Complete QT Funded drawdown guide covering daily loss, static vs trailing maximum drawdown, QT ONE, TWO, POWER, Instant and BNPL, with exact account-size examples.
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QT Funded drawdown rules cannot be summarized with one percentage because the current plans use different loss models. QT ONE combines a 3% daily loss amount with a daily threshold that can move higher and a 6% static maximum drawdown. QT TWO and QT POWER use fixed 4% daily drawdown and 8% static maximum drawdown. QT Instant uses a 3% fixed daily amount but a 6% trailing maximum drawdown from the highest recorded balance or floating equity. Buy Now Pay Later (BNPL) uses 3% trailing daily drawdown and 6% trailing maximum drawdown. Understanding which part is fixed, which part trails, and whether balance or equity can move a threshold is more important than memorizing the headline percentage.
Drawdown is the amount of room between the account’s current value and a rule-defined loss floor. It is not the same as the amount a trader should intentionally risk. A plan can allow 4% daily drawdown while a separate funded floating-loss rule limits practical open exposure to 1%. A trader can therefore be far from the official daily limit and still be operating too close to another account rule. The correct risk plan starts from the tightest active constraint, not the widest published allowance.
Prop Firm Bridge currently lists coupon code "BRIDGE" for 60% off QT Funded purchases, with the QT Funded auto-discount registration link as the alternative route to the same current offer. Discounting changes checkout economics only. It never changes the drawdown formula attached to a plan.
Quick answer: Current QT ONE uses a 3% daily loss amount and a threshold recalculated from the higher previous closing balance or equity, plus a 6% static maximum drawdown. QT TWO and POWER use 4% fixed daily drawdown and 8% static maximum drawdown. QT Instant uses a 3% fixed daily drawdown and 6% trailing maximum drawdown from the highest recorded balance or floating equity, with the trailing floor locking at starting balance after withdrawal. BNPL uses a 3% trailing daily drawdown and 6% trailing maximum drawdown. Static maximum drawdown is generally easier to forecast; trailing drawdown requires closer monitoring of new account highs.
Editorial verification: This guide is directed by Akash Mane, Founder and CEO of Prop Firm Bridge, and fact checked by Manoj Gholap. Current plan-specific QT data is treated as the controlling source where older general pages conflict. Examples are cash calculations and risk frameworks, not personal trading-result claims.
| Plan | Daily drawdown | Maximum drawdown | Key behavior |
|---|---|---|---|
| QT ONE | 3% amount; threshold can move from higher previous closing balance/equity | 6% static | Daily reference can rise while overall floor stays fixed |
| QT TWO | 4% fixed from starting balance | 8% static | Predictable daily amount and overall floor |
| QT POWER | 4% fixed from initial balance | 8% static | Static drawdown plus 35% consistency |
| QT Instant | 3% fixed from starting balance | 6% trailing from highest recorded balance or floating equity | Overall floor rises with new highs and locks at starting balance after withdrawal |
| BNPL | 3% trailing | 6% trailing | Both daily and maximum thresholds require live monitoring |
If the plan allows 4% daily drawdown, risking 4% in a session means one ordinary adverse move can end the account. Professional risk planning normally operates much farther inside the published line. A trader might stop personally at 0.75%-1.5% even when the firm allows more. The unused room is a safety margin for variance, slippage and mistakes.
Daily drawdown asks how much the account can lose during one trading day or daily reference period. Maximum drawdown asks how far the account can fall overall. A trader can breach the daily rule while remaining far above the maximum floor, or approach the maximum over several smaller losing days without ever touching the daily limit.
With static maximum drawdown, the overall floor is tied to starting capital and does not chase profitable account highs. On a $100K account with 8% static max, the approximate floor remains $92,000 even if the account rises to $106,000. This gives clear long-term room, though other rules can still move or tighten.
A trailing maximum floor rises after new balance or equity highs. If a $100K Instant account reaches a highest value of $105,000, a 6% trailing distance can place the floor around $99,000. If the account then retraces, the floor does not simply return to $94,000. That makes profit giveback a risk-management issue.
