The answer: update from eligible EOD state, then enforce the active floor
FTMO Futures PRO and GROWTH use a reviewed end-of-day trailing maximum-loss model that locks at initial balance. The floor does not follow every intraday high. It is recalculated from the relevant eligible EOD state, then becomes the boundary enforced during the next rule period.
PRO provides more maximum-loss distance than GROWTH at the same account label. That difference must stay separate from each plan's daily-loss rule.
Scope: calculation time and enforcement time are different
“EOD trailing” describes when a new floor is calculated, not when an already active floor matters. The floor is derived from an eligible end-of-day state, then the current active boundary is monitored under the released terms. Treating EOD as “safe until the close” is a category error.
This page models the reviewed FTMO Futures PRO and GROWTH paths only. It is not a universal formula for every EOD product, and it does not import another firm's or a legacy product's rules into FTMO's account state.
The four states a correct replay preserves
- Initial balance: the reference value used by the reviewed lock.
- Highest eligible EOD balance: the close that can move the floor.
- Active maximum-loss floor: the boundary after applying the program distance and lock.
- Current rule-counted equity or balance: the value tested against the active floor according to the released terms.
The catalog proves the distance, EOD mode and lock. It does not license TSB to invent an unrecorded session close, fee treatment or balance/equity convention. Any unresolved enforcement detail remains Not verified until the released official rules settle it.
A deterministic floor update
At each eligible session close, preserve the previous floor, calculate the candidate floor from the highest eligible EOD result minus the exact program loss distance, then apply the initial-balance lock. The active floor never moves down in this reviewed model. Store the timestamp and source value that caused every upward move.
Do not recompute earlier days when a later export changes sort order. The correct replay follows the original sequence. If two rows share a timestamp or the source timezone is unknown, stop and resolve the order before declaring a first breach.
Worked PRO 50K floor path
The reviewed PRO 50K evaluation uses a 3,000 maximum-loss distance and an initial-balance lock. The table below demonstrates the floor update only; it deliberately does not invent a missing balance/equity enforcement convention.
| State and eligible EOD balance | Highest EOD and candidate floor | Active floor |
|---|---|---|
| Initial 50,000 | Highest: 50,000 Candidate: 47,000 | 47,000 |
| Profitable close 51,000 | Highest: 51,000 Candidate: 48,000 | 48,000 |
| Losing close 50,400 | Highest: 51,000 Candidate: 48,000 | 48,000 |
| New EOD high 53,200 | Highest: 53,200 Candidate: 50,200 | 50,000 lock |
The losing close does not move the floor down. The final profitable close would produce a candidate above initial balance, so the reviewed lock caps the active floor at 50,000. From there, further eligible profits build distance above a fixed floor rather than continuing to drag it upward.
Worked logic without pretending the numbers are universal
Imagine an account whose loss distance is represented by D, whose highest eligible end-of-day balance is H, and whose lock is the initial balance I. Before the lock is reached, the candidate floor is H minus D. The active floor is the lesser of that candidate and I, subject to the exact official wording. Remaining room is the current rule-counted state minus the active floor.
This identity explains why a profitable close can reduce future room: it moves the floor upward. It also explains why an unrealized intraday peak should not move an EOD floor merely because it appeared on a chart. The general trailing-drawdown guide compares EOD, intraday and static models across firms.
Replay it as a state machine, not a spreadsheet shortcut
- Start with the selected account's initial balance, exact loss distance and initial active floor.
- Process all rule-counted events in original timestamp order and test the current active floor using the official state definition.
- At the eligible EOD boundary, calculate the session's reconciled closing state.
- Update the highest eligible EOD only when the new close is higher.
- Set the next candidate floor to highest eligible EOD minus the plan's loss distance.
- Apply the lock, preserve the prior floor if higher, and store the source timestamp for the next session.
That order prevents look-ahead bias. Applying tonight's improved close to a loss that happened earlier in the same session would use a floor that did not yet exist.
The lock changes the behavior of later profits
Before the floor reaches initial balance, a higher eligible EOD close can lift it. At the reviewed lock, later gains do not continue dragging the maximum-loss threshold upward. The trader can build room above the locked floor, although withdrawals, fees and open exposure still change the current state.
A dashboard screenshot of one locked account does not prove every account has locked. Record the highest eligible close and active floor for the selected account. If the official dashboard exposes the number, retain it as the authoritative comparison point.
Daily loss and maximum loss are different event streams
PRO can breach its daily-loss boundary while remaining above the EOD maximum-loss floor. GROWTH evaluation has no separate DLL, while GROWTH Sim-Funded adds a daily pause. None of those events should be encoded as an EOD-floor update. Track event type, action and timestamp independently.
The FTMO Futures rule guide defines breach, pause and delayed eligibility. Mixing those states makes a history look safer or harsher than the program actually is.
Fees and session boundaries can reverse a near-floor result
A gross trade report can remain above the floor while fee-inclusive net results touch it. A local calendar day can also differ from the program's session. Reconcile commissions and other identified rule-counted costs before rebuilding daily state, and use the official boundary rather than the device timezone.
The hands-on Tradovate export workflow shows why Position History alone was not enough in the private test. Cash History carried costs needed to reconcile the account.
Three common implementations that give the wrong answer
Trailing every intraday high
This turns an EOD model into an intraday model and can create a floor that never existed.
Moving the floor down after a loss
A lower close does not erase the prior highest eligible EOD state or restore old room.
Using end-of-file order
Exports can sort, aggregate or correct rows. A replay needs the original event sequence and explicit session boundary.
Seven replay checks before trusting the answer
- Exact program, account size, phase and rule version are selected.
- Source rows reproduce net account result.
- Day boundary and EOD close are explicit.
- Rows remain in original sequence.
- Floor changes have source timestamps.
- Daily-loss events are calculated separately.
- The first possible breach can be traced back to the source row and official dashboard state.
Use the prop-firm drawdown tracker for the required event log. TSB can replay the evidence, but it cannot certify a missing source state.
Import a representative history and test the exact rule path in TSBBottom line
FTMO Futures uses EOD trailing, not an intraday-high trail, in the reviewed PRO and GROWTH paths. Rebuild the floor from ordered eligible closes, apply the lock, include fees, and keep the daily rule separate. If a required balance/equity or session detail is missing, the correct result is Not verified—not a smoother equity curve.
