What to Check Before You Scale
Before adding accounts, confirm five things for each one.
- Whether a consistency rule applies at all, and whether it applies during evaluation, at payout, or both.
- What the percentage is measured against, your largest winning day or your largest single trade. This is the one that changes the answer most and the one firms word least consistently.
- The percentage, and whether it is measured against realised profit or the profit target.
- Whether copy trading and third party platforms are permitted on that account type. Firms set their own policies and this is yours to verify.
- How the rule interacts with the drawdown structure, since a strict consistency rule and a trailing drawdown pull in different directions. One discourages large days, the other punishes giving back gains.
The National Futures Association resource on futures contracts is a solid general primer if you are still building the underlying knowledge.
Tradecopia applies per-account risk filters, including daily loss limits and position-size caps, which help you keep individual sessions inside a planned range rather than producing one outsized day. It does not track or enforce a firm consistency rule. See the pricing page for plan options.