On a trailing equity-based structure, a large unrealized winner can create a new high-water mark. The trader may think the account still has the original buffer because the profit is not closed, but the live risk system can already have moved the floor. This is why equity—not only balance—belongs in a drawdown journal.
QT ONE and QT TWO funded accounts use a 1% combined floating-loss rule, while BNPL uses 2% and Instant uses a current 1% per-instrument exposure rule. A $100K ONE account may have a $3,000 daily amount and $6,000 static maximum buffer while only $1,000 of combined funded floating loss is allowed. The $1,000 rule controls open positions first.
One percent is $50 on $5K, $100 on $10K, $250 on $25K, $500 on $50K and $1,000 on $100K. A trader who is comfortable with 0.5% at $10K may behave differently when the same percentage becomes $500 on $100K. Drawdown management therefore includes cash psychology, not only percentages.
A fixed daily amount is calculated from starting balance and does not increase simply because the account makes profit. QT TWO and POWER use 4% fixed daily drawdown, while Instant uses 3% fixed daily drawdown. The cash amount remains easy to calculate at the beginning of the account.
Four percent equals $400 on $10K, $1,000 on $25K, $2,000 on $50K, $4,000 on $100K and $8,000 on $200K. Those are firm boundaries, not recommended daily risk. A one-percent personal daily stop would be $100, $250, $500, $1,000 and $2,000 respectively.
POWER has the same 4% daily percentages across $5K to $100K: $200, $400, $1,000, $2,000 and $4,000. The plan’s consistency rule is separate from drawdown, so a trader can remain safe by loss limits and still need additional profit for consistency compliance.
Instant’s 3% daily amount equals $150 on $5K, $300 on $10K, $750 on $25K, $1,500 on $50K and $3,000 on $100K. Because the maximum drawdown trails, the fixed daily line is only one part of current risk.
QT ONE uses a 3% loss amount based on starting account size but recalculates the threshold from the higher previous closing balance or closing equity. On $100K the amount remains $3,000. If the relevant prior reference is $103,500, the daily threshold becomes $100,500. The amount is fixed in cash while the reference can move.
If a trader closes a strong day at a higher balance, the next daily reference starts from that higher figure. This is economically logical—the account has made profit—but it means the trader should not think the next day still has the same absolute floor as day one.
If closing equity is higher than balance because a profitable trade remains open, the higher figure can become relevant to the next threshold. The trade can later retrace and leave less daily room than the trader expected from balance alone.
BNPL’s dedicated plan structure describes the daily drawdown as trailing. At the starting balances, 3% equals $150, $300, $750, $1,500 and $3,000 from $5K through $100K, but the live threshold can move. The trader should use the dashboard rather than assuming a permanent fixed daily floor.
Before a new session, record the live daily threshold and the account’s starting equity. Do not rely on a percentage remembered from the purchase page. If the threshold has moved after profit, the day’s usable room can differ from the first-day calculation.
On $50K, a trader might risk $125 per trade and stop after four full losses, or -$500. That is 1%. QT ONE/Instant’s headline daily amount is $1,500 and TWO/POWER’s is $2,000. Ending the session at -1% preserves a large reserve instead of attempting to use all available firm drawdown.
After several losses, the trader is emotionally motivated to recover. Position size may increase while the account has less remaining room. A personal daily stop prevents this final recovery attempt from becoming the trade that reaches the firm boundary.
The overall floor is 6% below starting balance. On $5K the distance is $300, on $10K $600, on $25K $1,500, on $50K $3,000 and on $100K $6,000. The approximate floors are $4,700, $9,400, $23,500, $47,000 and $94,000.
The maximum is static, but the daily threshold can move. This creates two simultaneous reference systems. A trader can have substantial room above the $94,000 overall floor on a $100K account while a profitable prior close has lifted the daily threshold much closer to current equity.
The 8% distance equals $800 on $10K, $2,000 on $25K, $4,000 on $50K, $8,000 on $100K and $16,000 on $200K. The approximate floors are $9,200, $23,000, $46,000, $92,000 and $184,000.
