A profitable backtest can still fail a prop firm test in a single afternoon. That happens because prop firm tests are not ordinary trading accounts. Generating positive expectancy is only part of the assignment.The goal is not maximum return at any cost. It is to earn enough profit while remaining i

Imagine launching a strategy with a strong historical equity curve, only to lose the evaluation because one volatile session crosses the firm’s daily drawdown limit. That happens because a proprietary trading evaluation is a rule-constrained risk test, not merely a search for profit. Generating posi