Atlas Funded minimum trading days explained for 2026: 1 Step, 1 Step Pro, 2 Step, 2 Step Pro, Instant Funded, Instant Zero, $1 Access, Free Access and No Minimum Trading Days add-on rules.

Akash Mane is the Founder and CEO of Prop Firm Bridge, where he leads the company’s vision, platform growth, and long term strategic direction. He oversees operations across research, marketing, content systems, SEO, and product positioning while driving the platform’s mission of becoming a trusted authority in the prop firm industry. At Prop Firm Bridge, Akash plays a direct role in shaping educational frameworks, comparison systems, and trader focused resources designed to help users make informed decisions with transparency and confidence. His work focuses on building scalable organic growth systems, improving platform authority, and strengthening trust through accurate, structured, and search optimized content. In addition to leadership responsibilities, he actively manages growth strategy, social media marketing, search visibility, and brand development to expand the platform’s reach across global trading audiences.

Manoj Gholap is responsible for content accuracy, compliance, and factual integrity at Prop Firm Bridge. He acts as the final verification layer for all published content, ensuring that prop firm reviews, rules, and comparisons are clear, accurate, and aligned with transparency standards. Manoj plays a key role in maintaining trust and credibility across the platform.
Atlas Funded minimum trading days depend on the exact account model and stage. Current program records list five qualifying days at 0.5% profit per day for 1 Step, four at 0.5% for 1 Step Pro, five at 0.5% in each stage for standard 2 Step, and three at 0.5% in each stage for 2 Step Pro. Standard Instant Funded and Instant Zero currently use five qualifying days with a 1% gain threshold in the verified program record. Dedicated $1 Access and Free Access pages list zero minimum evaluation days and four funded qualifying days at 1%.
A qualifying trading day is not merely a day when a trade was opened. The account’s published profit threshold must be met for that day to count where a threshold applies. Minimum trading days are also different from consistency rules and payout calendars.
This article owns the search intent Atlas Funded minimum trading days. Consistency belongs on the Atlas consistency guide, payout timing belongs on the payout guide, and coupon intent belongs on the BRIDGE coupon guide.
| Program | Evaluation requirement | Funded / reward requirement |
|---|---|---|
| 1 Step | 5 qualifying days at 0.5% | 5 qualifying days at 0.5% |
| 1 Step Pro | 4 qualifying days at 0.5% | 4 qualifying days at 0.5% |
| 2 Step | 5 qualifying days per phase at 0.5% | 5 qualifying days at 0.5% |
| 2 Step Pro | 3 qualifying days per phase at 0.5% | 3 qualifying days at 0.5% |
| Instant Funded | No evaluation | 5 qualifying days, current verified record uses 1% gain |
| Instant Zero | No evaluation | 5 qualifying days at 1% |
| $1 Access | 0 minimum days | 4 qualifying days at 1% |
| Free Access | 0 minimum days | 4 qualifying days at 1% |
These numbers should always be checked against the purchased account because Atlas can update program rules. The dedicated current program page and dashboard should control the exact account.
A qualifying trading day is a session that meets the account’s stated profit threshold for the day to count toward the minimum requirement.
If the program requires 0.5% profit, a day that ends +0.3% can be profitable without qualifying. If the program requires 1%, a +0.8% day can still be a good trading day without satisfying the minimum-day threshold.
This distinction matters because traders sometimes confuse “profitable day” with “qualifying day.”
On programs with a profit threshold, opening and closing a minimal position merely to create activity does not necessarily satisfy the rule.
The day needs to reach the required qualifying profit under the account’s current calculation.
Placeholder trades also create unnecessary transaction costs and can conflict with broader trading-behavior rules if abused.
A minimum day requirement sets the earliest possible completion or payout eligibility. A deadline sets the latest possible completion.
Many current Atlas evaluation programs offer unlimited trading time. That means the trader can take longer than the minimum without penalty from a fixed challenge deadline.