POWER uses the same 8% static maximum across $5K to $100K, giving distances of $400, $800, $2,000, $4,000 and $8,000. The corresponding starting floors are $4,600, $9,200, $23,000, $46,000 and $92,000.
Suppose a $100K POWER account rises to $106,000. The static maximum floor remains $92,000. The account has created additional closed-profit cushion relative to that floor. This differs from a trailing maximum plan where new highs can pull the floor upward.
More room below a profitable balance does not mean a trader should intentionally return large gains. Preserving profit reduces recovery requirements and supports payout eligibility. Static drawdown simply makes the overall rule predictable; it does not make losing profit harmless.
A swing trader may hold a trend through normal retracements. Because the maximum floor does not move upward with every new account high, the strategy can have more predictable long-term room. Other limits—daily drawdown, floating loss, consistency and news rules—still need to be managed.
On QT ONE and TWO, the funded 1% floating-loss rule can be much tighter than the static maximum. A $100K ONE account may have a static floor $6,000 below starting balance while only $1,000 of combined unrealized loss is allowed. The static floor is therefore not the practical per-trade risk budget.
A 5% account decline requires more than 5% profit on the reduced equity to return to the original balance. If $100K falls to $95K, it needs $5K profit, which is about 5.26% of $95K. As losses deepen, required recovery accelerates. Avoiding deep drawdown is more efficient than relying on the larger static cushion.
A trader can create a personal account stop well before the firm maximum, perhaps -3% or -4% on an 8% static plan. Reaching that personal level can trigger a pause and strategy review. This preserves the option to resume later instead of consuming the final half of the account buffer emotionally.
A trailing maximum floor moves upward as the account reaches new highs according to the plan’s reference method. It generally does not move back downward when profit retraces. The trader therefore has to manage both losses and the amount of profit given back from a peak.
Current Instant data states that the 6% maximum follows the highest recorded balance or floating equity. This is important because an open winner can affect the high-water mark before it is closed. The trader should monitor live equity, not just realized balance.
The initial 6% distance is $6,000, placing the starting floor around $94,000. If the highest balance or floating equity reaches $105,000, the illustrative floor rises to $99,000. A return to $100,000 would leave only about $1,000 above that floor even though the account is not below its original starting balance.
The initial distance is $3,000, starting around a $47,000 floor. If the highest reference reaches $52,500, the illustrative 6% distance from that high places the floor around $49,500. A later equity value of $50,000 would therefore have only about $500 of room.
The initial distance is $1,500. If the highest reference reaches $26,500, the illustrative floor becomes $25,000. A trader can be at the original starting balance and simultaneously be at the trailing floor after a sufficiently large prior high.
A large open winner is positive, but under an equity-sensitive trailing rule it can also raise the risk reference. Letting the position return all the way to breakeven can be much more dangerous than on a static plan. Partial profit, trailing stops or reduced position size can help preserve the new cushion.
BNPL’s current plan-specific structure uses a 6% trailing maximum drawdown. The initial distance equals $300 on $5K, $600 on $10K, $1,500 on $25K, $3,000 on $50K and $6,000 on $100K. Traders should check the live dashboard to understand exactly how the current account high affects the floor.
Because BNPL also describes daily drawdown as trailing, the trader has two moving-risk concepts to track alongside the 2% floating-loss rule. The plan can be suitable for disciplined traders, but it is less forgiving of a “set it once and forget it” risk sheet.
Increasing position size after a strong winning day can be especially dangerous. The floor may already have moved upward, meaning the account has less giveback room relative to current equity. The trader can be more profitable than day one while having less practical room to make a mistake.
