Table of contents
Table of contents
FundingPips daily loss limits depend on model and purchased configuration: 2% or 3% on 1 Step Flex, 3% or 5% on Standard, 4% on 2 Step Flex and 3% on Pro or Zero. The floor is based on the higher day-opening balance or equity. Reset is at 00:00 platform time, UTC+3 in summer and UTC+2 in winter. Prime has its separate 3% soft limit.
The FundingPips daily loss limit is the intraday breach line that ends the trading day and the account when it is touched. There is no single firm-wide number: it is 3% on FundingPips Zero, 2% or 3% on 1 Step Flex, depending on checkout configuration, 3% or 5% on 2 Step Standard, depending on checkout configuration, 4% on 2 Step Flex and 3% on 2 Step Pro. All five use the same baseline, the higher of your opening balance or your opening equity for that day, recorded once at the start of the session. Zero alone carries a second intraday line, a 1% Max Open Risk Limit on combined floating losses.
This article walks through the calculation, the five per-model values, the baseline mechanic that most write-ups get wrong, worked examples at each size, the tactics that keep you clear of the floor, and how the daily limit interacts with each model's overall max loss limit.
My experience with FundingPips
FundingPips is my Forex go-to. Recurring evaluations over the years, funded on and off, multiple payouts, and two $50K one-step evaluations running as of July 2026. That account history is separate from the model-specific limits below; configuration and reward-route terms must be read for the account being traded.
The DLL calculation
Formula: the baseline is the higher of your opening balance or your opening equity for that day, and the floor is that baseline times 1 minus your model's percentage. The part that trips people up is which equity FundingPips means. Both values are recorded once, at the start of the trading day, and whichever is higher becomes the baseline for the whole session. It does not move again as you trade. A mid-session rally does not lift the floor, and a mid-session drawdown does not lower it. Your equity simply cannot fall more than the model's percentage below that fixed baseline at any point in the day, floating losses from open trades included.
Example 1, opening equity above opening balance
FundingPips' own example: opening balance $105K, opening equity $107K. Equity is higher, so the baseline is $107K. On a 3% model that is $3,210, and equity cannot drop to $103,790 that day. The floating profit carried into the new day is what lifted the baseline, and the floor moved up with it.
Example 2, opening balance above opening equity
FundingPips' second example: opening balance $100K, opening equity $99K. Balance is higher, so the baseline is $100K. On a 3% model that is $3,000, and equity cannot drop to $97,000. Carrying a floating loss into a new day does not shrink the baseline, but it does mean part of the day's allowance is already spent before you place a trade.
Example 3, an intraday rally does not move the floor
$50K on 2 Step Standard, 5% daily limit. Opening balance and opening equity are both $50K, so the baseline is $50K and the floor is $47,500. Rally to $52K mid-session, then give all of it back and close the day at $50,050. No breach: the floor was fixed at $47,500 at the open and equity never dipped to it. This is the most common misreading of the FundingPips rule, and it matters, because the mistaken version tells traders to close winners they do not have to close. The mirror image of that misreading costs more: the limit is not judged at the day's close either. Had equity touched $47,500 for a single tick on the way, including through an open position, the account would already be gone, and closing the day at $50,050 would not undo it.
Example 4, a losing day from the open
$100K on 2 Step Standard, 5% daily limit. Baseline $100K, floor $95,000. A bad open takes equity to $98K, then $96K, then a final trade prints minus $1,200 and equity touches $94,800. That is below $95,000, so the account is breached. FundingPips is explicit that touching is enough: the moment account value touches or drops below the limit, even briefly, it counts as a violation, and a trade that closes back in profit afterwards does not undo it.
Per-model rules
FundingPips runs five account models and four percentage values, from 2% to 5%, depending on model and purchased configuration across them, so a single number for the firm is always wrong. The limit also does not track the overall max loss limit at a fixed ratio: each model pairs its own daily allowance with its own overall limit, and the ratios differ with the selected configuration. The monetary examples below use the 3% 1 Step Flex and 5% Standard configurations.
1 Step Flex (3%)
$5K: $150. $10K: $300. $25K: $750. $50K: $1,500. $100K: $3,000. Paired with a 12% static max loss limit on the starting size, so a fully used daily allowance costs a quarter of the overall buffer. Sizes stop at $100K on this model, and current 100% On Demand on all four evaluation models also has a 1% Striking trigger on combined closed and floating losses of one trade idea.
