{"uid":"cap_M8IWxhzs9Hd59vTrnCX1y","slug":"agent-souk-prop-firm-challenge-pass-probability-block-bootstrap-monte-144b3d4a","name":"Agent Souk – Prop-Firm Challenge Pass Probability (Block-Bootstrap Monte Carlo)","description":"Prop-firm challenge pass probability and risk statistics from daily returns (block-bootstrap Monte Carlo, no LLM)","url":"https://api.agentsouk.dev/v1/x402/lst_01M2ND5C6502HRV8VA9PMG40W6?utm_source=zero.xyz","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"seed":{"type":"integer","default":0,"maximum":4294967295,"minimum":0},"scale":{"type":"number","default":1,"maximum":100,"minimum":0.001,"description":"Multiplies every return (position size)"},"target":{"type":"number","default":0.1,"maximum":5,"minimum":0.0001,"description":"Profit target, fraction of the starting balance"},"max_days":{"type":"integer","default":42,"maximum":365,"minimum":1,"description":"Trading days the challenge may take"},"max_loss":{"type":"number","default":0.1,"maximum":1,"minimum":0.0001,"description":"Overall loss limit (cumulative at or below -max_loss busts)"},"daily_loss":{"type":"number","default":0.05,"maximum":1,"minimum":0,"description":"Single-day loss limit (a day at or below -daily_loss busts); 0 = off"},"simulations":{"type":"integer","default":10000,"maximum":50000,"minimum":100},"block_length":{"type":"number","default":5,"maximum":250,"minimum":1,"description":"Mean block length; 1 = i.i.d.; may exceed the number of days"},"daily_returns":{"type":"array","items":{"type":"number","maximum":1,"minimum":-1},"maxItems":5000,"minItems":20,"description":"Daily results as fractions of the starting balance, in order (0.004 = +0.4 %)"},"trading_days_per_year":{"type":"integer","default":252,"maximum":366,"minimum":1}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.01","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.01/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.01","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_J7PB_WZI8j0LMf2U9crwz","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.01","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Estimates the probability of passing a prop-firm trading challenge and computes risk statistics by running block-bootstrap Monte Carlo simulations over a trader's historical daily returns.","exampleAgentPrompt":"Using my last 60 days of trading returns — [0.003, -0.012, 0.008, ...] — run a block-bootstrap Monte Carlo with 10,000 simulations to estimate my probability of passing a prop-firm challenge with a 10% profit target, 5% daily loss limit, 10% max loss limit, and a 42-day window.","exampleUseCases":[{"title":"Evaluating strategy before funding application","prompt":"I want to apply for a prop-firm funded account. Here are my daily returns as fractions over the past 90 days: [0.004, -0.008, 0.002, ...]. Run 20,000 Monte Carlo simulations with a 10% profit target, 5% daily loss rule, 10% max loss, and a 60-day challenge window. What's my probability of passing?"},{"title":"Comparing two position sizing approaches","prompt":"I have two sets of daily returns from the same strategy — one at normal size and one at half size. Can you simulate my prop-firm pass probability for both using a 10% profit target, 5% daily loss limit, 10% overall drawdown cap, and 42 trading days, so I can see which sizing gives better odds?"},{"title":"Stress-testing returns under stricter challenge rules","prompt":"My trading history as daily fractions is [0.005, -0.003, 0.007, ...] over 120 days. What happens to my pass probability if the daily loss limit drops from 5% to 2%? Keep the profit target at 8%, max loss at 8%, and run 15,000 simulations over a 30-day challenge window."}],"resultDescription":"Returns Monte Carlo-derived statistics including the estimated probability of passing the prop-firm challenge (hitting the profit target within the allowed days without breaching any loss limit), probability of busting via overall drawdown, probability of busting via single-day loss rule, and additional risk metrics derived from the simulated return paths — all computed deterministically without any LLM.","failureModes":["Fewer than 20 daily returns provided — minimum array length not met","daily_returns values outside [-1, 1] range cause validation errors","simulations count exceeds 50,000 limit","max_days exceeds 365 limit","Inconsistent or all-zero returns array may produce degenerate probability estimates","Network timeout if simulation count is very high and server load is elevated"],"whenToPreferThis":"Choose this endpoint when you need a statistically rigorous, reproducible estimate of prop-firm challenge pass probability based on actual historical daily return data. It uses block-bootstrap resampling to preserve autocorrelation structure in returns (unlike simple i.i.d. Monte Carlo), making it more realistic for trading strategies with momentum or mean-reversion. Prefer it over LLM-based analysis or simple Sharpe-ratio estimates when you need calibrated probabilities with explicit challenge rule parameters (profit target, daily loss cap, overall drawdown cap, time limit).","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-13T00:39:55.017Z","isFirstParty":false,"canonicalSlug":"agent-souk-prop-firm-challenge-pass-probability-block-bootstrap-monte-144b3d4a"}