Traders who routinely lock profits and rarely allow large retracements can adapt well to a trailing structure. The moving floor can encourage capital preservation. The key is knowing the live threshold and not treating unrealized profit as risk-free buffer.
| ONE size | 3% daily amount | 6% static max distance | Static floor | Funded 1% floating loss |
|---|---|---|---|---|
| $5K | $150 | $300 | $4,700 | $50 |
| $10K | $300 | $600 | $9,400 | $100 |
| $25K | $750 | $1,500 | $23,500 | $250 |
| $50K | $1,500 | $3,000 | $47,000 | $500 |
| $100K | $3,000 | $6,000 | $94,000 | $1,000 |
The $50 funded floating-loss amount is only one third of the $150 daily amount and one sixth of the $300 static maximum distance. A strategy needing $40-$50 per trade has almost no room for a second position. The tier is better suited to very small risk units.
The funded amount becomes $100. A trader using $25 risk can potentially hold several small trades if correlation is controlled. A $50 risk unit uses half the funded floating-loss amount on one position.
The funded 1% amount is $250. A 0.25% risk unit equals $62.50. Three such positions equal $187.50, leaving margin below the funded limit. Four equal the full $250 before costs.
A 0.25% risk unit is $125 and the funded combined limit $500. A trader can define a personal portfolio cap around $300-$400 to leave execution room. The daily $1,500 amount should not be used to justify a larger open portfolio.
The funded amount is $1,000. A trader risking $250 per trade can hold two or three positions conservatively, while four full-risk positions would nominally reach the entire limit. The $3,000 daily amount remains much wider than the practical funded open-risk ceiling.
On a $50K ONE account, the daily amount is $1,500. If the higher previous closing reference becomes $52,000, the next daily threshold is $50,500. The overall static floor is still $47,000. The trader can therefore have $3,500 above the static maximum floor while only $1,500 below the moving daily reference.
Because the 1% funded limit scales with size, a trader can choose the smallest tier that accommodates normal combined open loss. If normal portfolio risk is $350, $25K is too tight while $50K can fit with some margin. This is a stronger sizing method than choosing based only on evaluation price.
| $10K | 4% daily $400; 8% max $800; static floor $9,200 |
| $25K | 4% daily $1,000; 8% max $2,000; static floor $23,000 |
| $50K | 4% daily $2,000; 8% max $4,000; static floor $46,000 |
| $100K | 4% daily $4,000; 8% max $8,000; static floor $92,000 |
| $200K | 4% daily $8,000; 8% max $16,000; static floor $184,000 |
| $5K | 4% daily $200; 8% max $400; static floor $4,600 |
| $10K | 4% daily $400; 8% max $800; static floor $9,200 |
| $25K | 4% daily $1,000; 8% max $2,000; static floor $23,000 |
| $50K | 4% daily $2,000; 8% max $4,000; static floor $46,000 |
| $100K | 4% daily $4,000; 8% max $8,000; static floor $92,000 |
TWO and POWER share the same headline 4%/8% drawdown structure, but their targets and performance conditions differ. TWO uses 8% then 5%, while POWER uses 6% + 6% with 35% consistency. Choosing between them requires more than comparing drawdown.
After funding, TWO’s 1% combined floating-loss rule and stop-loss requirement become immediate controls. On $100K the trader can have $8,000 of static maximum buffer but only $1,000 of combined funded floating loss.
A trader recovering from drawdown on POWER should not increase risk sharply because an oversized winning day can create a consistency issue. Stable risk supports both drawdown recovery and performance distribution.
During evaluation, total exposure should stay below 75% of the daily drawdown amount. On $50K, daily drawdown is $2,000 and 75% is $1,500. A personal portfolio cap far below that amount can provide a more sustainable path.
Waiting until the account is down 6%-7% before changing behavior leaves little room for statistical recovery. A personal review at -2%-3% is more useful because there is time to diagnose whether the loss is normal variance or a change in execution quality.