2 Step Standard (5%)
$5K: $250. $10K: $500. $25K: $1,250. $50K: $2,500. $100K: $5,000, plus $125 on the $2.5K size offered in select countries. Paired with a 10% static max loss limit, so two full daily-loss days end the account. This is the widest intraday allowance in the lineup and the only model at 5%.
Per-size cross-model floor matrix
| Size | Zero (3%) | 1 Step Flex (3% example; 2% configuration separate) | 2 Step Standard (5% default; 3% add-on separate) | 2 Step Flex (4%) | 2 Step Pro (3%) |
|---|---|---|---|---|---|
| $2.5K (select countries) | Not offered | Not offered | $125 | Not offered | $75 |
| $5K | $150 | $150 | $250 | $200 | $150 |
| $10K | $300 | $300 | $500 | $400 | $300 |
| $25K | $750 | $750 | $1,250 | $1,000 | $750 |
| $50K | $1,500 | $1,500 | $2,500 | $2,000 | $1,500 |
| $100K | $3,000 | $3,000 | $5,000 | $4,000 | $3,000 |
| $200K | $6,000 | Not offered | Not offered | Not offered | $6,000 |
The matrix uses the stated 3% and 5% example configurations, not every purchase option. Read across for size scaling and down for those configurations. At $100K the 2 Step Standard allowance of $5,000 is 67% wider than the $3,000 on Zero, 1 Step Flex and 2 Step Pro, and 25% wider than the $4,000 on 2 Step Flex. That gap is exactly how many losing trades a session absorbs before the floor is touched. Only Zero and 2 Step Pro reach $200K, and only 2 Step Standard and 2 Step Pro offer $2.5K, in select countries. One account type sits outside this matrix entirely. The giveaway-only 1K Instant Account is not a sixth evaluation model: it runs a 5% daily loss limit on the same higher-of baseline, which is $50 on its $1K size, alongside a 5% max loss limit, and most of the rules on this page are written for the five models above and do not carry across to it.
Zero adds a second intraday limit
Zero is the only model with a Max Open Risk Limit on top of the daily loss limit: 1% of the starting account size, measured in real time against the combined floating PnL of all open positions. The moment the combined floating loss touches minus 1% the account is breached, even with nothing closed. Only losing positions count toward it, so a profitable open trade cannot offset a losing one. On a $100K Zero that is $1,000 across every open position at once.
Practical implication: on a Zero account the binding intraday number is often the 1% open-risk line rather than the 3% daily limit. Three trades floating at minus $400, minus $350 and minus $250 on a $100K Zero breach together at minus $1,000 while the daily allowance still shows $2,000 of room. The other four models have no equivalent rule, and there the daily loss limit is the only intraday breach line.
Common DLL breach patterns
Pattern 1, oversizing early
Sizing at the Risk Per Trade Idea ceiling. That ceiling exists on two models only. On 2 Step Flex it is 3% at $25K and 2% above $25K, and it does not apply below $25K. On Zero it is 3% below $50K and 2% from $50K up. FundingPips lists it as not applicable on 1 Step Flex, 2 Step Standard and 2 Step Pro, at every account size. Where it does apply it runs on Master Accounts only, including merged accounts, it counts realised and unrealised loss together, and breaching it closes the account immediately, so it is a maximum tolerated loss rather than a sizing recommendation. Two trades at 3% is 6%, past every daily loss limit in the lineup. One grouping rule decides whether two losses count as one: a new position opened in the same direction within 10 minutes of closing a losing trade on the same instrument belongs to the same trade idea, and a winner inside that group does not reduce the assessed loss. Fix: 0.5% to 1% per trade, and treat the per-trade-idea cap as a wall, not a target.
