Complete QT Funded floating-loss and exposure guide covering QT ONE, TWO, Instant, BNPL and POWER, including 1%/2% limits, stop-loss rules, portfolio examples and position sizing.
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QT Funded floating-loss and exposure rules are among the most important—and most frequently misunderstood—parts of the current account structure. A trader can be comfortably inside daily drawdown and maximum drawdown while already operating too close to a separate funded floating-loss or exposure rule. That is why headline account size is not the same as usable open risk.
The current plan-specific structure is different by product. QT ONE funded accounts use a 1% combined unrealized-loss ceiling. QT TWO funded accounts also use a 1% combined floating-loss rule, with the current structured policy treating the first breach as soft and the second as hard, plus a requirement to place a stop loss within 60 seconds on every funded position. QT Instant uses a current 1% per-instrument exposure rule and also requires a stop within 60 seconds. BNPL uses a 2% floating-loss limit during evaluation and funded trading. QT POWER does not currently mirror the separate 1% rule found on ONE and TWO, but it still operates under its daily drawdown, maximum drawdown, consistency and general risk framework.
Prop Firm Bridge currently lists coupon code "BRIDGE" for 60% off QT Funded purchases, and traders can use the QT Funded auto-discount registration link as the alternative route to the same current offer. The commercial offer never changes the floating-loss or exposure limit. A discounted $100K account remains subject to exactly the same risk rules as the same plan purchased at base price.
Quick answer: On QT ONE, 1% combined funded floating loss equals $50 on $5K, $100 on $10K, $250 on $25K, $500 on $50K and $1,000 on $100K. QT TWO starts at $10K and the same 1% funded rule equals $100, $250, $500, $1,000 and $2,000 through $200K. QT Instant’s current plan-specific 1% per-instrument exposure equals $50, $100, $250, $500 and $1,000 from $5K through $100K. BNPL uses 2%, equal to $100, $200, $500, $1,000 and $2,000. These numbers should be treated as outer limits; a robust personal portfolio cap normally sits below them.
Editorial verification: This guide is directed by Akash Mane, Founder and CEO of Prop Firm Bridge, and fact checked by Manoj Gholap. The page uses current plan-specific QT records as the controlling reference and separates account-wide floating loss from per-instrument exposure where the plans differ.
| Plan | Current floating/exposure rule | Stop requirement | How to think about it |
|---|---|---|---|
| QT ONE | Funded combined unrealized loss below 1% | Use protective stops as part of risk plan | Account-wide open loss is the immediate ceiling |
| QT TWO | Funded combined floating loss below 1% | Stop within 60 seconds on every funded position | First current breach soft, second hard; account-wide total matters |
| QT Instant | Current 1% maximum floating-loss exposure per instrument | Stop within 60 seconds | Each instrument has its own cap, but portfolio correlation still matters |
| BNPL | 2% floating loss in evaluation and funded trading | Protective risk management still required | More open-loss room than ONE/TWO, but trailing drawdown also applies |
| QT POWER | No matching separate 1% plan-specific rule in current structured record | Trade within general risk framework | Daily/max drawdown and consistency still limit risk |
Daily and maximum drawdown control total account deterioration, but they can still allow a trader to hold a large temporary losing position. A floating-loss rule restricts that behavior directly. It encourages traders to use defined stops, smaller portfolio exposure and less reliance on the hope that a deeply losing position will recover.
One percent of a $100K account is $1,000. A single 0.5% position risks $500; two such positions can already use the full 1% amount. On $10K, one percent is only $100. A trader used to $75-$100 cash stops can find the smallest funded tiers restrictive even when the account’s daily drawdown looks much larger.
A combined 1% rule means all open losses across the account are added together. A per-instrument 1% rule means each instrument has its own exposure reference, but the account’s daily and maximum drawdown still respond to the combined equity effect. Traders should never interpret “per instrument” as permission to risk 1% on five correlated markets simultaneously.
A trade can be planned to lose $250 at its stop while currently floating -$100. Stop-loss exposure describes the worst planned outcome if the stop is hit; current floating loss describes what equity has already lost. A safe portfolio needs both numbers because the account can move from current loss to full stop quickly during volatility.
Drawdown can include closed losses, current equity movement and the account’s relationship to a static or trailing floor. A floating-loss rule focuses specifically on open positions. Traders should not substitute one calculation for the other.