On $200K TWO, 1% is $2,000 and daily drawdown is $8,000. Those numbers can encourage oversized thinking. The trader should keep risk decisions in percentages or R units and use cash only as a verification, not as an emotional target.
| Instant size | 3% fixed daily | 6% initial trailing distance | Initial floor | 1% per-instrument exposure |
|---|---|---|---|---|
| $5K | $150 | $300 | $4,700 | $50 |
| $10K | $300 | $600 | $9,400 | $100 |
| $25K | $750 | $1,500 | $23,500 | $250 |
| $50K | $1,500 | $3,000 | $47,000 | $500 |
| $100K | $3,000 | $6,000 | $94,000 | $1,000 |
If the highest recorded balance or floating equity reaches $5,300, the 6% distance is $300 and the illustrative floor becomes $5,000. A full giveback to starting balance can therefore consume the entire trailing cushion.
If the highest reference reaches $10,600, the $600 trailing distance places the illustrative floor at $10,000. A trader who sees “back at breakeven” can actually be sitting at the maximum-loss boundary after a prior 6% high.
A highest reference of $26,000 places the illustrative floor at $24,500 with a $1,500 distance. If the account later trades at $25,000, only $500 remains above the floor.
A highest reference of $54,000 creates an illustrative $51,000 floor. A retracement to $52,000 leaves only $1,000 of maximum-drawdown room despite the account still being $2,000 above starting balance.
A highest reference of $108,000 creates an illustrative floor around $102,000. Returning to $103,000 leaves approximately $1,000 of room. The trader can be up 3% from starting balance and still be close to a trailing floor.
Once a new high increases the floor, later losses do not restore the earlier cushion. This makes risk after winning streaks especially important. The account may feel safer because it is profitable while the actual distance to the trailing threshold has narrowed.
Current Instant guidance states that after withdrawal the trailing drawdown locks at the starting balance. Traders should calculate the post-payout balance and remaining room before requesting a withdrawal, then confirm the live dashboard after it is processed.
If a $100K Instant account reaches the conditions for a first payout and withdraws profit, the trailing structure should be evaluated against the starting-balance lock. The trader should not assume the previous $6,000 cushion still exists. Payout planning and risk planning are therefore connected.
Because floating equity can create a new high, a trade that is up 4% and then returns to breakeven can be much more dangerous than on a static plan. Traders can use partial exits, stop adjustments based on strategy rules or reduced size to manage the equity path without converting every open profit into a higher future risk reference.
At $5K, 3% is $150 and 6% is $300. At $10K, $300 and $600. At $25K, $750 and $1,500. At $50K, $1,500 and $3,000. At $100K, $3,000 and $6,000. These are starting-size references; trailing behavior means the live thresholds can evolve.
The 2% rule equals $100, $200, $500, $1,000 and $2,000 across $5K, $10K, $25K, $50K and $100K. During open trading this can be the immediate constraint even when the daily or maximum threshold has more distance.
A trader opens three positions risking $150 each. Combined planned stop exposure is $450, leaving only $50 below the $500 floating-loss amount. The account may still be far from the 3% daily and 6% maximum thresholds. The floating-loss rule therefore controls the next position.
Four $200-risk positions create $800 of planned exposure under a $1,000 floating-loss limit. If two positions are correlated and slippage expands during news, the remaining $200 margin can disappear quickly. A personal cap around $600-$750 gives more resilience.
Three $500-risk positions create $1,500 of planned exposure, leaving $500 beneath the $2,000 floating-loss limit. The percentage is only 1.5% of the account, but the cash swings are large. A trader should verify that normal $500 losses do not alter decision quality.
A profitable run can pull the maximum floor upward while several open positions consume the 2% floating-loss allowance. The trader must monitor both. One rule is not a substitute for the other.
The evaluation should be traded with the same open-risk habits planned for funding. Passing by using the full 2% floating-loss amount on every trade can create unstable behavior after the activation fee is paid. A conservative evaluation becomes rehearsal for funded trading.
Both use a 6% one-step target, but ONE has a static maximum while BNPL has a trailing maximum and more floating-loss room. Traders should choose based on the interaction between their stop behavior and drawdown preference, not only the $5 initial payment.
Balance reflects closed trades. If the account begins at $100K, closes a $2,000 winner and has no open positions, balance is $102K.
Equity equals balance plus current floating profit or loss. If the $102K balance has an open position losing $1,500, equity is $100,500. Risk systems can use equity because it reflects the account’s immediate economic value.