Pattern 2, news volatility
FOMC, NFP and CPI can move 50 pips or more in 30 seconds. One lot of EUR/USD through that spike is roughly $500 to $700 of adverse move. On a $50K account with a 3% limit that is up to half the daily allowance from a single release. Fix: flatten before the release. On the four evaluation models the Master Account window around red-flagged FundingPips dashboard Economic Calendar events runs from 5 minutes before to 5 minutes after the event, and a trade inside it does not break the account: the full profit of that trade is deducted instead, not just the part earned inside the window. On Zero the window is wider, 10 minutes before to 10 minutes after, and news trading there is prohibited outright as a hard breach. There is a second-round effect most write-ups miss: FundingPips states that traders are responsible if profit deductions cause the account to breach the daily loss or max loss limit. The deduction itself can be what takes you through the floor, after the trade is long closed.
Pattern 3, spending the allowance before lunch
Because the baseline is fixed at the open, a mid-session peak is not the danger. The opposite is: a trader down 2% by mid-morning on a 3% model has one third of the allowance left for the rest of the session, and usually tries to earn the rest back at size. Fix: set a stop-for-the-day at roughly 60% of the allowance and treat it as a hard rule rather than a guideline.
Pattern 4, scalp chain losses
Ten losing trades at 0.5% each is 5% cumulative. That breaches every configuration: it exceeds 2%, 3% and 4%, and touching a 5% floor is already a breach. Fix: stop after three consecutive losses. Walk away.
Session-level tactics
Three checkpoints cover most session-management discipline: pre-session preparation, during-session circuit-breakers, and end-of-session review. Run all three in sequence to minimize DLL breach risk over a multi-month trading horizon.
- Check the economic calendar for high-impact releases in the next 8 hours
- Compute today's floor before the first trade: the higher of your opening balance or opening equity, times 1 minus your model's percentage
- Confirm position sizing maps to 0.5-1.0% risk per trade, not to the 2-3% Risk Per Trade Idea ceiling, which applies on 2 Step Flex and Zero only
- Set platform-level alerts at 50% and 75% of the daily loss allowance
- On Zero accounts, double-check that combined open-position floating loss is well clear of the 1% Max Open Risk Limit
- Stop trading after 3 consecutive losses regardless of how confident the next setup looks
- If losses use 60% of the DLL allowance, close all positions and step away for at least one hour
- Never average down on a losing position: floating losses count toward the daily limit on every model, and on Zero the combined floating loss is its own separate breach line
- Close any open positions 10 minutes before any tier-1 macro release
- On Zero, close any position showing -0.7% combined floating loss, the buffer to the 1% Max Open Risk Limit is too thin to gamble with
Daily loss limit versus max loss limit
The daily loss limit is the intraday breach, the max loss limit is the cumulative one, and they do not sit at a fixed ratio. 1 Step Flex pairs a selected 2% or 3% with a 12% static limit, 2 Step Flex pairs 4% with 12%, 2 Step Standard pairs a selected 3% or 5% with 10%, 2 Step Pro pairs 3% with 6%, and Zero pairs 3% with a 5% trailing limit that locks at the starting account size once equity is 5% up. Touching either loss floor closes the account. Compare the actual remaining daily and overall allowances, not a fixed number of losing sessions.
Assumed DLL versus maximum-loss breach split by trader profile
| Profile | Assumed DLL share | Assumed maximum-loss share | Primary mitigation |
|---|---|---|---|
| High-frequency scalper | 85% | 15% | Tight stops + consecutive-loss circuit-breaker |
| Swing trader | 45% | 55% | Position sizing + multi-day exposure cap |
| News trader | 75% | 25% | Pre-release flatten + post-release re-entry only |
| Algo trader | 60% | 40% | Drawdown-aware kill switch in algo logic |
These percentages are illustrative assumptions for comparing profiles, not measured FundingPips breach rates. Actual risk depends on strategy, position size and the losing streak.
Daily loss limit across the FundingPips lineup
| Model | Daily loss limit | Max loss limit | Daily to overall ratio | Notes |
|---|---|---|---|---|
| FundingPips Zero | 3% | 5% trailing, locks at the starting size | About 1:1.7 | Instant Master, plus a 1% Max Open Risk Limit |
| 1 Step Flex | 2% or 3% | 12% static | 1:6 or 1:4 | Single phase, 12% target |
| 2 Step Standard | 3% or 5% | 10% static | About 1:3.3 or 1:2 | Widest daily allowance, targets 8% and 5% |
| 2 Step Flex | 4% | 12% static | 1:3 | Two phases, targets 10% and 8% |
| 2 Step Pro | 3% | 6% static | 1:2 | Tightest overall envelope, targets 6% and 6% |
The ratio is not constant. On Pro and default 5% Standard, one daily allowance is half the total buffer. On 3% 1 Step Flex it is a quarter; the optional 2% and 3% configurations produce the different ratios shown above, which is why 3% there feels tight per day but forgives a bad week far more easily. On Zero the comparison breaks down, because the 5% limit trails your peak equity instead of sitting statically under the starting balance. Whatever the model, a session that spends more than half the daily allowance is a session run at near-maximum risk.