Spread, commission and slippage can make realized or current equity worse than the simple stop calculation. A personal maximum around 60%-80% of an official floating-loss amount creates room for execution variation and reduces the chance that the account is constantly operating on the boundary.
If a strategy normally needs $350 of combined open risk, a $25K ONE or TWO account with a $250 ceiling is too small. A $50K tier with $500 can fit more naturally. This is a better sizing method than choosing the largest nominal account or the cheapest discounted checkout.
EURUSD, GBPUSD and gold can all react to the same US-dollar event. US100 and US500 can respond to the same rate announcement. Different ticker symbols do not guarantee independent risk. Portfolio exposure should be grouped by the driver that can move all positions simultaneously.
Floating loss is unrealized negative P&L on currently open positions. If a $100K account has three open trades at -$200, -$150 and +$50, total net floating P&L is -$300. Depending on the exact rule, the firm may evaluate combined losing exposure or instrument-level risk rather than simply netting all positions, so traders should use the plan-specific interpretation and a conservative gross-risk view.
Stop-loss exposure is how much the account will lose if current positions hit their planned protective stops. A trade floating -$100 might have another $150 of room before a $250 full loss. That remaining potential loss must be included when deciding whether a new position can safely be added.
Once a trade closes, its loss moves from floating P&L into balance. The floating-loss amount decreases, but daily and maximum drawdown remain affected by the realized loss. Closing a losing trade does not magically restore the account’s broader drawdown buffer.
Daily drawdown sets a daily boundary. QT ONE, TWO, POWER, Instant and BNPL calculate it differently. A trader can have only 0.8% of current floating loss while already being close to the daily limit because earlier trades were closed at a loss.
Maximum drawdown protects the account over the entire lifecycle. Static maximum rules stay tied to starting capital; trailing maximum rules can move with new highs. Open exposure must be evaluated relative to the current maximum floor as well as any separate floating-loss ceiling.
A $50K ONE funded account has a $500 floating-loss ceiling. Suppose two positions are floating -$200 each and the account has already realized -$1,000 earlier in the day. Closing one -$200 position reduces open loss to $200, but daily P&L worsens by another $200. The account is safer by floating-loss rule while closer to daily drawdown. Every action can affect multiple constraints differently.
A trade risking $200 at entry is later widened so the possible loss becomes $400. Even if current floating P&L remains only -$50, planned stop exposure has doubled. The trader’s personal risk framework should treat the extra $200 as new exposure and decide whether the position still fits the portfolio.
If a position was risking $250 and the stop is moved to a true breakeven level after the strategy permits it, the worst planned loss may fall substantially. That can create room for another trade. The new trade should still be evaluated for correlation and current floating P&L rather than assuming the first position now carries zero market risk under every execution scenario.
Two opposite positions can show small net P&L while carrying large gross exposure. Coordinated hedging or reverse trading can also create rule problems. A conservative portfolio calculation looks at the risk of each position and the strategy logic rather than simply netting long and short tickets to claim low exposure.
Available margin tells the trader how much position size the platform can technically support. It does not tell the trader how much can be lost safely. A highly leveraged position can use little margin while creating excessive stop-loss exposure. Position sizing should begin with cash risk, not available leverage.
| QT ONE size | 1% funded floating-loss amount | Example conservative personal cap at 70% |
|---|---|---|
| $5K | $50 | $35 |
| $10K | $100 | $70 |
| $25K | $250 | $175 |
| $50K | $500 | $350 |
| $100K | $1,000 | $700 |
The 70% personal caps are educational examples, not QT requirements. They simply illustrate how a trader might leave execution margin below the official line.
A $50 funded ceiling means a $25 full-risk trade uses half the open-loss allowance. Two such positions can theoretically use the entire amount before costs. The tier is best suited to very small stop risk or one-position-at-a-time trading.
The ceiling becomes $100. A $25 risk unit equals 0.25% and allows a few small positions if correlation is controlled. A $50 risk unit uses half the allowance on a single trade.
The official amount is $250. A 0.25% risk unit equals $62.50. Three full-risk positions equal $187.50 and four equal $250. A personal cap around $150-$200 can create space for slippage.
The official amount is $500. A trader risking $100-$125 per position can hold several trades, but a four-position portfolio at $125 each reaches the full amount. Correlated baskets should use smaller individual risk.
