This reconciled FTMO journal scenario moves from an unsuccessful first attempt stopped at -8.7% to a separate 18-day attempt ending at +11.2%—without claiming that a journal caused the change or that one evaluation phase equals a funded account.
The constructed first attempt contains 80 trades; the second contains 52. Three versioned rules change between them: a smaller personal risk cap, required pre-trade setup evidence, and a daily stop after three consecutive closed losses. Every count, win rate, grade rate, and percentage-point result below uses a visible denominator.
Disclosure: Trader’s Second Brain is our product; FTMO is independent. TSB can preserve reviews and replay owned-account evidence against a selected rule snapshot. FTMO’s official terms and Account MetriX remain controlling, and the server-rendered program table—not this case narrative—owns current prices and rules.
Quick answer: select the exact program and phase, freeze the attempt evidence, reconcile all trades and exclusions, find one observable execution pattern, version one rule set, and replay or test it on a later window. A better second result supports another test; it does not prove the journal, risk cap, or stop rule was the sole cause.
Choose the Exact FTMO Program Before Reading the Case
This worked path uses the global/default 100K FTMO 2-Step first-evaluation scope. FTMO 1-Step and 2-Step are not interchangeable: their targets, loss rules, minimum-day requirements, Best Day coverage, and later stages can differ. The server-rendered comparison above keeps those current fields, official sources, and verified dates separate.
The case never copies live program values into prose. Use the exact row that matches the selected program, phase, region, and account size, then preserve that rule snapshot with the attempt. FTMO’s official Trading Objectives remain the final source.
The FTMO journal setup guide shows which program identity, phase, daily state, and rule fields must stay attached to the trade evidence.
Attempt One: 80 Trades Ending at -8.7%
Constructed example—not a customer record or TSB cohort. The scenario covers 19 trading days. “Unsuccessful” means the trader stops under a personal risk policy at a closed-net cumulative result of -8.7%; the article does not relabel that number as a formal FTMO rule breach.
| Attempt-one window | Reconciled evidence |
|---|---|
| Days 1–10 | 35 trades · 20 wins · 57.1% win rate · 30/35 A/B evidence · +4.2% |
| Days 11–19 | 45 trades · 15 wins · 33.3% win rate · 17/45 A/B evidence · -12.9% |
| Complete attempt | 80 trades · 35 wins · 43.8% win rate · 47/80 A/B evidence · -8.7% |
The P&L path closes: +4.2% − 12.9 percentage points = -8.7%. Counts close at 35 + 45 = 80; wins close at 20 + 15 = 35; A/B-reviewed trades close at 30 + 17 = 47.
The useful event is not simply that the curve fell. The later 45-trade window differs sharply in review evidence, frequency, risk records, and timing. Those dimensions create hypotheses for attempt two; none proves motive or causation by itself.
The Journal Review: Three Overlapping Views
A trustworthy journal does not add overlapping slices as if they were separate losses. The same trade may be C-grade, oversized, and outside the planned session. Each view below starts from the same 45-trade recovery window.
1. Pre-trade evidence grade
| Grade slice | Evidence |
|---|---|
| C-grade / required evidence absent | 28 trades · 7 wins · 25.0% · -9.8 percentage points |
| A/B evidence present | 17 trades · 8 wins · 47.1% · -3.1 percentage points |
The two rows reconcile to 45 trades, 15 wins, and -12.9 percentage points. The C-grade row carries 9.8 ÷ 12.9 = 75.97%, rounded to the preserved 76% of the window’s net decline. That is a descriptive contribution, not proof that grade caused the loss.
2. Planned-versus-actual risk
Risk evidence is usable for 41 of 45 trades; four are unavailable and remain visible. In the eligible 41, the stored median plan is 0.75% of the scenario balance and median actual risk is 1.05%: (1.05 − 0.75) ÷ 0.75 = 40% above plan. Median drift does not mean every trade risked 1.05%, and it cannot be multiplied by the loss total.