This should reduce pressure, not increase it.
The word “minimum” can make traders feel they should complete the account in exactly that number of days. That is not what the rule means.
Five qualifying days means the account cannot advance before five qualifying sessions are completed. It does not mean five days is the ideal or expected completion time.
A trader who needs fifteen days can still have a much healthier pass than someone who forces five aggressive sessions.
Atlas’s current dedicated 1 Step page lists five qualifying trading days with at least 0.5% profit per qualifying day.
The current 1 Step evaluation target is 10%, so five days at exactly 0.5% would produce only 2.5% total profit. The trader still needs to hit the full target.
The day rule and target therefore operate together.
On $5K, 0.5% equals $25. On $10K, $50. On $25K, $125. On $50K, $250. On $100K, $500. On $200K, $1,000.
These are qualifying thresholds, not mandatory daily targets.
A trader should stop when the strategy says stop even if the day is slightly below the threshold.
Theoretically yes if the account reaches the full 10% target while also recording five qualifying days.
That would require an average of roughly 2% profit per day over five sessions, which is aggressive for many strategies.
The account’s unlimited time means there is no reason to build the risk plan around the fastest theoretical completion.
The current dedicated 1 Step Pro page lists four qualifying days with at least 0.5% profit per day during evaluation and funded stages.
The current target is 8%. Four days at exactly 0.5% produce only 2%, so the trader still needs additional profit.
The four-day rule creates an earliest completion point, not a performance quota.
On $5K, a qualifying day requires $25. On $10K, $50. On $25K, $125. On $50K, $250. On $100K, $500. On $200K, $1,000.
The thresholds match the 0.5% rule, but the account’s tighter drawdown means the trader should not increase risk to make every session qualify.
Use the 1 Step Pro review for the full rule set.
It is theoretically possible if the trader reaches 8% across four qualifying sessions, averaging about 2% per day.
That is not a sensible baseline expectation for most disciplined strategies.
A fast pass should happen because market opportunities were unusually strong, not because the trader forced the account to finish in four days.
Current Atlas 2 Step program records use five qualifying trading days per evaluation phase at a 0.5% threshold, followed by funded qualifying-day requirements.
Step 1 and Step 2 are separate stages. Qualifying days completed in Step 1 do not automatically satisfy Step 2.
The trader has to demonstrate the required number of qualifying sessions again after advancing.
Step 2 is a new evaluation sample. The purpose of the second stage is to confirm that the trader can repeat profitable behavior rather than relying on one favorable sequence.
Therefore, day counts are not simply accumulated across the entire challenge as one continuous pool.
Use each stage’s dashboard as the progress authority.
The trader should focus on the profit target and normal strategy process rather than trying to complete five qualifying days immediately.
If the account reaches the target but still needs one qualifying day, reduce risk and wait for a valid setup.
Do not risk a near-passed account merely to finish the day count.
After passing Step 1, keep the same or lower risk. The second phase is not a reason to accelerate because the trader already spent time completing the first stage.
Five more qualifying days should be treated as a fresh sample.
Consistency of process is the purpose of a two-step evaluation.
The current detailed 2 Step Pro Trading Objectives table lists three qualifying days with a 0.5% gain in Step 1, Step 2 and funded.
This lower day count can shorten the earliest possible path compared with Standard 2 Step.
The account still has separate target and drawdown requirements, so three qualifying days alone do not pass the stage.
Atlas’s current dedicated 2 Step Pro page contains a Step 1 target conflict between the detailed table and surrounding copy. The minimum-day table itself currently shows three qualifying days.
Traders should verify the exact purchased target while using the current account dashboard for the day count.
The day requirement and target conflict should not be merged into one ambiguous rule.
Theoretically yes if the target is reached within three qualifying days. In practice, that can require large average daily returns.
A three-day minimum is valuable because it does not force extra placeholder sessions, not because traders should target a three-day pass.