The official amount is $1,000. A $250 risk unit gives practical flexibility, but four such trades nominally consume the entire ceiling. A trader managing several markets can use $150-$200 risk units and keep combined exposure closer to $600-$800.
QT ONE evaluation drawdown is wider than the funded 1% floating-loss limit. Passing with 1.5%-2% of temporary open loss teaches a behavior that cannot continue after funding. The evaluation is more valuable when the trader already uses the future funded portfolio cap.
EURUSD risks $100, gold $125 and US100 $125. Total planned stop exposure is $350. This fits a hypothetical 70% personal cap on the $500 official limit. Adding another $125 trade would raise the total to $475, leaving only $25 before the official amount. The fourth trade may be valid technically but invalid for the account’s risk budget.
Four trades at $175 each create $700 planned risk. A fifth at $175 raises the total to $875. The account still has theoretical room, but correlation and execution costs can reduce it quickly. The decision to add position five should depend on whether it adds independent edge or simply concentrates the same macro view.
A portfolio can include a +$300 winner and a -$900 loser. Net floating P&L is -$600, but the losing position still represents significant risk if the winner closes or reverses. Conservative exposure management examines each position and worst-case stop outcome rather than relying only on net P&L.
| QT TWO size | 1% funded floating loss | 5% cycle cap |
|---|---|---|
| $10K | $100 | $500 |
| $25K | $250 | $1,250 |
| $50K | $500 | $2,500 |
| $100K | $1,000 | $5,000 |
| $200K | $2,000 | $10,000 |
Current structured QT TWO data describes the first funded floating-loss breach as soft and the second as hard. A soft breach should not be treated as a free trial of the limit. It is evidence that the trader’s portfolio process allowed too much open loss and should trigger immediate risk reduction.
Every funded TWO position needs a stop within 60 seconds. This turns stop placement into an operational rule, not just good practice. The trader should know the stop price before entry so there is no need to make a risk decision while the market is moving.
The $100 limit makes one $50 trade significant. A second $50 position can use the entire nominal ceiling. Traders using wide stops may need smaller risk units or a larger account tier.
The $250 amount works well with $50-$75 risk units. Three $75 positions equal $225, leaving only $25 before the official line. A portfolio cap around $150-$200 is more forgiving.
The $500 amount can support two $150 trades plus one $100 trade for $400 total. The remaining $100 is execution margin. Four $125 trades would leave no nominal margin.
The $1,000 amount supports several conservative positions. Three $250 trades equal $750. Two $400 trades equal $800. The best structure depends on instrument correlation and the normal stop distance.
The $2,000 amount is the largest current TWO funded floating-loss allowance because $200K is the largest starting size. The percentage remains 1%, so traders should not increase risk simply because the cash figure is larger. A normal $500 loss is already 0.25%.
During evaluation, the current structure requires total risk exposure below 75% of daily drawdown. After funding, the separate 1% floating-loss rule becomes a much tighter practical constraint. The trader should use funded-style risk during evaluation to avoid a large behavioral shift.
QT TWO funded trading uses a restricted-news rule. A trader who is holding positions near a restricted event should understand both the news condition and open-risk amount. A position can be small by floating-loss standards and still create an issue because of timing.
Once the account approaches the 5% profit cap for the cycle, extra risk has diminishing economic value. There is little reason to expand portfolio exposure for profit that may not improve the eligible cycle result.
| Instant size | 1% per-instrument exposure | 3% daily amount |
|---|---|---|
| $5K | $50 | $150 |
| $10K | $100 | $300 |
| $25K | $250 | $750 |
| $50K | $500 | $1,500 |
| $100K | $1,000 | $3,000 |
If a trader opens three separate gold positions, they are still exposure to the same instrument. The risk should be aggregated at instrument level rather than treating each ticket as a fresh 1% allowance.
A trader might hold 0.6% exposure on gold, 0.6% on EURUSD and 0.6% on US100. Each instrument can be below 1%, but total account exposure is 1.8% before correlation. The 3% daily and 6% trailing maximum rules still apply to combined equity.
Gold and EURUSD can both react to the US dollar. US100 and US500 can move together. Per-instrument limits do not eliminate macro correlation, so a personal account-level cap remains useful.
