Prop Trading Glossary

Essential terms and definitions for proprietary trading. Navigate alphabetically or search for specific concepts.

A

Account Scaling

The process of increasing a trader's funded account size based on consistent profitability and meeting specific performance milestones set by the prop firm.

Example: After three consecutive profitable months, a trader's $100K account scales to $200K with the same profit split.

Activation Fee

A one-time payment required to activate a funded account after successfully passing an evaluation. Common in futures prop firms.

Example: Topstep charges a $150 activation fee when transitioning from evaluation to funded status.

Arbitrage

Trading strategy that profits from price differences of the same asset across different markets or exchanges. Some prop firms restrict arbitrage strategies due to their low-risk nature.

ATM (At The Money)

Options term referring to contracts where the strike price equals the current market price of the underlying asset. Important for options-focused prop firms.

Automated Trading

Using algorithms or Expert Advisors (EAs) to execute trades automatically based on predefined rules. Not all prop firms allow automated trading.

B

Balance-Based Drawdown

A drawdown calculation based solely on the account balance, not including open positions. Less restrictive than equity-based drawdown.

Breach

Violating a prop firm's rules, typically by exceeding drawdown limits or other risk parameters, resulting in account termination or evaluation failure.

Example: Trading during restricted news events or exceeding the daily loss limit causes an account breach.

Buffer

Extra margin above the minimum requirements that protects against small losses triggering a rule violation. Some firms offer a drawdown buffer.

C

Challenge

An evaluation period where traders must meet specific profit targets and risk management rules to qualify for a funded account. Also known as evaluation or assessment.

Example: A 30-day challenge requiring 8% profit target with maximum 5% daily and 10% total drawdown.

Consistency Rule

A requirement that no single trading day can account for more than a certain percentage (typically 30-50%) of total profits during evaluation or funded stages.

Example: If you make $10,000 profit total, no single day can represent more than $3,000 (30% rule).

Copy Trading

Automatically replicating trades from one account to another. Most prop firms prohibit copy trading between multiple funded accounts.

Combine

Topstep's term for their evaluation phase, where traders demonstrate consistency before receiving funding.

Commission

Trading fees charged per contract or lot traded. Some prop firms cover commissions, while others deduct them from profits.

D

Daily Drawdown

The maximum loss allowed in a single trading day, calculated either from the day's starting balance (fixed) or from the highest point reached during the day (trailing).

Example: With 5% daily drawdown on a $100K account, you cannot lose more than $5,000 in one day.

Demo Account

A simulated trading account that mirrors live market conditions without real money. Many retail prop firms operate on demo infrastructure.

Direct Funding

Prop firm programs that provide funded accounts without an evaluation phase, usually with lower profit splits or stricter rules.

Drawdown

The peak-to-trough decline in account value, expressed as a percentage. The primary risk metric used by prop firms to protect capital.

Example: If your account grows from $100K to $110K then drops to $105K, you've experienced a $5K (4.5%) drawdown.

E

EA (Expert Advisor)

Automated trading software for MetaTrader platforms that executes trades based on programmed strategies. Not all prop firms allow EA usage.

Example: An EA that automatically places trades based on moving average crossovers.

EOD (End of Day)

Refers to calculations or rules applied at market close. Some firms use EOD trailing drawdown, which only updates at day's end.

Equity-Based Drawdown

Drawdown calculated including unrealized P&L from open positions, more restrictive than balance-based drawdown.

Evaluation

The testing phase where traders demonstrate their skills before receiving funding. Can be single-step or multi-step with different requirements.

Example: A 2-step evaluation with Phase 1 requiring 8% profit and Phase 2 requiring 5% profit.

Extended Hours

Trading outside regular market hours. Some firms restrict or prohibit extended hours trading due to lower liquidity.

F

Funded Account

A trading account provided by a prop firm after successfully passing evaluation, where traders can keep a percentage of profits generated.

Example: After passing FTMO's challenge, you receive a $100K funded account with 80% profit split.

Fixed Drawdown

A drawdown limit that remains constant regardless of account growth, calculated from the initial starting balance.