Patience remains a competitive advantage.
Standard Instant Funded has no evaluation, but current Atlas program records require five qualifying trading days before reward eligibility.
The verified current PFB program record uses a 1% gain threshold for those qualifying days.
Instant funding therefore means immediate funded access, not immediate payout eligibility.
On $5K, 1% is $50. On $10K, $100. On $25K, $250. On $50K, $500. On $100K, $1,000. On $200K, $2,000.
The account also uses a 20% consistency rule, meaning qualifying days and profit distribution must be planned together.
Use the consistency guide for the best-day math.
Completing five qualifying days does not automatically create an immediate payout. The current default first reward schedule also has a calendar waiting period.
Both the trading-day requirement and payout schedule need to be satisfied.
Direct funding removes the challenge, not the reward process.
Instant Zero currently requires five qualifying trading days with a 1% gain per qualifying day.
The account has no standard best-day consistency rule, but it still uses the day requirement, 3% payout buffer and early-cycle payout caps.
No consistency does not mean no minimum days.
On $5K, 1% is $50. On $10K, $100. On $25K, $250. On $50K, $500. On $100K, $1,000. On $200K, $2,000.
Traders should not increase risk simply to force five 1% days quickly.
The tight 2% daily loss and 4% EOD trailing maximum loss make over-aggressive qualifying-day trading particularly dangerous.
No. One calendar trading day remains one qualifying day even if profit exceeds the threshold several times over.
A 3% day does not become three separate 1% qualifying days.
This is why a trader with one large day may still need four additional qualifying sessions.
The current dedicated $1 Access page lists zero minimum trading days during the evaluation.
The trader only needs to satisfy the 3% target and the other evaluation rules.
This removes artificial timing pressure at the challenge stage.
After the trader passes and pays the post-pass fee, the current funded stage requires four qualifying days with a 1% gain per day.
The account also uses a 30% funded consistency rule under the current dedicated page.
A trader can therefore pass the evaluation quickly and still need a more structured funded payout process.
Free Access also currently lists zero minimum evaluation days.
The $0-upfront account can theoretically pass whenever the 3% target and other rules are satisfied.
Again, no minimum should be interpreted as freedom to wait, not pressure to pass instantly.
The current Free Access funded stage requires four qualifying days at 1% gain.
A 30% consistency rule also currently applies on the dedicated page.
The funded account therefore has both a distribution rule and a day-count rule.
On $5K, a funded qualifying day requires $50. On $10K, $100. On $25K, $250. On $50K, $500. On $100K, $1,000. On $200K, $2,000. On $300K, $3,000. On $400K, $4,000.
The large dollar thresholds on bigger accounts should not encourage larger percentage risk.
One percent remains one percent regardless of nominal balance.
Atlas offers a No Minimum Trading Days add-on on eligible program configurations.
The exact effect depends on the model and stage. The add-on should not be interpreted as a universal removal of every day requirement across all future stages.
Read the live add-on description and purchased terms before paying extra.
Current Atlas add-on guidance documented in PFB’s verified record describes the benefit as applying to the evaluation stage on eligible 1 Step configurations.
The funded-stage requirement can remain separate.
If the trader would naturally take more than five days to reach the target, the add-on may provide little practical value.
The same logic applies to eligible 1 Step Pro configurations. Removing four evaluation qualifying days only matters when the trader can reach the 8% target in fewer than four qualifying sessions without increasing risk.
Many strategies naturally require longer.
Use historical data to decide whether the add-on solves a real problem.
Current verified Atlas add-on records describe evaluation-stage minimum-day relief on eligible 2 Step configurations.
Because the challenge has two phases, verify how the add-on applies to each stage.
Do not assume it automatically removes funded qualifying days.
2 Step Pro already has only three qualifying days per evaluation stage in the current detailed table.
The add-on may therefore have limited value for strategies that normally take longer than three sessions to hit 7%/5% or the account-specific purchased targets.