3. Session membership
Twelve of 45 trades occur outside the predeclared session window; two win, so the slice is 2 ÷ 12 = 16.7%, with a net contribution of -4.0 percentage points. The 33 in-window trades contain 13 wins and -8.9 percentage points. This slice reconciles independently, but it overlaps the grade and risk views.
Open the exact records before choosing a rule. The trade-review workflow separates observable fields from retrospective explanations.
Three Rules for the Second Worked Attempt
These are scenario parameters, not universal FTMO advice. Each sits inside the selected program’s current server-rendered constraints.
- Personal risk cap: 0.50% per eligible trade. The value is lower than the first attempt’s stored 0.75% plan and 1.05% median actual risk. Position size is recalculated from stop distance for every trade; the percentage is not copied into a fixed lot size.
- Required setup evidence before entry. The trade needs a saved setup/version, planned entry, invalidation, target logic, and planned risk. A missing field is a rule failure, not a C-grade assigned after seeing P&L.
- Daily stop after three consecutive closed losses. The stop ends new entries for that trading day. It is a personal operating buffer, not a claim that three losses predict the next trade or that TSB can block broker orders.
The risk-management framework explains how to size from stop distance and available loss buffers without treating a single percentage as portable across strategies.
Attempt Two: 52 Trades and +11.2%
The later constructed attempt covers 18 trading days. It does not reuse the first attempt’s trades.
| Attempt-two window | Reconciled evidence |
|---|---|
| Days 1–5 | 14 trades · 8 wins · 14 A/B evidence · +1.8% |
| Days 6–10 | 15 trades · 8 wins · 14 A/B evidence · +1.4% |
| Days 11–15 | 15 trades · 9 wins · 14 A/B evidence · +4.9% |
| Days 16–18 | 8 trades · 5 wins · 8 A/B evidence · +3.1% |
| Complete attempt | 52 trades · 30 wins · 57.7% · 50/52 A/B evidence · +11.2% |
Counts close at 14 + 15 + 15 + 8 = 52; wins at 8 + 8 + 9 + 5 = 30; A/B evidence at 14 + 14 + 14 + 8 = 50. P&L closes at 1.8 + 1.4 + 4.9 + 3.1 = 11.2 percentage points.
The five daily closed-net changes for days 6–10 are +0.7%, -1.5%, -1.3%, +1.0%, and +2.5%, which sum to the block’s +1.4%. Starting from +1.8% after day 5, the path reaches a +2.5% peak on day 6 and a -0.3% trough after day 8: a 2.8-percentage-point peak-to-trough drawdown on this daily closed series. It does not certify intraday or unrealized-equity drawdown between closes.
At +11.2%, the scenario has crossed the first-stage profit level represented by its selected snapshot only if every other current rule also passes. A 2-Step first evaluation is not the full two-stage process and is not an FTMO Account or payout.
What Changed—and What Did Not
| Metric | Attempt one → attempt two |
|---|---|
| Closed-net result | -8.7% → +11.2% · +19.9 percentage points |
| Trades | 80 → 52 · 28 fewer · -35.0% |
| Wins / win rate | 35/80 = 43.8% → 30/52 = 57.7% · +13.9 pp |
| A/B evidence | 47/80 = 58.8% → 50/52 = 96.2% · +37.4 pp |
| Rule set | Original plan with observed drift → versioned 0.50% cap, evidence gate, three-loss daily stop |
The comparison supports a useful statement: the later window records fewer trades, higher evidence coverage, higher win rate, and a higher closed-net result under the revised rule set. It does not isolate which rule mattered, exclude a market-regime change, or prove that the journal caused 19.9 percentage points of improvement.
A Phase Pass Is Not a Funded Account
The prior article jumped from a first-stage target to a funded account and attached an invented profit-share value. That collapses separate program states. A 2-Step route can include another evaluation stage, identity or compliance checks, account activation, ongoing loss rules, payout eligibility, and current terms that must be checked independently.
Do not reuse unsupported “most funded traders lose within three months” or “average attempts to pass” figures. The personal decision is already hard enough: can the exact program be evaluated from complete evidence, and can the trader follow a rule set with sufficient buffer through a later comparable period?
