How to Pass the Tradeify Evaluation: A Rule Sheet, a Contract Budget and a Pace

How to pass the Tradeify evaluation comes down to three pieces of preparation done before the first trade: a rule sheet for the exact plan you bought, a contract size derived from the drawdown rather than the target, and a daily pace that keeps any consistency and minimum day rules from becoming the reason you fail. The plan comes first, because firms like Tradeify commonly sell more than one account type, and account size, drawdown style, consistency rules and minimum trading days can all differ between plans on the same site.

A failed evaluation is often not lost to a bad strategy. They are lost to a rule the trader assumed worked one way and actually worked another. A trader who read a forum post about one plan and then bought a different one is trading against a rulebook they have never seen.

So before any chart work, open Tradeify's own help pages for your specific plan and build a one page rule sheet. Write each rule in your own words, note the date you read it, and keep a screenshot. Rules change, and the version you agreed to is the one that matters if there is ever a dispute.

This article explains how futures evaluations of this kind are commonly structured and how to plan around each piece. It does not state Tradeify's current numbers as fact, and every figure below is a hypothetical worked example.

A futures evaluation is a test account with a profit target above you and a drawdown floor below you, plus a handful of behavioural rules that decide how you are allowed to travel between them. Tradeify evaluation rules follow that general shape, but the details are plan specific and should be confirmed on Tradeify's site.

The profit target is usually a fixed dollar figure tied to the account size. The drawdown is the rule that ends most attempts, and in futures it is very often a trailing drawdown, meaning the floor rises as your account makes new highs. Some plans trail in real time on unrealised profit, others only update the floor at the end of each session, and some stop trailing once the floor reaches a certain level.

On top of that, many evaluations add a consistency style rule, which limits how much of your total profit can come from a single day, and a minimum number of trading days. Some plans also have a daily loss limit. If the mechanics of a trailing floor are new to you, trailing drawdown explained walks through it with charts.

The trailing method is the single most important line on your rule sheet, because it decides whether an open winning trade gives you room or quietly takes it away.

Take a hypothetical $50,000 evaluation with a $2,000 trailing drawdown, so the floor starts at $48,000. Suppose a trade runs to $1,000 of open profit and then comes back to break even before you close it.

If the drawdown trails intraday on unrealised equity, the floor followed that peak up to $49,000. You closed flat at $50,000, but your remaining room is now $1,000, not $2,000. You lost half your buffer on a trade that made nothing.

If the drawdown only updates at the end of the day based on the closing balance, the same trade leaves the floor at $48,000, because the day closed at $50,000 and no new closing high was made. Your room is still $2,000.

That difference should shape how you manage winners. Under an intraday trail, letting a large open profit round trip is expensive, and scaling out or using a defined target protects the buffer. Under an end of day trail, the intraday swing matters less, but the daily close becomes the number that moves your floor.

Position size in a futures evaluation is a contract count, and the right count is whatever keeps a normal losing day small relative to your drawdown. Futures do not have lots, so the conversion runs through the contract's dollar value per point or per tick.

As a reference, the CME specifications set the micro E-mini S&P 500 at $5 per index point and the full size E-mini S&P 500 at $50 per point. The micro E-mini Nasdaq 100 is $2 per point and the full size contract is $20 per point. Check the specification for whatever product your plan allows.

Back to the hypothetical $2,000 drawdown. If you decide a single losing trade should cost no more than 10 percent of the buffer, that is $200. With a 10 point stop on the S&P, one micro contract risks $50 and one full size contract risks $500. The arithmetic says four micros, or zero minis. A trader who opens one mini because it is the familiar contract has already sized past the plan.

Firms also commonly cap the number of contracts per account size and sometimes scale the cap with profit. Treat that cap as a ceiling, not a target. A fuller method for turning a drawdown into a size is in position sizing for a prop firm challenge.

A consistency rule is a cap on how concentrated your profit can be, and the safest way to satisfy it is to make the target out of several ordinary days rather than one exceptional one.

Consider a hypothetical $3,000 target with a rule that no single day may exceed 40 percent of total profit. If your best day is $1,500, the rule is only satisfied once total profit reaches $3,750. You either keep trading past the target or the evaluation does not count as passed yet, depending on how the plan defines it. Some firms measure the best day against the profit target instead of total profit, which gives a different number, so read the exact wording before doing the sum.

Minimum trading days work in the same direction. If a plan requires a minimum number of days, a fast start does not shorten the evaluation, it only increases the size of the days you have to protect afterwards.

A practical pace divides the target by a number of days comfortably above the minimum, then sets a daily stop once that amount is reached. On the hypothetical $3,000 target spread over eight to ten sessions, a good day is a few hundred dollars, and a large day is a reason to stop rather than press. More on how these rules are commonly calculated is in the prop firm consistency rule explained.

Many futures evaluation failures are rule failures that looked like trading failures at the time. The pattern repeats across firms, and the list is short.

The first is giving back open profit under an intraday trail, as in the example above. The second is oversizing on the first day, often with full size contracts on a buffer built for micros. The third is holding a position into the session close when the plan requires being flat, or holding through a scheduled release where liquidity thins and stops fill with slippage. The fourth is a recovery day after a loss, where size goes up to win back the drawdown and the floor arrives instead.

The fifth is quieter: passing the target but missing a consistency or minimum day condition, then trading on to fix it with oversized days because patience has run out. The sixth is trading a product or session the plan does not allow. Every one of these is visible on a rule sheet written before the first trade.

Whether a bot or automated strategy may run on a futures evaluation is decided by each firm's policy, and those policies change. That applies to Tradeify as much as to any other futures firm, and nothing in this article is a statement that automation is or is not allowed there.

The process has three steps. Read Tradeify's current terms on automated trading, copy trading and third party software, then ask their support to confirm in writing for your specific plan, naming the platform and the type of tool. Keep the reply with your rule sheet. If the answer is no, or unclear, trade manually.

This blog is published by PraxAI, which ships a native NinjaTrader 8 build alongside MetaTrader 5 and cTrader, but whether any futures firm permits it is that firm's call, not ours. Where a firm does allow automation, the features worth checking in any tool are the dull ones: does it stop trading once the target is reached, and does it show the live distance to the daily and maximum drawdown, which is the number this whole plan is built around. A broader comparison of tools and the questions to ask any vendor is in the best AI trading bot for prop firms in 2026.

Passing the evaluation moves you to a funded or performance account with its own rulebook, and it should get its own rule sheet. Payout conditions, minimum profitable days, buffers and withdrawal caps are commonly separate from the evaluation rules and are often where traders get caught a second time.

The same habits carry over: read the current terms, convert the drawdown into contracts, and pace the account rather than sprinting it. How payout rules are commonly structured across futures firms is covered in futures prop firm payout rules, and a plan for the comparable process at another firm is in how to pass the MyFundedFutures evaluation.