Pay only for time constraints the strategy actually encounters.
Atlas’s add-on guidance documented in the verified PFB record includes model-specific timing for Instant Funded, with the no-minimum benefit becoming relevant after later payout milestones rather than simply eliminating every initial requirement from day one.
This is why a generic “buy this add-on and get instant payout” statement would be misleading.
The exact current purchased add-on terms should control.
Current verified PFB records also describe model-specific timing for Pay-After-Pass day-removal benefits, particularly after later payout milestones.
Dedicated $1 and Free Access pages already list zero minimum evaluation days, so the practical add-on value concerns funded-stage behavior.
Verify exactly what the selected checkout changes.
Minimum days ask: have enough qualifying sessions occurred? Consistency asks: is the best day too large relative to total payout-cycle profit?
An Instant Funded trader can satisfy five 1% qualifying days and still be above the 20% consistency limit.
An Instant Zero trader has no standard consistency rule but still needs five qualifying days.
The payout calendar tells the trader when a request window opens. Minimum days tell the trader whether enough qualifying sessions exist.
A trader can satisfy the day count before the reward date or reach the date before the day count.
Both conditions can matter simultaneously.
Evaluation traders need both the target and minimum days unless a valid add-on removes the day requirement.
A 1 Step Pro trader can reach 8% in three qualifying days and still need a fourth day under the base current rule.
Do not risk the nearly passed account aggressively merely to make the final day count.
A day with a trade is not always a qualifying day. Where Atlas attaches a 0.5% or 1% threshold, the profit condition matters.
Use the dashboard’s qualifying-day count rather than manually assuming every active session qualifies.
This is especially important near payout eligibility.
Current program language generally describes a number of qualifying days rather than requiring every one to be consecutive.
A losing, flat or non-qualifying day between qualifying sessions does not automatically erase prior qualifying days unless the exact account terms say otherwise.
Use the purchased rules as the final authority.
No. A single trading day does not normally become multiple qualifying days because the profit exceeded the threshold by a multiple.
A +2% Instant Zero day is still one day under a five-day requirement.
The threshold decides whether the session counts, not how many times.
Normally, previously completed qualifying days are not erased simply because a later day loses money, unless the account’s exact rules state otherwise.
The greater danger is drawdown. A losing day can damage account survival even if the completed day count remains.
Protect the account rather than obsessing over the counter.
The dashboard and account’s precise calculation determine whether the day qualifies, including trading costs and how Atlas measures the percentage.
Do not intentionally target the exact threshold with no margin.
A small buffer above the requirement can reduce ambiguity, but should come only from valid trading.
Trading costs can affect net daily profit. A gross +0.52% trading result can become less after commissions or other costs depending on the account calculation.
Use the dashboard’s official qualifying status rather than a rough mental calculation.
High-frequency traders should be particularly careful.
A qualifying-day rule normally depends on the program’s recognized daily profit calculation, which can involve closed or account-specific metrics.
Do not assume temporary intraday floating profit automatically creates a qualifying day.
Use Atlas’s dashboard and current account definition.
The most common reason is impatience. A trader sees the account at +0.4% and opens another marginal setup to reach 0.5% or 1%.
This can turn a valid profitable day into a losing session.
The qualifying-day rule should never override the strategy’s entry criteria.
Think of qualifying days as evidence of repeated profitability rather than daily targets.
Trade the strategy, then let the dashboard tell you which sessions qualified.
Over enough time, a positive-expectancy strategy should generate the required days without forcing activity.
0.5% equals $25. If the trader makes $30 net, the day can qualify under a 0.5% rule. If the trader makes $20, it can be profitable without reaching the threshold.
Do not take another low-quality trade just to chase five dollars.
The account has more value than the day counter.
0.5% equals $50. A +$65 day clears the threshold; +$40 does not.