Comparison with peer prop firms
| Firm | DLL on standard plan | Anchor mechanic | Floating PnL rule |
|---|---|---|---|
| FundingPips 2 Step Standard | 5% | Higher of opening balance or opening equity, fixed at the day's open | None on the evaluation models, 1% Max Open Risk Limit on Zero |
| FTMO | 5% | Starting balance only | None |
| FundedNext Stellar 2-Step | 5% | Initial-balance allowance; open/closed P&L and costs included | Resets at 00:00 server time |
| The5ers | 4% | Starting balance only | None |
| E8 Markets E8 One | 5% configurable | Starting balance | None |
| The Trading Pit | 4-5% by plan | Equity-based | None |
FundingPips fixes the daily baseline at the higher of opening balance and opening equity. If a position carries floating profit into the new day, that can raise the baseline and the loss floor. With a 5% configuration, the allowance is 5% of that higher value; this does not create extra room to give back the floating profit. Later intraday profit does not move that day’s baseline.
Year-one cost projection of DLL breaches
Assume a $50K 2 Step Standard trader breaches the daily limit once every three to four months from news volatility or oversizing, so roughly three events in year one. The cost compounds through replacement fees, lost cycle income and time spent re-passing rather than earning. FundingPips lists a $50K 2 Step Standard at $299 in its pricing widget, checked 16 September 2026.
The dated fee examples below use the earlier $269 Standard price; they are not a current checkout quote. A code only matters if it changes the final total. Current model reset blocks show 12% for Evaluation/Phase 1, 10% for Phase 2 and 7% for Master, subject to their seven-calendar-day window. Zero separately conflicts between a general 20% reset and 7% for inactivity. Confirm the relevant dashboard offer before comparing replacement costs.
| Cost line | Per breach | Year 1 total | Note |
|---|---|---|---|
| Replacement account at list price | ~$269 | ~$807 | $50K 2 Step Standard, per the pricing page, checked 30 July 2026 |
| Historical reset illustration at the older 15% / 10% / 7% rates | $228.65 Phase 1, $242.10 Phase 2, $250.17 Master | ~$686 at the Phase 1 rate | Uses the historical $269 fee and the older 15% Phase 1 rate, not a current offer. The earlier fresh-purchase coupon comparison is also historical; current Phase 1 reset blocks state 12%. This replaces the replacement-account line, not an added charge. |
| Lost cycle income | ~$500-1,500 | ~$1,500-4,500 | Mid-cycle breaches kill in-progress rewards |
| Opportunity cost (8-12 days re-eval) | ~$200-400 | ~$600-1,200 | Days spent re-passing rather than earning |
The table is a cost scenario using assumed breaches and foregone profit. Adapt those assumptions to your journal. Lower risk per trade leaves more room before the DLL, but it cannot guarantee that further breaches will be avoided.
Prime Account: a different daily loss limit entirely
Prime is available by invitation only, based on trading performance. It can no longer be unlocked on request or by reaching a third reward. The profit counted after the applicable reward split is multiplied by 12.5 to set the Prime Account size. All Evaluation and Master Accounts close once their open trades have closed; they do not run alongside Prime. Prime has an 8% static Max Loss Limit below its starting balance. It does not trail intraday equity or end-of-day balances and has no profit-triggered lock. Equity touching the floor closes the account. Only a scale-up recalculates it. Its 3% Soft Daily Loss Limit uses the higher day-opening balance or equity: a breach pauses trading for the day, leaves open positions in place and allows trading to resume the next trading day.
Prime’s daily breach pauses trading rather than closing the account, while its separate static 8% floor remains a hard breach. Its 3% soft limit is not a universal increase in risk room: compare it with the source model and configuration. Prime size uses profit after the applicable reward split × 12.5, and all Evaluation/Master Accounts close on entry.
