To pass FTMO, first stop treating it as a 30-day race. FTMO removed the maximum time limit from its CFD Evaluation Process; completion now depends on satisfying the objectives for the exact 1-Step or 2-Step route while avoiding a rule breach.
That is not a shortcut or a promise of funding. It changes the planning problem: you do not need a daily profit quota, but you do need a verified rule snapshot, a risk budget that sits inside both loss floors, and a strategy whose execution you can reproduce without increasing size near the target.
The two rows above compare FTMO 1-Step and 2-Step at the same global/default $100K first evaluation stage. They show the current targets, loss limits, minimum days, platforms, restrictions, price context and official links. Confirm the selected route again in checkout and Account MetriX; the broader FTMO review covers product fit, evidence and buyer due diligence.
1. FTMO Rules You Must Know
Write the program identity at the top of the plan: FTMO, 1-Step or 2-Step, Challenge phase, account type, simulated account size, base currency, platform, and CE(S)T day boundary. “My FTMO account” is not enough. The two routes differ in phase structure, maximum-loss mechanics, and completion conditions.
| Planning question | FTMO 1-Step | FTMO 2-Step |
|---|---|---|
| Evaluation path | One Challenge, then review and identity/agreement steps if approved | Challenge, then a separate Verification phase, then review and identity/agreement steps if approved |
| Maximum-loss model | End-of-day trailing reference; store the highest qualifying reset-time balance | Static reference to Initial Simulated Capital during Challenge and Verification |
| Completion control | Best Day condition applies alongside the other objectives | Minimum trading days apply separately in Challenge and Verification |
| Time budget | No maximum completion deadline | No maximum completion deadline |
Use FTMO's current Trading Objectives and Account MetriX as authority. The current objectives are shown above, but only Account MetriX and the agreement tied to your account can show the live equity and state that control a breach.
The Daily-Loss Calculation Is an Equity Floor
FTMO defines Maximum Daily Loss using the balance captured at 00:00 CE(S)T and the program's daily-loss amount. The test uses equity, so floating P&L, swaps, and commissions matter. A closed-trade total can therefore look safe while the live account is closer to the floor.
Active daily floor = balance recorded at the FTMO day boundary − current program daily-loss amount.
Rule-counted equity = balance + open P&L + swaps − commissions.
Daily buffer = rule-counted equity − active daily floor.
Recalculate after the FTMO reset, not at your local midnight. Also calculate the separate maximum-loss buffer using the correct route's reference. For a complete worked record, use the prop-firm drawdown tracker.
There Are No Universal “Hidden Rules”
The old guide incorrectly described evaluation news trading, weekend holding, copy trading, and a consistency percentage as one secret list. Current restrictions depend on product, phase, account type, instrument, and the applicable agreement. For example, FTMO says weekend-holding restrictions do not apply during the Evaluation Process; the Standard-versus-Swing distinction matters later on the FTMO Account. Read the current holding FAQ and the Forbidden Trading Practices instead of copying a rule from another phase.
2. The Best Strategy to Pass
There is no verified “FTMO strategy” or pass-rate shortcut. The defensible candidate is a strategy you have already tested with the same market, session, entry definition, exit logic, and realistic costs you intend to use. An evaluation is a poor place to discover whether the method has positive expectancy.
Before paying for an attempt, run the exact workflow in a Free Trial or comparable simulation:
- Freeze the setup definition. Write observable entry, invalidation, stop, exit, and no-trade conditions before collecting the rehearsal sample.
- Model real execution. Include spread, commission, slippage assumptions, partial fills, swaps where applicable, and correlated positions.
- Apply the exact program rules. Replay the correct daily reset, loss-floor model, completion conditions, and account-type restrictions.
- Keep all eligible signals. Do not delete trades because they make the rehearsal look worse. Record missing or ambiguous evidence as Unknown.
- Use a holdout period. Choose the rules on one sample and check them on later, untouched data. A backtest optimized on every observed trade is not an independent test.