Define technical invalidation, calculate size, enter and attach the stop immediately. Traders using automation should test that the EA or script always submits protection correctly. A technical malfunction should have its own maximum position-count and emergency-close safeguard.
The $50 per-instrument limit is tight. A trader risking $20 on gold and $20 on EURUSD has room, but normal contract steps can make precise sizing difficult. The smallest Instant tier is best for strategies that naturally use tiny cash risk.
The $100 amount provides more flexibility. A $25-$50 risk unit can fit one or several instruments. Four qualifying +1% days require at least $100 profit per day, so payout progress and exposure should be managed together.
The $250 per-instrument amount allows ordinary $50-$125 risk. A trader can hold two instruments with $100 risk each and remain conservative, though correlation still matters.
The $500 amount can accommodate wider gold or index stops at moderate size. A personal per-instrument cap around $300-$400 can leave execution margin while preserving room for several markets.
The $1,000 amount supports professional-sized stops, but cash psychology matters. A $500 loss is only 0.5% yet can feel large. The trader should choose risk percentages that remain emotionally routine.
A position can stay below the per-instrument 1% rule while moving the account near its trailing maximum floor after a profitable run. The trader must monitor both current instrument exposure and distance from the live trailing threshold.
Because the trailing maximum can reference floating equity, an open winner may raise the high-water mark. Letting that winner fully retrace can consume maximum-drawdown room even though per-instrument losing exposure never reached 1%.
| BNPL size | 2% floating-loss amount | 6% target |
|---|---|---|
| $5K | $100 | $300 |
| $10K | $200 | $600 |
| $25K | $500 | $1,500 |
| $50K | $1,000 | $3,000 |
| $100K | $2,000 | $6,000 |
BNPL traders should not use the wider 3%/6% drawdown figures to justify open losses above 2%. The floating-loss rule is already active during the one-step evaluation and should shape position sizing from the first trade.
After passing, risk approval and activation, the trader still needs to manage open loss under the 2% funded rule. Evaluation behavior should therefore be designed to transfer directly into funded trading.
The $100 amount is twice the current ONE funded limit at the same size, giving more open-loss room. The account still uses trailing drawdown, so greater floating allowance does not mean greater overall safety after account highs.
The $200 amount can accommodate two $75 positions with margin. Three $75 positions total $225 and would exceed the nominal 2% amount if all reached full loss, so the third position needs smaller size or independent stop improvement.
The $500 amount supports several moderate positions. Three $125 trades equal $375, leaving $125 of margin. Four equal $500 and leave no room for execution variation.
The $1,000 amount can suit swing traders who find the $500 ONE/TWO funded limit too tight. Two $300 trades and one $200 trade create $800 of planned exposure. The remaining $200 is a practical execution reserve.
The $2,000 amount is large in cash, but a 0.5% trade is already $500. Four such positions equal the full limit. A personal cap around $1,200-$1,600 can prevent the account from operating directly on the rule.
BNPL’s maximum drawdown is trailing. A winning streak can raise the floor while the trader still has up to 2% floating-loss capacity. Both numbers need to be checked; the larger floating allowance does not override a closer trailing maximum floor.
Whether the trader paid $5 to evaluate or a larger activation amount after passing has no effect on the floating-loss rule. The account should be traded identically regardless of how discounted the purchase felt.
A trader who increases risk dramatically to create one large winning day can make future consistency harder even if the trade succeeds. Stable exposure supports both account survival and payout eligibility.
POWER’s current plan-specific structure does not mirror the separate funded 1% floating-loss rule used by ONE and TWO. The account still has 4% daily drawdown, 8% static maximum drawdown, 35% consistency and general prohibited-risk rules. Excessive open exposure remains dangerous.
A trader can create a 1%-1.5% personal maximum portfolio exposure even when the plan does not specify that exact number. On $100K, that is $1,000-$1,500. The personal cap keeps ordinary losing sequences far from the 4% daily limit.
An oversized trade has two risks: it can produce a large loss, or it can produce a large winner that dominates total profit and creates a 35% consistency problem. Stable position sizing solves both issues.
Because POWER requires four days in each evaluation phase, there is little reason to concentrate all risk into one session. A multi-day sample is required anyway, so a distributed risk budget is more logical.
POWER currently allows news trading under plan-specific rules, but event volatility can create slippage and correlated moves. Personal exposure should often be reduced around major releases even when participation is permitted.