DLL behaviour on multi-instrument portfolios
Traders running multiple simultaneous positions across uncorrelated instruments often misjudge DLL exposure. The DLL applies to total account equity, not per-instrument equity. Three concurrent positions each at 1% notional risk produce 3% account-level exposure that can hit the DLL ceiling on adverse correlated moves. Currency pairs are particularly prone to correlated moves during macro shocks, EUR/USD and GBP/USD typically move in 0.7-0.85 correlation during USD-driven volatility.
Practical implication: when sizing a basket of positions, compute the worst-case correlated drawdown rather than treating each position as independent. Three trades at 1% each that move together are one 3% trade as far as the daily limit is concerned, and on a 3% model that is the entire allowance in a single adverse move. Size the basket, not the individual ticket.
Time-of-day DLL pressure patterns
DLL pressure concentrates during specific session windows where volatility expands. London open at 08:00 GMT, New York open at 13:30 GMT, and economic-release windows (typically 12:30, 14:00, 18:00 GMT for major US data) are where the limit comes under the most pressure, because that is where a position can travel through the remaining allowance in minutes. Quiet session windows such as 04:00-07:00 GMT (late Asian into pre-London) produce minimal DLL pressure unless a trader deliberately sizes into the thin liquidity.
Traders prone to DLL breaches often benefit from a session-window discipline that restricts active trading to one or two specific high-conviction time windows rather than the full 24-hour cycle. Reducing exposure windows directly reduces DLL breach probability without giving up much edge if the strategy was profitable only during specific windows anyway.
Recovery psychology after a near-miss
After a near-breach, do not choose the next position size from relief or fear. Avoiding a breach by a narrow margin does not prove that the sizing was right. Compare the session with the risk plan you set beforehand.
Building a written protocol for near-miss sessions prevents the swing-state. Predefine: if today closes within 1% of DLL, tomorrow is a half-size day with no new sizing decisions made in the moment. The half-size day allows the trader to remain active without compounding risk through emotional sizing changes.
Position sizing math against DLL
Compare an assumed losing streak with the actual remaining allowance. Five losses at 0.5% each cost 2.5% before costs and slippage: beyond a 2% DLL, but below 3%, 4% or 5%. Five losses at 1% reach even the 5% breach line. A 60% win rate and 1.5:1 reward/risk alone do not establish a 95th-percentile longest losing streak.
Tighter strategies with 70%+ win rates can run at slightly higher per-trade risk because the losing streak is shorter. Looser strategies with 45-55% win rates need lower per-trade risk because longer streaks are statistically likely. Compute your historical max losing streak, multiply by your per-trade risk, and check against the DLL of your specific challenge tier.
Per-trade risk recommendations by strategy profile
| Win rate | Reward/risk | Illustrative risk per trade with a 3% limit | Illustrative risk per trade with a 4% limit | Illustrative risk per trade with a 5% limit |
|---|---|---|---|---|
| 70%+ | 1:1 or better | 0.75% | 1.00% | 1.25% |
| 60-70% | 1.5:1 | 0.50% | 0.65% | 0.85% |
| 50-60% | 2:1 | 0.40% | 0.50% | 0.65% |
| 40-50% | 3:1 | 0.30% | 0.40% | 0.50% |
Check every table assumption by multiplying the number of losing trades by risk per trade, then add costs and slippage. Four losses at 0.75% already reach 3%, the hard breach line on a 3% DLL. Win rate and the longest historical losing streak do not guarantee a future maximum. The actual remaining DLL, overall loss limit and Zero’s separate open-risk limit still apply.
Edge cases worth knowing about
Floating P&L counts on every model. Zero is the only one with an explicit 1% Max Open Risk Limit, but on all five the daily limit is measured against equity, and equity includes unrealised profit and loss on open positions. A position floating at minus $2,000 on a $50K 2 Step Standard account has already spent 80% of the $2,500 daily allowance before anything is closed. The reverse does not hold: unrealised profit inside the session does not raise the floor, because the baseline was fixed at the open.
Trailing-stop interaction: a trailing stop limits the realised loss on one specific position, but the daily limit is measured at account equity level across every open position at once. A trailing stop that has not been hit yet still contributes its current floating loss to the day's number, and several positions drifting together can touch the floor while every individual stop is still untriggered.
