With the same trader and the same $2,000 drawdown, intraday trailing passes 58% of evaluations and end-of-day trailing 63%: 4 points less just because of how it's measured.
The question
Why do some accounts get blown while in profit? Because a trailing drawdown doesn't measure how much you've lost since you started, but how far you've dropped from your best moment. And that floor moves up with you… but never comes down.
How it works
- End of day (for example, Lucid): when each session closes, the floor is set $2,000 below your best closing balance so far.
- Intraday (for example, APEX): the floor follows your best balance at any moment, including profits you never closed. If a trade gets to +$800 and you close it at +$100, your floor has already moved up $800.
- In both cases the floor stops rising once it reaches the starting balance + $100 ($50,100 on a $50,000 account).
Same trades, two endings
Across 4,000 evaluations
Example trader: 45% win rate, average win $300, average loss $200, 2 trades a day (a positive average result of about $25 per trade).
With each firm's full rules (checked in their help centers in October 2026):
| Account | Pass | Blown | Out of time | Sessions (median) |
|---|---|---|---|---|
| APEX 50K · intraday trailing | 17% | 21% | 62% | 16 |
| APEX 50K · end-of-day trailing | 17% | 16% | 67% | 16 |
| Lucid 50K Flex | 63% | 37% | 0% | 31 |
| Lucid 50K Pro | 63% | 37% | 0% | 31 |
Since March 2026 APEX lets you choose: intraday or end-of-day trailing (the latter with a $1,000 daily loss limit), both with a $2,000 drawdown and 30 days to pass. Without that time limit, this trader would pass 58% with intraday and 63% with end of day; with the limit, most don't make it: they would need to make about $143 per session and their average is about $50. At Lucid, for this trader (two trades of $200-300 a day) neither the Flex consistency rule nor the Pro daily loss limit ever kicks in: both give the same result as the end-of-day trailing drawdown alone. With bigger days or more trades, they do matter. That's why it's worth simulating with your own numbers.
Size matters more than the strategy
| Size | Pass | Blown | Sessions |
|---|---|---|---|
| 0.5× | 88% | 13% | 93 |
| 1× | 62% | 38% | 31 |
| 1.5× | 50% | 50% | 15 |
| 2× | 46% | 54% | 10 |
| 3× | 36% | 64% | 6 |
More size shortens the road but blows many more accounts. At half size almost all of them pass… at the cost of taking twice as long or more.
What it means for your account
- With intraday trailing, profits you give back count as if you had closed them. If a trade runs far in your favour, decide in advance how much you're willing to give back.
- Far from the floor, more room; close to the floor, smaller size. Fixed size is comfortable, but your real cushion changes every day (how many contracts to trade).
- Choose your size with numbers, not in a hurry: compare the pass rate with the time it takes and the cost of each retry.
How it was calculated
Our lab's evaluation engine (exact parity with our backtester, checked against NinjaTrader), Monte Carlo of 4,000 evaluations resampling trades generated from the stats shown. Each trade's favourable and adverse excursion (MFE/MAE) is generated with simple rules, so the intraday trailing effect is indicative; with your real NinjaTrader trades the real excursion is used. Example seed: 727.
Simulated and hypothetical results, with the limitations that implies. Not investment advice. Firm rules change: check them on each firm's website. This article contains no affiliate links.