The prop-firm rules checklist helps keep evaluation, funded-stage, payout, platform, news, overnight, and account-count conditions separate.
How TSB Supports the Journal and Rule Replay
TSB has processed 600K+ imported trades cumulatively. That scale belongs to the product, not to this 80/52-trade scenario. A real attempt must state its account, period, program, phase, filters, included n, exclusions, currency state, rule snapshot, and cutoff.
Journal review can retain setup, grade, plan adherence, and trader-supplied notes beside exact trades. Prop Replay owns program, phase, account size, starting balance, included and excluded counts, conversion state, rule fingerprint, pass/breach/stall state, first blocker, and limitations. When closed-trade data cannot certify an intraday or unrealized-equity rule, the result stays pass-blocked rather than being promoted to a historical pass.
TSB does not infer motive from P&L, claim that an A-grade trade must win, or enforce the broker’s order surface. Its advantage is traceability: the finding opens to exact evidence and the current rule source instead of becoming an uninspectable success score.
Replay the exact program before the next paid attempt
Select program, phase and account size; freeze one owned-account window; inspect first blocker, included/excluded trades, conversion coverage, and every pass-blocking limitation.
Open Prop Firm Tracker →The Repeatable Failure-to-Retest Workflow
- Select one exact program, phase, region, size, and verified rule snapshot.
- Freeze the attempt account, dates, timezone, currency basis, and evidence cutoff.
- Reconcile every closed trade, result, review state, and exclusion.
- Inspect setup evidence, planned-versus-actual risk, sequence, session, and rule events as overlapping views.
- Choose one observable failure pattern; do not diagnose personality from results.
- Version a bounded rule set and calculate its room inside current firm limits.
- Replay untouched history where valid, then test prospectively on a later comparable window or simulation.
- Carry the same buffers into the next program stage; do not relax them because one target was crossed.
If the first attempt failed for reasons the evidence cannot resolve, the prop-firm failure diagnostic separates rule breach, strategy evidence, execution drift, and unavailable-data paths.
When This Case Should Not Drive the Decision
- Different program or phase: a 2-Step first-stage scenario is not a 1-Step, Verification, funded-stage, or futures rule set.
- Unstable strategy: changing the entry logic between attempts prevents an execution-only comparison.
- Missing risk or equity evidence: closed trades may not prove intraday limits or planned-versus-actual exposure.
- Too many simultaneous changes: three revised rules can improve an operating system but cannot identify one causal driver.
- Purchase pressure: historical replay does not model the behavior created by a paid deadline or perceived need to recover a fee.
Methodology Note
- Evidence class: the 80-trade and 52-trade attempts are constructed, fully reconciled examples—not real anonymized journals, customer outcomes, or TSB aggregate statistics.
- Preserved hooks: -8.7%, +11.2%, 18 days, 76% contribution, 40% risk drift, 16.7% outside-session win rate, and three rule changes remain with visible denominators.
- Corrected state: -8.7% is a personal-stop closed-net result, not falsely labeled a formal FTMO breach; +11.2% belongs to one first-evaluation scenario, not a funded account.
- Dynamic truth: current FTMO program facts render server-side from the canonical catalog; article conclusions and scenario parameters do not update automatically.
- Product boundary: 600K+ is cumulative TSB scale, never the denominator for either attempt.
This rebuild follows the published TSB editorial methodology: verified live facts are dynamic, constructed examples are labeled, exact sources and dates stay visible, and unsupported population claims are removed.
Final Verdict: A Better Second Attempt Needs Traceable Rules
The scenario remains deliberately compelling: 80 trades end at -8.7%; a separate 52-trade, 18-day attempt ends at +11.2%, with 28 fewer trades, A/B evidence rising from 58.8% to 96.2%, and win rate rising from 43.8% to 57.7%.
The journal’s job is not to claim credit for the improvement. Its job is to make the hypothesis reproducible: exact program, frozen evidence, visible exclusions, three versioned rules, later results, and clear limits on what the data can prove. That turns one failed path into a better controlled retest without turning a worked scenario into a testimonial.