Multiple-account interaction: coordinated hedging can be reviewed across the account group. An older account overview used a $400K combined allocation limit, excluding the Monthly Competition account. The current Prime page does not restate that aggregate limit and requires every Evaluation and Master Account to close on entry. Confirm the allocation for the contracts you hold; the $2M Prime scaling ceiling is not a purchasable account allocation. Separately, inactivity uses a completed-trade clock: creation if never traded, otherwise the day after the last fully closed trade. An open position does not stop that clock.
Recovery path after a DLL breach
After a hard breach the account is locked, open trades close and the account becomes view-only. The current four evaluation-model pages list 12% off an Evaluation/Phase 1 reset, 10% off Phase 2 where applicable, and 7% off a Master reset, within seven calendar days of a breach and with the same size and platform. A Phase 2 or Master reset restarts at Phase 1. Zero is separate: its general reset block says 20%, while its inactivity FAQ says 7%; confirm the amount shown for that closure in the dashboard. A fresh-purchase coupon and a reset are different offers; compare the actual dashboard/checkout totals rather than treating a dated coupon as a guaranteed current price.
Practical recovery sequence: review the specific session that caused the breach within 48 hours, identify the failure mode (oversizing, news volatility, give-back, scalp chain), document the specific behavioral change required, and only repurchase after the behavioral plan is written and stress-tested on a simulated week. Skipping the diagnostic step almost guarantees the second breach lands on the same failure mode as the first.
The bottom line
FundingPips runs daily loss limits that vary by model and selected checkout configuration: 3% on Zero and Pro, 2% or 3% on 1 Step Flex, 4% on 2 Step Flex and 3% or 5% on 2 Step Standard, depending on checkout configuration. All five use the same baseline, the higher of your opening balance or your opening equity, read once at the start of the day and fixed for the session. Touching the floor is enough, even briefly, and a trade that closes back in profit afterwards does not undo it. Floating P&L counts. The limit resets at 00:00 platform time, UTC+3 in summer and UTC+2 in winter. Master Accounts inherit the same percentage as the evaluation, with no loosening after the pass.
Zero adds a second intraday line the others do not have, a 1% Max Open Risk Limit on combined floating losses. Prime has a separate 3% soft daily limit that pauses trading for the day; its static 8% maximum loss can still close the account. At 0.5% to 1% per trade, a losing streak can still reach a selected DLL; the new 2% option leaves less room than the 3–5% examples. The daily limit is the most common breach cause at FundingPips, and volatile news sessions and oversized positions are the two failure modes behind most of them. For model-specific detail see FundingPips Zero, 1 Step Flex, 2 Step Standard, 2 Step Flex and 2 Step Pro.
Building durable discipline against the DLL requires treating it as a hard line rather than a target. Traders who plan around 80-90% DLL utilization on conviction days inevitably encounter the 5% off-day where the planned utilization tips over and produces a breach. Traders who plan around 40-50% DLL utilization on conviction days have meaningful buffer for the unexpected adverse session. The structural buffer is what produces long-term survival on the platform, not strategy edge alone.
The fixed opening baseline alone is not enough for planning: your model, selected DLL, remaining overall loss allowance and Zero’s additional open-risk limit determine your room. Learn those limits first, then how they are calculated.
If you are choosing between FundingPips models on the daily limit alone, Standard’s default 5% configuration gives more daily room than Flex’s 4%; the selected 3% Standard add-on does not. 1 Step Flex at a selected 2% or 3%, and Pro at 3%, are tighter per day, though 1 Step Flex pairs its 3% with a 12% overall limit, which forgives a bad week far better than 2 Step Pro's 6%. 2 Step Flex sits between them at 4% with 12%. Zero is the strictest overall, because the 3% comes alongside a 1% Max Open Risk Limit and a trailing overall limit. The choice should come from your own trade journal rather than from where you hope your discipline will land after the first month.
Across all five models the practical utilisation target should sit at 60-70% maximum on any single session. Higher utilisation compounds breach risk through normal market noise, because the buffer that absorbs an ordinary bad session is exactly what high utilisation spends in advance. Lower utilisation leaves capacity for the inevitable bad session that every active trader runs into. The effect is cumulative rather than one-off: every breach costs a replacement fee and the cycle income that would have followed it.
