A profitable backtest can still fail a prop firm test in a single afternoon. The reason is simple: a proprietary trading evaluation is a rule-constrained risk test, not merely a search for profit. To pass consistently, your system must do more than identify attractive trades.The goal is not maximum

Imagine launching a strategy with a strong historical equity curve, only to lose the evaluation because one volatile session crosses the firm’s daily drawdown limit. That happens because a proprietary trading evaluation is a rule-constrained risk test, not merely a search for profit. Generating posi