Consistency Metrics: How Prop Firms Judge Your Trading Pattern

Prop firms pretend consistency metrics are simple. They aren’t. Behind the scenes, firms track your size, timing, risk, win distribution, and daily P&L to determine whether you actually trade consistently — or whether your evaluation win was a one-day miracle.

What Consistency Metrics Measure

Every firm defines consistency differently, but the core items are the same:

• Position sizing stability
• Win/loss distribution
• P&L spread across days
• Trade frequency consistency
• Risk-per-trade stability

Consistency checks tie directly into behavior risk scoring.

The Most Common Consistency Rules

These rules pop up constantly across prop firms:

Consistency Rule	What It Means
No single day can exceed X% of total profits	Prevents one-hit-wonder evaluations
Trade size must stay within a range	No wild contract jumping
Even profit distribution	Wins spread out across days
Risk must remain stable	No impulsive scaling

Patterns That Fail Consistency Checks

These patterns get traders rejected even after meeting profit targets:

• One massive winning day + four tiny ones
• Doubling or tripling size mid-evaluation
• Trading only one session with no diversity
• High volatility scalps followed by low volatility swings

How Consistency Is Calculated Internally

The exact formulas vary, but internally, firms track simple ratios:

• Largest winning day / total profit
• Average size / maximum size
• Profit per day variance
• Win-rate variance

The lower your variance, the cleaner your profile looks.

How to Pass Consistency Checks Without Guessing

Passing consistency is about looking predictable:

• Use the same size every day
• Take similar risk each trade
• Don’t try to “finish early” with a home run day
• Spread your wins across multiple sessions