The full implications of these structural features compound across multi-year engagements. Traders committing to a single firm for 12-plus months see the cumulative effect of every individual rule and cost component, the headline numbers in early-engagement comparison rarely capture the year-two and year-three economics. Plan against the long-horizon view rather than the first-month look when committing to any specific prop firm choice.
Frequently Asked Questions
What is the FundingPips daily loss limit?
The daily loss limit is the intraday floor that ends the trading day and the account when it is touched. FundingPips runs four percentage values across five models: 3% on Zero and Pro, 2% or 3% on 1 Step Flex, 4% on 2 Step Flex and 3% or 5% on 2 Step Standard, depending on checkout configuration. The baseline is the higher of your opening balance or your opening equity for that day, read once at the open and fixed for the session. Touching it, even briefly, is a hard breach.
How does the FundingPips higher-of DLL calculation work?
FundingPips records both your balance and your equity at the start of each trading day, and whichever is higher becomes that day's baseline. Its own examples: opening balance $105K with opening equity $107K gives a $107K baseline, so a 3% limit is $3,210 and equity cannot drop to $103,790. Opening balance $100K with opening equity $99K gives a $100K baseline, a $3,000 limit and a floor at $97,000. The baseline does not move again during the session, so an intraday rally does not raise the floor.
Which FundingPips models have a 2%, 3%, 4% or 5% daily loss limit?
3% on FundingPips Zero, 2% or 3% on 1 Step Flex, depending on checkout configuration, 4% on 2 Step Flex, 3% or 5% on 2 Step Standard, depending on checkout configuration and 3% on 2 Step Pro. The overall limits differ too: 12% static on 1 Step Flex and 2 Step Flex, 10% on 2 Step Standard, 6% on 2 Step Pro, and 5% trailing on Zero. Standard gives the widest daily room only with its 5% configuration; its 3% add-on is below Flex’s 4%. Pro has the smallest static overall allowance among the four evaluation models.
What is the FundingPips floating PnL limit on Zero?
Zero applies a 1% Max Open Risk Limit alongside the 3% daily loss limit. The combined floating loss across all open positions cannot touch minus 1% of the starting account size at any moment, and only losing positions count toward it. On a $100K Zero that is $1,000 in total. It is a hard breach and it can trigger with nothing closed and the daily allowance still largely unused. None of the other four models carries this rule.
Does the FundingPips DLL reset daily?
Yes, at 00:00 platform time, UTC+3 in summer and UTC+2 in winter, with a countdown shown on the FundingPips dashboard. The percentage applies per trading day rather than cumulatively over the account lifetime, so a day that used 2.5% without breaching a 3%, 4% or 5% limit starts the next day with the full allowance again against a fresh baseline. What does carry over is the max loss limit, which is cumulative.
What happens if I hit the FundingPips daily loss limit?
On every model except the Prime Account it is a hard breach. The account is locked immediately, open trades are closed automatically, the account goes view-only, and the dashboard shows which rule was broken and when, with an email notification. Support can confirm the math but cannot reverse it. On a Prime Account the 3% daily limit is a soft breach instead: trading pauses for the day and the account stays open.
How do I avoid the FundingPips daily loss limit?
Four tactics: size at 0.5-1% of the account per trade rather than at the Risk Per Trade Idea ceiling, which is 2% to 3% and applies on 2 Step Flex and Zero only. Cut losing positions rather than waiting, because floating losses count toward the limit. Set a stop-for-the-day at roughly 60% of your model's allowance. Flatten before red-flagged releases; on the evaluation models a Master Account trade from 5 minutes before to 5 minutes after one keeps the account but loses its full profit, and on Zero, where the window runs 10 minutes before to 10 minutes after, news trading is prohibited outright.
Does the FundingPips DLL apply to Master accounts?
Yes. A Master Account carries the same percentage as its evaluation phase: 2% or 3% on 1 Step Flex, depending on checkout configuration, 3% or 5% on 2 Step Standard, depending on checkout configuration, 4% on 2 Step Flex and 3% on 2 Step Pro. Zero is a Master Account from day one at 3%, plus the 1% Max Open Risk Limit. Nothing loosens after the pass. What can switch on is two extra rules: the Risk Per Trade Idea limit, which FundingPips enforces on 2 Step Flex and Zero only and lists as not applicable on 1 Step Flex, 2 Step Standard and 2 Step Pro, and the route-specific Striking System, including the current 1% trigger on 100% On Demand across the four evaluation models.
