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What is minimum trading days?

A minimum trading day requirement forces you to record a set number of active sessions before passing a phase. Generally 1 to 5 days, it rules out passes obtained on a single position.

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The rule looks innocuous and sometimes proves constraining, particularly in how it is defined.

What it requires

The counter tracks the number of days on which at least one trade was placed. The norm sits between 2 and 5 days, with a few firms requiring only one and others up to 10.

The rule generally applies to each phase independently: a two-step route with 3 minimum days per phase therefore requires 6 active sessions in total.

The nuance that matters

Some firms require profitable days, not merely traded days. A session closed at a loss then does not count, which is appreciably more demanding.

Others impose a minimum gain per qualifying day — often a floor amount — to stop a trader passing by opening a risk-free micro position each day.

Neither variant is visible on the sales page, and both change how hard the route really is.

Why the rule exists

It targets the candidate who would hit the target in a single oversized position. Such a result demonstrates nothing about consistency and costs the firm dearly if it succeeds.

It also has a side effect in the trader’s favour: it mechanically forbids all-or-nothing, which is the most reliable way to fail on a prop firm account.

How it pairs with consistency

Minimum days and the consistency rule often work together. The first forces you to spread out activity, the second to spread out results. Between them, passing in a single session becomes impossible — which is precisely the intent.

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