Example: With $50K account and $2K fixed drawdown, your floor remains $48K even if account grows to $60K.

Free Trial

A no-cost evaluation period offered by some firms to test their platform and rules before paying for a full challenge.

Flipping

Passing evaluations quickly with high-risk strategies, then trading conservatively once funded. Some firms have anti-flipping rules.

G

Gambling

Trading without proper analysis or risk management. Prop firms may terminate accounts showing gambling behavior patterns.

Grace Period

Additional time given to complete evaluation requirements. Some firms offer grace periods for an extra fee.

Grid Trading

Strategy involving placing multiple buy/sell orders at regular intervals. Often restricted due to high risk during trending markets.

H

Hedging

Opening opposite positions in the same or correlated instruments to reduce risk. Policies on hedging vary by firm.

Example: Being long EUR/USD while simultaneously short the same pair to lock in profits or limit losses.

HFT (High-Frequency Trading)

Algorithmic trading using powerful computers to execute large numbers of orders at extremely fast speeds. Common in institutional prop firms.

High-Water Mark

The highest value an account has reached. Used in trailing drawdown calculations to determine the maximum allowable loss.

I

Inactivity Fee

Charges applied to funded accounts that don't place trades for extended periods. Encourages active trading.

Instant Funding

Programs offering immediate funded accounts without evaluation, typically with lower profit splits or tighter risk parameters.

Instruments

Financial assets available for trading, such as forex pairs, indices, commodities, cryptocurrencies, or stocks.

L

Leverage

The ability to control larger positions with less capital. Prop firms typically provide leverage ranging from 1:10 to 1:100.

Example: With 1:100 leverage, $1,000 controls $100,000 worth of currency.

Lot Size

Standard unit of trading. In forex, one standard lot equals 100,000 units of the base currency. Mini lots are 10,000 units, micro lots are 1,000 units.

Loss Limit

Maximum acceptable loss threshold. Can be daily, weekly, or total. Exceeding loss limits results in account suspension or termination.

Live Account

A real trading account with actual market execution, as opposed to demo/simulated accounts. Some prop firms offer true live trading.

M

Market Making

Providing liquidity by simultaneously quoting buy and sell prices, profiting from the bid-ask spread. Common strategy among institutional prop firms.

Example: Jane Street makes markets in thousands of ETFs, providing liquidity to other traders.

Martingale

High-risk strategy of doubling position size after losses. Prohibited by most prop firms due to excessive risk.

Max Allocation

The maximum capital or number of accounts a single trader can manage with a prop firm.

Example: FTMO allows traders to manage up to $400K across multiple accounts ($200K max per account).

Maximum Drawdown

The maximum allowable loss from the initial balance or highest achieved balance. Breaching this limit typically results in account termination.

Example: 10% maximum drawdown on $100K account means the account closes if equity drops below $90K.

Minimum Trading Days

Required number of days with trading activity to pass evaluation or maintain funded status. Prevents lucky one-day passes.

N

News Trading

Trading around major economic announcements or news events. Some firms restrict trading during high-impact news due to volatility and slippage.

Example: Trading NFP (Non-Farm Payrolls) release, FOMC decisions, or ECB announcements.

No Time Limit

Evaluation programs without deadline pressure, allowing traders to take as long as needed to meet profit targets.

Net P&L

Profit and loss after deducting all fees, commissions, and swaps. Used for calculating payouts and performance.

O

One-Step Evaluation

Challenge structure requiring only a single phase to qualify for funding, as opposed to multi-step evaluations.

Overnight Positions

Trades held beyond the daily trading session close. Some firms restrict overnight holding due to gap risk.

Overtrading

Excessive trading frequency or position sizing relative to account size. Can indicate poor risk management or gambling behavior.

P

Payout

The withdrawal of profits from a funded account. Frequency and methods vary by firm (weekly, bi-weekly, monthly, or on-demand).

Example: FundedNext offers 24-hour payout processing via bank transfer or crypto.

