Prop Challenge Pass-Probability Simulator

Assumptions: trades are modeled as independent Bernoulli outcomes at the stated win rate — no streak clustering, no correlation between setups. Max loss and daily loss are static thresholds measured from initial balance / start-of-day equity — this matches most standard (non-trailing) prop-firm challenge rules; check your own firm's account type if it uses a trailing drawdown instead, since that would need a different model. Position size is held constant at the chosen risk-per-trade throughout (no compounding of lot size with equity, no martingale). Challenge rules (target / max loss / daily loss) are fully editable above — the defaults shown just reflect one common structure. This is a probabilistic estimate from simulated randomness, not a guarantee of live trading outcomes — real markets add slippage, spread, execution risk, and behavioral error that this model does not.