Video summary
Why I Can't Show You My Risk Management (It Would Kill Prop Firms)
Main summary
Key takeaways
Finance-focused summary (prop trading risk management)
Core premise: risk management is an account-state–dependent system
- The creator argues that risk management isn’t a single universal set of rules (e.g., fixed stop-loss/profit-target/position-sizing).
- Instead, risk management depends on:
- the prop firm
- the plan
- the account type/state (e.g., evaluation vs funded, and funded states such as new, in profit, in drawdown, after payout, live)
- They claim the number of possible combinations is very large, citing an example multiplier like: 25 × 3 × 3 (firms × plans × sizes), with additional multipliers for funded account states (e.g., profit/drawdown outcomes).
Why they won’t publish their full dashboard
They say publishing their exact dashboard would reveal an “entire system” that:
- simulates millions of TP/SL combinations across:
- each firm / plan / account type / balance / drawdown
- selects the statistically optimal TP/SL to maximize expected value (EV) based on the account’s current status.
They also warn that:
- widespread copying could force prop firms to change rules and harm their edge
- applying one firm’s optimized settings to other firms/accounts is unlikely to work and can reduce EV
Methodology framework they recommend (optimization & testing)
Don’t backtest your live equity curve
Instead:
- Backtest the prop-firm environment (using the prop firm’s specific rules)
- specifically measure eval pass rate
Simulate/optimize across three environments with different objectives
They recommend treating each environment as a separate optimization problem:
- Live account
- optimize for net trading returns, including fees
- once profitable, the focus is largely on time/efficiency
- Evaluation (eval) accounts
- optimize for the probability of reaching the target before breaching max loss
- time may be secondary; fees are less important
- Funded accounts
- optimize for expected cash withdrawal / payouts
- not win rate
- not survival time
Track key state variables over time for funded accounts
For funded accounts, they emphasize monitoring:
- current balance
- distance to max loss (drawdown cushion)
- top balance (because drawdown can trail)
- payout eligibility status
- potential effects of:
- trailing drawdown
- rule changes
Run large-sample testing
- Pass rate requires a large sample size (not just a few trades).
- If pass rate is low (they give an example around ~20%), switch strategy/risk management.
Risk optimization trade-offs
- Lower risk can increase pass rate but may slow payout progression
- Higher risk (with more edge) might increase pass rate
- There is no universal “optimal” risk %—optimal sizing changes with:
- account state
- rule set
Strategy concept they mention (bias-based trading)
- They describe using a bias-based strategy:
- assume a slight linear drift in the direction of their bias
- They claim this reduces the need for extremely rigid entry criteria because they focus on fitting TP/SL/size to the prop environment.
- Example TP/SL numbers mentioned:
- $832 profit target and $516 stop loss
- Important note: these are illustrative, not claimed as universally optimal.
- Hard-coded targets/SLs may stop being optimal when applied to different account rules/states.
Key numbers and quantitative examples (expected value / payout economics)
Example 1: Cost to acquire funded account vs expected payouts
Assumptions
- $400 acquisition cost of a funded account
- e.g., pay $100 per eval
- pass 1 out of 4 → 25% pass rate
- so: $100 × 4 = $400
- probability of making a $2,000 payout = 50%
Expected payout value
- 0.5 × $2,000 = $1,000
Expected profit after acquisition cost
- $1,000 − $400 = $600
They also describe it via an equivalent netting approach:
- 0.5 net $2,000 − 0.5 net $400 = $600
Example 2: Same $ risk, different account states → different value impact
They contrast:
- fresh funded valued around $410 (based on acquisition cost)
- funded in profit (“$2K in profit”) valued around $1,000 (because it’s close to a payout)
Common assumptions in the example
- max loss limit is $2,000 away from both states (e.g., at -2K for both)
- they risk $1,000 in each case
Result emphasized
- If you lose from the profitable state, you lose more value
- they estimate remaining value drops to ~$500 (about a $500 value loss)
- If you lose from the fresh funded state, the value loss is smaller
- they estimate a value drop of ~$200
Takeaway
- Even with identical trade risk, account state changes the expected cashflow impact.
Simulation example: 100 trades with account rule constraints
They describe a simulation with:
- 100 trades
- random walk behavior (plus/minus “50 steps”)
- break-even win rate around 1:1
- profit/loss tolerance like ±$500
- eval structure such as:
- eval +3K before -2K
- monitor end-of-day max loss as it trails
Observed in the example
- about 47 wins / 53 losses
- overall result about - $3K
- “some accounts open,” with “attempt failures”
- they mention two attempts fail, rest open
Point made
- Passing prop evals can be slow/rare under realistic constraints and high risk—so backtest rather than rely on intuition.
Target ratio variation (1:1 vs 1:1.5 vs 1:2)
They vary only the target assumptions while holding other logic constant:
- 1:1
- 1:1.5
- 1:2
Core message
- account rules dominate outcomes; passing and getting paid are different objectives than single-trade profitability.
What to measure in prop trading (explicit performance metrics)
They rank metrics by importance:
- Eval spend (most important)
- Number of payouts in dollars (second most important)
They argue:
- ultimately, what matters is whether money hitting your bank account exceeds money leaving your account
- win rate and raw pass rate alone are treated as secondary diagnostics
- so long as cashflow is positive, the primary goal is cash extraction
They also mention simple diagnostic checks:
- Probability of payout × payout size (basic expected cashflow check)
- Eval cost per funded account:
- eval cost divided by pass rate (%)
Risk management cautions / disclosures
- No explicit “not financial advice” disclaimer is included in the subtitles provided.
- They repeatedly caution that:
- copying their exact risk numbers to other firms/accounts is likely to reduce EV
- optimized TP/SL/position sizing is specific to:
- firm + plan + account state + balance + drawdown/payout status
Instruments / tickers / sectors mentioned
- None.
- The subtitles do not reference specific stocks, ETFs, bonds, commodities, FX pairs, or crypto tickers.
Presenters / sources
- Presenter/source: “JJ” (the speaker; referenced as “JJ, can’t you just show me…”)
- No other named presenters or external sources are cited in the provided subtitles.