Phoenix Position Size Planner

Find the optimal number of contracts for Phoenix on your prop firm or live account. Uses Monte Carlo simulation with real trade data to balance pass probability against speed.

Configure Your Account

Symbol

1 NQ ≈ 10 MNQ in value

Max Drawdown

Your account's trailing drawdown limit

Profit Target

Profit required to pass eval or reach goal

Quick Presets

Evaluation

Funded Account

Presets use typical values. Adjust for your firm's specific rules.

Contract Size Comparison

Contracts	Pass Rate	Median Trades	~Days	~Date	DD Used (Med)	DD Used (95th)	Exp. Value

= Recommended | Green = ≥70% pass rate | Yellow = 50–69% | Red = <50% | Exp. Value = (pass rate × target) − (fail rate × drawdown)

Monte Carlo Equity Curves

Shaded bands show the range of outcomes across 5,000 simulations. Solid line = median. Dashed lines = profit target and drawdown limit.

Phoenix Trade Data Summary

How This Works

This tool runs 5,000 Monte Carlo simulations for each contract size using actual Phoenix trade history. Each simulation randomly samples trades (with replacement) to model different market sequences. Intra-trade drawdown is checked using MAE (Maximum Adverse Excursion) data for realistic trailing drawdown tracking. The recommended size is the highest contract count that maintains at least a 70% pass rate.

Note: For prop firms with end-of-day trailing drawdown (like APEX), actual performance may be slightly more favorable than shown, since this model uses the more conservative real-time trailing approach. Past performance does not guarantee future results.