Prop firm filter
19 firms, futures and forex, read from their own pages and dated. Trustpilot, drawdown type, first payout, platforms, promo codes. Tick up to five and compare them side by side, or tell the agent how you trade and it picks.
Chart, wire and calendar, copier, journal, and a filter over 19 prop firms read from their own pages. In your browser, connected to the accounts you already have.
Your firm’s blackout window around a tier-1 print is on COPIER.
Orders are simulated until you arm it yourself. Halt stops every account at once.
The HOME tab. One asset, four panels. Accounts and figures are illustrative.
Every one of these is sold to prop traders on its own subscription. You are currently the integration layer — alt-tabbing between them and holding the connections in your head while a position is open. One of them nobody sells you at all.
19 firms, futures and forex, read from their own pages and dated. Trustpilot, drawdown type, first payout, platforms, promo codes. Tick up to five and compare them side by side, or tell the agent how you trade and it picks.
One entry mirrored to every funded account, sized per account. New connections start in dry run.
Every fill logged on arrival, graded against your firm’s rules and against how you have traded before.
The wire and the release clock, one place. Financial Juice, WSJ and Truth Social ranked by who is reporting it, beside a Forex-Factory-style calendar with three-colour impact and the next print counting down.
TradingView-level charting, built on Lightweight Charts. Candles, VWAP and EMAs in the legend, drawings, a Style menu, ETH and RTH sessions.
Describe a panel and it builds it, sandboxed, before anything installs. It also reads your fills for the habits costing you money.
Together they behave differently. The copier checks the calendar before it fires. The journal knows which account took the fill and which rulebook that account trades under. The wire is filtered to the instrument already on your board, and drawdown is measured under your firm's own rule. The firm filter is checked against the same journal, so it says which firms' rules you would already have breached. That is the product — not another window, but the one that removes five.
Rules, prices, payouts and deals for 19 firms, read from the firms’ own pages, each with the date it was checked. Filter by platform, drawdown type, payout method or policy. Tick up to five and compare them side by side, or describe how you trade and let the agent pick.
Tell the agent how you trade — it picks the firm
Ask| Firm | Trustpilot | Drawdown | First payout | Promo code | |
|---|---|---|---|---|---|
| ApApex Trader Funding | 4.2(20,977) | Intraday | 5 days | SAVENOWup to 90% off, ends 2026-09-22 | |
| TsTopstep | 3.6(14,757) | End of day | 5 days | — | |
| TrTradeify | 4.5(4,436) | End of day | 5 days | SEPup to 50% off, ends 2026-09-14 | |
| LuLucid Trading | 4.4(5,914) | End of day | — | VAULTcoupon at checkout | |
| MFMyFundedFutures | 4.9(21,632) | End of day | 1 day | CLUBup to 50% off |
Catalogue checked 2026-09-10 and read from the firms’ own pages; every figure carries the date it was verified and its source. A dash is a field the catalogue does not carry yet, not a no. Not verified means exactly that. None of this is advice. Verify with the firm before buying.
Firm figures are from the catalogue as of 2026-09-10. Promo codes expire, and the app hides an expired one. The ticked matchup is illustrative.
Every fill arrives on its own — no CSV import, no spreadsheet, no forgetting. Then it is graded against the rules your firm will actually check, and against how you have traded before.
Your 13:00 hour is your best. +$430 average across 22 sessions, well clear of the rest of the day.
Two revenge entries after a loss. Both re-entered inside 90 seconds of a losing exit, both lost.
Size crept on the last trade. 4 contracts against a 3-contract average — after the biggest win of the day.
No hold-time risk today. Shortest trade 51 seconds, five times the ten-second floor.
| Time | Symbol | Side | Qty | Entry | Exit | P&L | Hold |
|---|---|---|---|---|---|---|---|
| 09:34:12 | MNQ | Long | 2 | 29,412.25 | 29,438.75 | +$106.00 | 1m 42s |
| 09:51:03 | MNQ | Short | 3 | 29,455.50 | 29,441.00 | +$87.00 | 2m 09s |
| 10:18:44 | MNQ | Long | 2 | 29,401.75 | 29,388.25 | −$54.00 | 0m 51s |
| 10:47:20 | MNQ | Long | 3 | 29,376.00 | 29,419.50 | +$261.00 | 6m 33s |
| 11:22:57 | MNQ | Short | 2 | 29,433.25 | 29,447.00 | −$55.00 | 1m 18s |
| 12:04:31 | MNQ | Long | 2 | 29,390.00 | 29,406.75 | +$67.00 | 3m 12s |
| 13:05:11 | MNQ | Long | 4 | 29,398.50 | 29,452.25 | +$430.00 | 11m 04s |
| 13:41:08 | MNQ | Short | 3 | 29,470.25 | 29,481.00 | −$64.50 | 1m 05s |
| 14:18:52 | MNQ | Long | 3 | 29,444.75 | 29,478.50 | +$202.50 | 7m 46s |
Example session. Figures are illustrative.
Two jobs, and it sees the shape of your board — the field names, the types — never the values in it. Nothing it reads is used to train anything.
Show me my win rate by hour of day, but only for the accounts I’m funded on.
What am I doing wrong?
Eleven times this month you were back in the market inside 90 seconds of a losing exit. Those trades ran at −$38 average against +$94 for everything else.
Average 2.4 contracts normally, 3.6 immediately after your biggest win of a session. Win rate on those is 44%.
79% win rate across 22 sessions. It is 18% of your trades and 61% of your profit.
Shortest trade this month was 44 seconds. The rule needs ten.
You do not have to prompt it to benefit from it. The patterns above are found as the fills land. The agent is there when you want a panel that does not exist yet, or a straight answer about your own trading — not another chat window to remember to open.
Take the trade once and it mirrors across every connected account — sized per account, never blindly duplicated. A 50K evaluation and a 150K funded account should not carry the same position.
What matters is not how many accounts are connected. It is whether a click reaches a real venue. So the arming state is the biggest thing on the panel, and new connections start in dry run.
Nothing reaches a venue until you arm the copier yourself. Halt stops every account at once.
Tradeify requires that more than half your trades and more than half your profit come from positions held longer than ten seconds. No platform tracks it for you, and you can breach it without noticing — a run of fast scratches quietly skews the distribution and the account is gone.
Under that sit expectancy, profit factor, R-multiples and per-hour breakdowns. Every figure carries its sample size, and anything below the threshold is withheld rather than estimated.
Everything here promises an edge. Most of it is selling a signal.
The copier mirrors a decision you already made. It does not make one.
New connections start in dry run. Going live is deliberate.
Statistics below their sample threshold are withheld, not estimated.
No custody, no wallet. It connects to the broker you already use.
Your journal, fills and positions are yours. Never sold, never shared, never used to train a model.
Claims that survived testing shipped. The rest were cut.