A trader cannot avoid a floating-loss rule by saying the trade is not closed yet. The rule exists specifically to control unrealized loss. If equity crosses the relevant threshold, later recovery does not erase the breach.
On a trailing equity-based maximum, a large floating winner can create a new high-water mark. The account’s floor can therefore move before the profit is closed. This is the opposite of the common assumption that unrealized profit is irrelevant until exit.
On QT ONE, a higher closing equity can influence the next daily threshold. Traders carrying overnight winners should record both balance and equity around reset. A profitable open position can change tomorrow’s loss line.
Several positions can all move against the account at once. The balance may remain unchanged while equity drops rapidly. Portfolio-risk management should therefore use worst-case combined stop exposure rather than individual ticket count.
Equity can decrease immediately after entry because of spread and commission. A position planned exactly at the official limit can cross it without the market moving the full expected distance. Personal buffers below the firm rule help absorb normal costs.
A stop order does not guarantee the exact expected exit during fast conditions. Worse fills can cause equity to cross a rule even when the planned stop looked safe. Reducing size around volatile events is one way to create execution margin.
The firm’s dashboard is the final operational reference for current thresholds. A trader can maintain independent calculations, but if the platform and dashboard show a tighter live floor after a new high, the conservative response is to respect the displayed value and seek clarification before adding risk.
A firm limit is the point where the account can fail. A personal limit is the point where the trader changes behavior while the account is still healthy. The distance between them creates time to review strategy, reduce size or stop for the day.
Many systematic prop-firm traders choose risk units such as 0.10%-0.50% depending on strategy. At 0.25%, four full losses equal 1%. This can be a useful reference because every current QT daily limit is materially wider than 1%.
On $10K this is $100, on $25K $250, on $50K $500 and on $100K $1,000. A one-percent stop leaves two to three percentage points below the current daily firm limits. It also prevents one bad session from consuming most of the account’s overall buffer.
If ONE/TWO funded allows 1% combined floating loss, a personal cap around 0.6%-0.8% can create execution room. On $100K that is $600-$800 rather than $1,000. On $50K it is $300-$400 rather than $500.
BNPL allows 2% floating loss, but a personal portfolio cap around 1%-1.5% can preserve margin. The exact level depends on strategy correlation and slippage. The point is to avoid operating directly on the rule boundary.
After a new account high, traders can reduce risk temporarily or set a maximum percentage of profit giveback. This helps prevent a strong winning period from pulling the floor upward and then being erased by increased position size.
One framework is 100% normal risk above -1.5%, 75% size between -1.5% and -2.5%, 50% size below -2.5% and a strategy pause before -3.5%. These are personal examples, not QT requirements, but they show how risk can be reduced before the official boundary is close.
Keep the same risk unit after several wins. A winning streak increases confidence but does not change the probability distribution of the next setup. On trailing or consistency-based plans, increasing size can create extra rule pressure.
Not every stop needs to be financial. Two execution mistakes, a missed stop placement or a platform misunderstanding can be enough reason to end the session even when P&L is flat. Operational errors often precede drawdown breaches.
Review maximum daily loss, maximum open loss, largest drawdown, largest winning day and number of rule-warning events every week. A strategy can be profitable while becoming increasingly aggressive. The risk review should identify that drift before the firm does.
On ONE daily thresholds or trailing plans, the relevant floor can move. Continuing to calculate from the original account as if nothing changed can overstate remaining room.
Applying ONE or POWER logic to Instant can be dangerous. A static floor stays put; a trailing floor follows profit. Write “STATIC” or “TRAILING” in large letters on the account rule sheet.
A balance-only trader can miss both open losses and open profits that affect risk. Monitor equity continuously on accounts where the rules use it.
The published daily limit should not be a target loss. If a trader regularly uses 3%-4% daily, there is no margin for slippage, emotion or a mistaken extra order.
A large floating winner can raise the trailing reference. Returning all the way to the entry may consume much more drawdown room than expected. Trailing-account profit management should reflect the moving floor.