The difference is small enough that traders may feel tempted to force another entry.
Stick to the strategy instead.
0.5% equals $125. Suppose Monday earns $160, Tuesday loses $80, Wednesday earns $140, Thursday earns $90 and Friday earns $200.
Monday, Wednesday and Friday meet the 0.5% threshold. Thursday is profitable but below the qualifying amount.
This shows why profitable days and qualifying days differ.
0.5% equals $250. If a strategy normally risks $125 per trade and targets 2R, one full winner can produce roughly the qualifying threshold before costs.
This does not mean every day needs one 2R winner.
The example simply shows how risk/reward and qualifying thresholds interact.
0.5% equals $500. A trader risking 0.25% per setup risks $250.
A full 2R winner can produce $500 before costs, while a partial winner may not qualify.
Keep risk determined by strategy statistics rather than the day threshold.
1% equals $50. If an Instant account gains $60, the session can qualify; a +$40 day may not.
The tighter Instant drawdown makes it especially dangerous to increase risk merely to reach the threshold.
Protect the account first.
1% equals $100. Suppose the trader makes $120 Monday, $60 Tuesday, $110 Wednesday, loses $40 Thursday and earns $90 Friday.
Monday and Wednesday qualify. Tuesday and Friday are profitable but below 1%.
The trader still needs additional qualifying sessions.
1% equals $250. A trader using 0.25% risk per trade risks $62.50.
Four net risk units of profit across the session produce 1%.
The strategy should determine whether that is a normal good day, not the account rule.
1% equals $500. A strong but controlled session can qualify, while a smaller profitable day still contributes account equity even if it does not count.
Do not view non-qualifying profitable days as wasted days.
They can still move the account closer to a payout buffer or create safety cushion depending on the model.
1% equals $1,000. At 0.25% risk, each full-risk unit is $250.
A trader does not need to target $1,000 every day. The objective is five qualifying sessions over time while protecting the account’s drawdown.
Consistency of risk matters more than speed.
1% equals $2,000. The dollar amount can feel large, but the percentage requirement is identical.
A 0.25% risk unit equals $500. Four net risk units of profit equal 1%.
Larger accounts should not cause larger percentage risk.
1% equals $4,000. The large dollar figure can create psychological pressure.
The trader should continue thinking in percentages and risk units rather than trying to “make $4,000 today.”
Nominal size should not change the strategy.
Higher risk makes the qualifying threshold easier to reach on winning sessions, but also increases drawdown and breach probability.
Lower risk produces fewer qualifying days quickly but can dramatically improve account survival.
The optimal risk is determined by strategy expectancy and drawdown, not by the minimum-day rule alone.
On Instant Zero, one 1% full loss consumes half of the 2% daily limit. Two losses can bring the account extremely close to the formal daily boundary.
Using 0.25% risk allows more attempts and makes the 4% maximum-loss room more survivable.
Qualifying-day speed should never override survival math.
A quarter-percent risk unit allows several independent decisions before personal daily loss becomes material.
On a 0.5% qualifying-day account, a 2R full winner can approximately reach the threshold before costs. On a 1% account, several net risk units may be needed.
The exact fit depends on the strategy’s reward-to-risk distribution.
High-win-rate strategies can accumulate qualifying days steadily if average winning sessions are large enough.
However, some high-win-rate strategies use very small winners, making a 1% daily threshold difficult without larger size.
Evaluate daily-return distribution, not win rate alone.
A low-win-rate strategy can have fewer profitable sessions but larger winners when they occur.
That may make qualifying days arrive unevenly. A 3R winner can produce a large qualifying day, while several losing sessions occur between them.
Unlimited time can make such strategies viable if drawdown remains controlled.
Swing traders can close multi-day positions and recognize a large gain on one day. That session can qualify, but the days the position was merely open may not count as separate qualifying days.
Do not assume holding a trade for five days automatically completes five qualifying days.