Can I trade news events with FundingPips DLL?
During the evaluation phases the four evaluation models place no window restriction on news, though purposely trading news is prohibited and leads to account closure. On a Master Account the window around red-flagged FundingPips dashboard Economic Calendar events runs 5 minutes before to 5 minutes after on the affected currencies; a trade inside it does not break the account, but its full profit is removed. Trades opened 5 hours or more before the event are exempt. FundingPips states that traders are responsible if those profit deductions cause the account to breach the daily loss or max loss limit, so the deduction itself can trigger the breach. Zero prohibits opening, closing or holding affected-currency positions from 10 minutes before to 10 minutes after a Restricted release, or from 10 minutes before a speech starts until 10 minutes after it ends; breaching that window closes the account.
How does the Prime Account affect the daily loss limit?
Prime is available by invitation only, based on trading performance. It can no longer be unlocked on request or by reaching a third reward. The profit counted after the applicable reward split is multiplied by 12.5 to set the Prime Account size. All Evaluation and Master Accounts close once their open trades have closed; they do not run alongside Prime. Prime has an 8% static Max Loss Limit below its starting balance. It does not trail intraday equity or end-of-day balances and has no profit-triggered lock. Equity touching the floor closes the account. Only a scale-up recalculates it. Its 3% Soft Daily Loss Limit uses the higher day-opening balance or equity: a breach pauses trading for the day, leaves open positions in place and allows trading to resume the next trading day.
How does FundingPips DLL compare to FTMO?
Compare the same 5% configuration. FundingPips uses the higher opening balance or equity. Floating profit carried into the day can raise both the baseline and the floor, so the higher baseline does not mean more room to give that profit back. The baseline stays fixed during the session; the selected 3% Standard add-on has a different allowance.
Does the FundingPips DLL apply on weekends?
Evaluation phases allow overnight and weekend holding. On the four evaluation models, the current Master rules auto-close positions overnight and at the weekend unless the Swing add-on was selected at purchase. Swap-Free removes eligible swap charges; it does not itself grant holding permission. Zero still requires all positions closed before Friday market close, regardless of instrument, and a weekend hold is a hard breach. The daily and maximum loss rules still matter for permitted evaluation or Swing positions exposed to a market gap.
How does DLL interact with the FundingPips consistency rule?
They are separate tests. The daily loss limit is an intraday breach line. Zero’s 15% consistency score is a reward gate. Current 100% On Demand on the four evaluation models uses a 35% score, seven qualifying days and a 1% Striking trigger. Weekly/Bi-Weekly routes have different conditions; older Monthly and 90% On Demand contracts require their own terms.
Can I appeal a FundingPips DLL breach?
Generally no. Breaches are recorded against specific trade and timestamp data. Support can confirm the math and explain the specific trigger but cannot reverse a recorded breach. The exception is when the breach was caused by a platform-side error such as a feed glitch or execution malfunction, those rare cases get reviewed and potentially reversed.
What is the maximum drawdown ceiling that interacts with DLL?
It differs by model: 12% static on 1 Step Flex and 2 Step Flex, 10% static on 2 Step Standard, 6% static on 2 Step Pro, and on Zero a trailing loss distance equal to 5% of initial size below peak equity that locks permanently at the starting account size once equity is 5% up. The ratio depends on the purchased DLL: for example, 1:6 with 1 Step Flex’s 2% option versus 1:4 at 3%. The overall limit is the slow-bleed breach, the daily one usually goes first.
Does the FundingPips DLL apply during weekend gap risk?
Evaluation phases allow overnight and weekend holding. On the four evaluation models, the current Master rules auto-close positions overnight and at the weekend unless the Swing add-on was selected at purchase. Swap-Free removes eligible swap charges; it does not itself grant holding permission. Zero still requires all positions closed before Friday market close, regardless of instrument, and a weekend hold is a hard breach. The daily and maximum loss rules still matter for permitted evaluation or Swing positions exposed to a market gap.