The goal is not to manufacture a pass in historical data. It is to learn whether the strategy can be executed inside the exact loss envelope without changing rules after every losing streak. The position-sizing guide for prop accounts shows how to translate a verified buffer into a trade cap.
What Works Best
A process with few degrees of freedom is easier to audit: a defined market and session, a short list of setups, explicit invalidation, predeclared exposure limits, and a stop condition for the session. Swing, intraday, and short-duration approaches can all be valid if the selected FTMO account type and current terms allow the intended holding and event exposure.
What Doesn't Work
Do not switch strategy because another trader passed faster. Avoid martingale sizing, uncontrolled averaging, latency or price-feed exploitation, third-party account passing, and any pattern that conflicts with FTMO's published prohibited-practice terms. Even when a tactic is not named, it still has to fit the agreement and your tested risk envelope.
3. Risk Management Setup
A fixed percentage per trade is not automatically safe. The correct cap depends on the smaller active FTMO buffer, existing open and pending exposure, gap and slippage risk, correlated positions, and the strategy's own tested loss distribution.
Usable rule buffer = smaller of daily and maximum-loss buffers − open/pending risk − execution cushion.
Candidate trade risk = smaller of your tested setup risk, remaining session budget, and usable rule-buffer allocation.
If any required live input is missing, the output is Unknown, not “safe.”
The execution cushion is personal policy, not an FTMO rule and not a guarantee. It should reflect the instrument's gaps, spread changes, stop behavior, and the chance that several positions move together. A position-size calculator can perform arithmetic, but it cannot verify the input state.
Model the Exact FTMO Rule Envelope
Enter the current program values and test planned risk against both loss limits before the attempt.
Set a personal daily stop inside the firm's hard limit, expressed in risk units and rule-counted equity rather than a desired profit. Stop when evidence is stale, when execution departs from the plan, or when the next trade would consume the reserved cushion. Never increase size merely because the target is close.
4. Daily Trading Plan
Pre-Market Analysis
- Confirm exact program, phase, account type, platform, and the next CE(S)T reset.
- Read Account MetriX; record balance, equity, open exposure, both active floors, objective state, and source time.
- Check the official calendar, symbol schedule, trading updates, and any restriction applicable to the current phase.
- Mark only setups that meet the frozen plan. Define entry, invalidation, initial stop, exit, and total correlated exposure.
- Calculate size from the verified buffer and stop distance. If inputs disagree, reconcile them before trading.
Session Trading
Execute only predeclared setups. Before every order, recalculate combined exposure and the loss that remains possible if stops slip or correlated positions move together. A maximum trade count is useful only if it follows from the tested process; it is not a universal FTMO rule.
After a loss or execution error, do not take the next order until the active rule state is known. If anger, urgency, or target fixation changes the setup or size, the session has become a different strategy. The revenge-trading protocol provides a concrete interruption sequence.
Post-Session Review
Reconcile platform executions with Account MetriX: trade count, timestamps, closed P&L, open P&L, swaps, commissions, balance, and equity. Save the active floors and objective state after the session. Then label process compliance before reading the outcome: planned win, planned loss, execution deviation, rule-state uncertainty, or prohibited-practice concern.
Daily Targets
Do not impose a daily profit target just to finish on a timetable. Market opportunity is uneven, and forced quotas encourage extra trades or larger size when no qualified setup exists. Track opportunity taken, planned risk, process compliance, and remaining verified buffer. Progress toward the firm's objective is an output, not permission to manufacture another trade.
5. Complete the Correct Route
FTMO 1-Step: Track Best Day, Not a Deadline
The Best Day rule compares the strongest closed-profit day with total profit from positive days. FTMO states that failing the concentration condition is not itself a hard breach; the trader must continue until all objectives are met concurrently. That means a large early day can increase the additional positive-day profit needed. Use the current threshold shown above and in Account MetriX rather than a copied percentage.