The account’s recognized daily profit threshold matters.
Intraday traders can generate several opportunities in one session, but all trades still contribute to one trading day.
Twenty trades on Monday do not create twenty minimum trading days.
Use a daily stop to prevent overtrading after the qualifying threshold is already reached.
Gold can produce 0.5% or 1% sessions quickly because of its volatility.
The same volatility can create large losses, especially around US data.
Keep position size stable and avoid using the qualifying threshold as a reason to increase gold lots.
Forex traders can collect qualifying days through multiple sessions, but correlation can make several trades act as one risk event.
Do not increase aggregate USD exposure simply because a day is close to qualifying.
Portfolio risk matters more than the day counter.
Index volatility around cash opens can produce strong daily returns but also large slippage.
A qualifying day achieved through uncontrolled opening volatility may not be repeatable.
Use the same tested risk process across all sessions.
Crypto can produce large daily moves and uneven return distribution.
One large crypto day still counts as one qualifying day. The trader needs additional sessions under a multi-day rule.
Weekend activity should follow the account’s exact trading-day definition.
An EA can track whether a day meets the account threshold, but the bot should not automatically increase risk late in the session simply to make the day qualify.
Any day-target logic should be backtested for its effect on expectancy and drawdown.
The safest automation stops itself before the account’s personal daily loss limit.
Once all required qualifying days are complete, the trader should not increase risk merely because the final payout date has not arrived.
Protect eligible profit and wait for the calendar if necessary.
The account’s economic value increases as payout eligibility approaches.
Reduce risk and wait for valid setups that can complete the remaining qualifying sessions.
The worst response is risking a nearly passed evaluation aggressively just to make the last day count.
Patience has asymmetric value near completion.
Continue the normal strategy toward the profit target. The completed day count removes one constraint but does not change drawdown.
Do not increase risk because “only the target remains.”
The strategy should finish the challenge at its tested pace.
The trader generally remains ineligible until the minimum-day requirement is satisfied.
Do not interpret the calendar date as automatic payout approval.
Use the dashboard to confirm every requirement.
Protect the account and wait for the request window. Additional trading should be based on strategy quality, not impatience.
Some traders reduce risk during this waiting period.
The objective is to preserve the already-earned payout opportunity.
Use a simple sheet with date, daily net P&L, qualifying threshold, qualifying yes/no, cumulative count, account stage and payout date.
Do not rely on memory when managing multiple accounts.
The Atlas dashboard should remain the final official count.
Each account can have its own qualifying-day progress. Five days completed on one account do not automatically transfer to another.
Use separate tracking rows for every account.
Multiple accounts increase administrative complexity even when trades are similar.
A reset creates a fresh funded account. The new account should be checked for its exact trading-day requirements rather than assuming the old account’s progress carries over.
Previous account activity is cleared.
Start a fresh progress tracker.
A Free Retry creates a new evaluation. Prior qualifying days from the breached evaluation do not normally count as progress on the new challenge.
Use the new account’s retry-specific terms and dashboard.
Do not chase the old lost progress.
A day with a trade may not qualify when a 0.5% or 1% profit threshold applies.
Use the official qualifying counter.
Do not assume activity equals qualification.
Traders often damage good sessions by taking one unnecessary trade to move from +0.4% to +0.5% or +0.8% to +1%.
If the setup is not valid, do not take it.
Another day is cheaper than an account breach.
Increasing risk solely to create qualifying days changes the strategy’s historical drawdown.
A payout condition should not become the reason for worse risk management.
Stable position sizing is the better long-term solution.
Completing enough qualifying days does not guarantee the best-day percentage is acceptable on accounts with consistency rules.
Track both independently.
Use the dedicated consistency guide for payout-distribution math.
Completing the day count does not always open the payout window immediately.
The account can also have a 14-, 21- or 28-day calendar depending on model and add-ons.
Minimum days and reward timing are separate gates.