Payout Certificate

Proof of withdrawal provided by prop firms, often shared by traders on social media to verify legitimacy.

Performance Fee

The percentage of profits retained by the prop firm. The inverse of profit split (e.g., 80% split means 20% performance fee).

Profit Split

The percentage of profits a trader keeps versus what the prop firm retains. Typically ranges from 50% to 100%.

Example: With 80% profit split on $10,000 profit, trader keeps $8,000 and firm keeps $2,000.

Profit Target

The minimum profit percentage required to pass an evaluation phase or qualify for account scaling.

Example: 8% profit target means growing a $100K account to $108K to pass.

Proprietary Trading

Trading financial instruments using a firm's own capital rather than client funds. The core business model of prop firms.

Q

Quantitative Trading

Trading strategies based on mathematical models, statistical analysis, and algorithms. Primary approach of institutional prop firms.

Example: Two Sigma uses machine learning and big data to identify trading opportunities.

Qualified Trader

A trader who has successfully passed evaluation and received funding. May have additional privileges or better terms.

R

Refund

Return of evaluation fees upon reaching certain profit milestones. Offered by some firms as an incentive.

Example: FTMO refunds the challenge fee with first profit split on funded account.

Reset

Restarting an evaluation after failure. Some firms offer discounted reset fees, others require full payment.

Reset Fee

Cost to restart an evaluation after failing to meet requirements. Usually offered at a discount from the original challenge fee.

Risk Management

Strategies and rules to control potential losses. The most critical skill for prop traders to master.

Raw Spread

The actual interbank spread without broker markup. Many prop firms offer raw spreads plus commission pricing.

S

Scaling Plan

The prop firm's system for increasing account size based on performance milestones, consistency, and risk management.

Example: The5ers scales accounts from $24K to $250K through multiple growth stages.

Simulated Account

Demo account that mirrors live market conditions but doesn't involve real money. Many retail prop firms use simulated environments.

Slippage

The difference between expected and actual execution price, common during volatile markets or with large orders.

Example: Placing a buy order at 1.1000 but getting filled at 1.1002 due to fast market movement.

Stop Loss

An order that automatically closes a position at a predetermined loss level. Required by many prop firms for risk management.

Swap

Interest paid or received for holding positions overnight in forex trading. Based on interest rate differentials between currencies.

Swap-Free Account

Account that doesn't charge or pay overnight interest on positions, compliant with Islamic finance principles. Also called Islamic accounts.

T

Tick

The minimum price movement of a trading instrument. In futures, each tick has a specific dollar value.

Example: One tick in E-mini S&P 500 (ES) equals 0.25 points or $12.50.

Time Limit

Maximum duration allowed to complete evaluation requirements. Can range from unlimited to 30-60 days.

Trailing Drawdown

A drawdown limit that moves up with account profits but never moves down, protecting gains while limiting losses.

Example: Starting with $100K and $5K trailing drawdown, if account reaches $105K, the new floor becomes $100K.

Two-Step Evaluation

Challenge structure with two phases, each with different requirements, before qualifying for funding.

Example: Phase 1 requires 8% profit, Phase 2 requires 5% profit, both with 10% max drawdown.

Trade Copier

Software that replicates trades from one account to others. Usage policies vary by firm.

V

Verification

The second phase in many two-step evaluations, with easier targets to verify consistency before funding.

Virtual Profit

Profits earned in simulated/demo accounts. Not real money but determines trader's share when payouts are processed.

Volatility Filter

Rules preventing trading during extremely volatile periods or around major news events to protect capital.

Volume Requirements

Minimum trading activity needed to pass evaluation or receive payouts. Prevents gaming the system with single lucky trades.

W

Weekend Holding

Keeping positions open over the weekend when markets are closed. Some firms restrict this due to gap risk when markets reopen.

Example: Holding EUR/USD from Friday close through Sunday open risks gapping due to weekend events.

Withdrawal

Process of removing profits from a funded account. Subject to minimum amounts and firm-specific schedules.

Win Rate

Percentage of profitable trades. While important, prop firms focus more on overall profitability and risk management than win rate alone.