Each new trade changes equity risk. A third small position can be the trade that makes total exposure too large even when its individual stop is conservative.
Profits can lift daily or maximum references. Increasing size immediately afterward can combine a tighter floor with a larger cash loss. Stable risk is safer.
A trader down 2% often feels a desire to recover before ending the day or week. Doubling risk converts a manageable drawdown into a potential breach sequence. The checkpoint should trigger smaller size or a pause.
Spread, commission and slippage reduce equity and therefore consume drawdown. Risk calculations should include an operating buffer.
A trailing account can be above starting balance and still close to its current maximum-loss floor. Safety depends on distance to the active threshold, not whether total P&L is positive.
On Instant, the drawdown lock after withdrawal changes the risk picture. Recalculate before the first post-payout trade rather than using pre-withdrawal assumptions.
Purchase dates and plan variants can differ. Use the rule set and live dashboard attached to your own account. Another trader’s screenshot is not a substitute for current account-specific data.
On trailing plans, check whether the maximum floor moved. On ONE, check how the next daily reference may change. Do not increase risk simply because the account is profitable.
Compare the drawdown with the predetermined risk ladder. Reduce size or stop according to plan. Do not invent a recovery schedule in the middle of the drawdown.
Review gap risk, news events, current floating equity and the amount of room above the active threshold. A position that is safe during liquid hours can behave differently at rollover or market reopen.
On trailing structures, calculate the likely post-withdrawal relationship between balance and drawdown floor. Confirm the live dashboard after processing before placing the next trade.
A larger QT account increases every cash figure. Confirm that the larger normal loss remains psychologically routine and that the additional usable risk solves a genuine strategy problem.
Always manage the account from current equity to the closest active floor. The original account balance, the highest historical balance and the widest published drawdown are secondary when a tighter daily, floating-loss or trailing threshold is closer.
Read the complete QT Funded rules guide for the full rule hierarchy, the account types and sizes guide for product selection, and the main QT Funded review for firm-level due diligence. Generic discount intent belongs on the central "BRIDGE" coupon page.
The structured FAQ block attached to this article covers the highest-intent QT Funded drawdown questions.
Akash Mane is the Founder and CEO of Prop Firm Bridge and directs its prop-firm research and search-focused educational content. The drawdown examples are editorial calculations based on current plan structures, not personal trading-result claims. Connect with him on LinkedIn.
It depends on plan. QT ONE uses a 3% amount with a daily threshold recalculated from the higher previous closing balance or equity. QT TWO and POWER use 4% fixed daily drawdown. Instant uses 3% fixed daily drawdown, while BNPL uses 3% trailing daily drawdown.
Current QT ONE uses 6% static maximum drawdown, while QT TWO and POWER use 8% static maximum drawdown.
Current QT Instant and BNPL use 6% trailing maximum drawdown structures.
The current 6% maximum drawdown follows the highest recorded balance or floating equity and does not move backward as profit retraces. Current guidance also states that the floor locks at the starting balance after withdrawal.
QT ONE uses a 6% static maximum drawdown, equal to $6,000 on $100K, creating an approximate $94,000 static floor.
QT TWO uses a 4% fixed daily drawdown, equal to $4,000 on a $100K account.
POWER uses an 8% static maximum drawdown, equal to $4,000 on a $50K account, creating an approximate $46,000 floor.
Yes on rules that reference equity. QT ONE's daily threshold can use the higher previous closing equity, and QT Instant's trailing maximum can follow the highest recorded floating equity.
No. It is an outer firm boundary. Traders can use materially tighter personal daily stops so ordinary variance and execution costs stay well away from the breach line.
Because the trailing maximum floor can rise after a higher balance or floating-equity value. The account can remain above its original balance while having little distance above the current trailing floor.
Record current balance, equity, daily threshold, maximum threshold and any separate floating-loss rule before each session, then recalculate total portfolio risk before adding positions.
No. "BRIDGE" is the current partner offer for checkout savings. The selected plan's drawdown rules remain unchanged.