1 Step’s five 0.5% days should not be copied into 1 Step Pro’s four-day account or Instant Zero’s five 1% account.
Product-specific labeling is essential.
Do not write “Atlas requires five days” as a universal firm rule.
Prop Firm Bridge currently tracks “BRIDGE” as providing 45% off eligible Atlas Funded purchases plus a 2× requested-payout benefit on qualifying promotional accounts.
The promotion does not remove minimum trading days unless the exact selected account separately includes a valid no-minimum-days add-on or campaign feature.
Use the dedicated BRIDGE coupon guide for current commercial terms.
Atlas is currently advertising a separate 50% first-purchase seasonal promotion using NEW.
A purchase discount does not automatically remove qualifying-day rules.
Keep account mechanics separate from checkout promotions.
This page should rank for minimum-trading-day searches. The BRIDGE page should rank for coupon and discount queries.
Contextual commercial references are enough to connect the topics.
Clear intent ownership helps Google and AI systems retrieve the right page.
Confirm the exact account model, stage, number of required days, profit threshold per qualifying day, whether days reset between phases, funded requirements and any no-minimum-days add-on.
Then compare the strategy’s normal daily-return distribution with the threshold.
If the strategy rarely produces qualifying days without increased risk, choose another model or reduce expectations about payout speed.
Track each session’s net profit and official qualifying status. Do not force late trades and do not change risk merely to reach the threshold.
When the target is close, reduce risk even if another qualifying day remains.
Protect the account first.
Reset the tracker for the funded stage where the program requires a new day count.
Track payout date, qualifying days, consistency and eligible profit together.
Do not assume evaluation days count toward funded payout requirements.
Atlas Funded minimum trading days vary by model. Current records list five 0.5% qualifying days for 1 Step, four 0.5% days for 1 Step Pro, five 0.5% days per phase for Standard 2 Step, three 0.5% days per phase for 2 Step Pro, five 1% qualifying days for Instant Funded and Instant Zero, and zero minimum evaluation days followed by four 1% funded qualifying days for dedicated $1 Access and Free Access.
There is no universal number; it depends on the account model and stage.
The current dedicated program uses five qualifying days at 0.5%.
The current dedicated program uses four qualifying days at 0.5%.
Current records use five qualifying days per evaluation phase at 0.5%, with funded requirements afterward.
The current detailed table uses three qualifying days per stage at 0.5%.
Five qualifying days with a 1% gain are currently listed.
Current verified records use five qualifying days, with a 1% gain threshold in the program record.
No. The current dedicated page lists zero evaluation days, then four funded qualifying days at 1%.
No. The current dedicated page lists zero minimum evaluation days and four funded 1% qualifying days.
No. Coupon use does not alter the account rules by itself.
Atlas Funded minimum trading days are model-specific and often include a profit threshold for a day to qualify. The day count should never be treated as a daily profit quota or a reason to take low-quality trades.
Separate minimum days from consistency, payout calendars and profit targets. Use the official dashboard as the final day counter and let qualifying sessions emerge from the normal strategy.
The best account is not the one with the fewest days. It is the model whose daily-return requirements, drawdown and payout rules fit the trader’s tested process.
It depends on the model. Current dedicated pages range from zero evaluation minimum days on $1 and Free Access to five qualifying days on several standard and instant products.
The current dedicated 1 Step page lists five qualifying days with at least 0.5% profit per qualifying day.
The current dedicated 1 Step Pro page lists four qualifying days with at least 0.5% profit per qualifying day.
The current dedicated 2 Step Pro page lists three qualifying days in each evaluation stage and the funded stage, with at least 0.5% gain per qualifying day.
Both current dedicated pages list five qualifying days with at least 1% gain per qualifying day for reward eligibility.
Atlas's current add-on guidance says it can remove minimum days in eligible evaluation stages, while Instant Funded and Pay Later models have model-specific timing for when the benefit becomes effective.