FTMO 2-Step: Keep Challenge and Verification Separate
After the Challenge is reviewed, Verification is a new phase with its own objective state and trading-day count. Carry over the strategy and evidence process, not balances, days, or assumptions from the first phase. When all objectives show passed, FTMO says to stop trading and wait for its review rather than continue to build a cushion.
There is no maximum deadline for either route. FTMO does publish minimum completion mechanics, but “possible” is not a recommended schedule. A slower valid process and a fast valid process reach the same review gate; neither guarantees approval or an FTMO Account.
6. Common Mistakes to Avoid
- Using the wrong program row: applying 2-Step's static maximum-loss model to 1-Step, or importing Best Day logic into 2-Step.
- Ignoring the day boundary: treating local midnight or broker display time as the FTMO reset without checking CE(S)T.
- Watching closed P&L only: omitting floating loss, swaps, commissions, pending orders, or correlated exposure.
- Forcing a daily quota: taking a marginal setup because the plan says today “should” contribute profit.
- Increasing risk near the objective: converting progress into urgency and making the last trade structurally different from the rehearsal.
- Copying restrictions from the funded phase: or assuming evaluation permissions will remain identical after approval.
- Buying a passing service: FTMO prohibits third-party access or trading on another person's evaluation or account.
- Claiming a pass-rate statistic: without a current, route-specific denominator and cohort definition.
7. Use TSB as the Evidence Layer, Not the Rule Authority
Trader's Second Brain is our product. It is relevant here because an FTMO attempt needs exact account separation, import reconciliation, prop-rule context, screenshots, notes, and repeatable post-trade review. It does not replace Account MetriX, verify current open equity by itself, block an order, or guarantee that a challenge will be passed.
TSB currently recognizes 330 structured broker, exchange, platform and prop-export profiles. Recognition is not proof that every route supplies every field. Test a representative export or connection, then reconcile tickets, timestamps, gross result, swaps, commissions, and net result before importing the full attempt.
Create a separate record for each program, phase, and attempt. Store the exact program, phase and checked date beside the trades, keep Challenge and Verification histories distinct, and mark live rule state Unknown when the required account data is missing. The FTMO journal setup defines the complete evidence schema.
Rehearse the Process Before the Evaluation
Verify the exact import route, inspect one normalized sample, and test the rule-review workflow. Check the current monthly and lifetime access options shown on this page.
Check the import route Review current access optionsTSB is a retrospective evidence and planning layer. FTMO's current terms, agreement, platform state, and Account MetriX remain authoritative.
8. After You Pass
Do not keep trading after Account MetriX marks the applicable objectives passed. FTMO reviews the results. For 2-Step, the next stage is Verification; for 1-Step or a completed Verification, the route proceeds to review, identity checks, and the FTMO Account Agreement if approved.
An FTMO Account uses simulated capital and can have different restrictions and reward mechanics from the Evaluation Process. Re-read the agreement and current account-type rules before the first order. Archive the evaluation rules, start a new lifecycle record, and keep reward or scaling terms in a dated record linked to the current agreement instead of copying them into an evergreen template.
Methodology and Sources
We rechecked FTMO’s current Trading Objectives, Challenge structure, completion timing, holding rules and Forbidden Trading Practices on September 22, 2026. This guide deliberately does not publish a pass-rate estimate, a universal risk percentage or a guaranteed timetable.
- FTMO Trading Objectives
- FTMO completion timing by route
- FTMO post-pass review process
- FTMO announcement removing the 30/60-day limits
Final Verdict: Pass the Rules Before You Chase the Target
A credible FTMO plan is not “make the target in 30 days.” It is: select the exact route, verify the current objectives, calculate both live loss buffers, size from the smaller usable buffer, trade only a rehearsed setup, reconcile the account after every session, and stop when the evidence or behavior leaves the plan.
Unlimited time removes the reason to force a daily quota. It does not remove market risk, execution risk, prohibited-practice review, identity checks, or FTMO's discretion under the applicable agreement. The best plan is the one whose rules and evidence remain intact when the target feels close.