POWER can offer high forex leverage, but leverage is a margin tool rather than a risk budget. A large position can require little margin and still create excessive cash loss at the stop. Risk should be measured in dollars and percentage, not maximum available lots.
A trader risks $62.50 on three positions, totaling $187.50 or 0.75%. This is far below the $1,000 daily drawdown and gives room to experience variance. Increasing each trade to $250 would create $750 of planned risk across three positions and a much more volatile account.
Four $100-risk positions total $400, or 0.8%. A personal daily stop of $500-$750 can preserve large distance from the $2,000 official daily amount. The trader does not need a separate firm 1% rule to benefit from conservative exposure.
Three $250 positions total $750 or 0.75%. A $1,000 personal portfolio cap leaves the official $4,000 daily amount as emergency room. This structure also reduces the chance that one winning trade becomes too large for consistency.
Five tickets can represent one idea. Buying EURUSD, GBPUSD and gold while selling USDCHF may all express a weaker-dollar thesis. If the dollar strengthens, all positions can lose together. Treat the group as one risk bucket.
Markets that normally behave independently can become highly correlated during macro shocks. Equity indices, commodities and currencies can all react to the same rate decision. A diversified portfolio under calm conditions can become concentrated during the exact moment drawdown matters most.
Add the planned stop loss of every open position, then reduce or group risk for positions sharing the same driver. Compare the total with the personal portfolio cap and official floating/exposure rule. The process should occur before placing the next order.
EURUSD $100, GBPUSD $100, gold $125 and US100 $125 equals $450. The official ONE funded limit is $500. Although each trade is small, the portfolio has only $50 of nominal margin. If three positions are correlated, the basket is too aggressive for a conservative plan.
Four positions at $200 equal $800 under a $1,000 funded limit. This leaves $200 for execution variation. If all four depend on the same macro event, the trader might reduce to $150 each, creating $600 total and $400 of margin.
Gold risks $600, EURUSD $400 and US100 $500. Each is below the $1,000 per-instrument reference, but total planned risk is $1,500. The 3% daily amount is $3,000, yet a 1.5% portfolio may still be too aggressive if all positions are exposed to the same event.
One long and one short can reduce net directional exposure, but they can create reverse-trading or hedging concerns depending on the account structure and ownership. Do not use offsetting tickets to manufacture a lower net-risk number.
When part of a position is closed, recalculate the remaining stop loss. A profitable partial can reduce risk, but the remaining trade may still carry significant exposure. The freed capacity can be used only after the new worst-case outcome is known.
Moving a stop to breakeven can reduce planned loss, but slippage and costs mean zero risk is not always literal. A small residual buffer should remain rather than using every dollar of newly available capacity.
A trader may add more simultaneous positions because the account is up. On trailing or consistency plans, that can be exactly the wrong time to expand risk. Profits can raise the drawdown floor or create a large best-day ratio. Keep the portfolio cap stable.
Technical invalidation should determine stop location. Position size is then calculated so the cash loss at that stop fits the risk budget. Reversing the order—choosing a large lot and forcing a tiny stop—can degrade the strategy.
If a gold setup needs twice the normal stop distance, halve position size to keep the same cash risk. A wide stop does not require a larger dollar risk. It only changes the number of contracts or lots.
A position originally risking $200 can become a $350 trade if the stop is widened. The extra $150 is effectively a new risk allocation and should be checked against current portfolio exposure before the modification is made.
If the strategy permits reducing the stop after price moves favorably, the worst-case loss falls. This can free portfolio capacity, but the trader should not immediately fill every dollar of new capacity with another position.
A trailing stop can protect profit while reducing the chance that a winning trade becomes a large open loss. The trailing logic should come from the strategy, not from panic about the account threshold. Arbitrary stop tightening can increase premature exits.
Breakeven is not risk-free during fast markets. Slippage can produce a small loss, spread can widen and gaps can jump over a stop. Treat it as very low risk rather than perfect zero.
Every new position should trigger a portfolio update: current floating P&L, worst-case stop risk, correlation and remaining margin below the closest rule. This takes seconds with a simple spreadsheet or calculator and prevents accidental overexposure.
If spreads or average movement expand, a stop may need to be wider. The trader should reduce size on new trades and reassess whether existing positions still fit the account’s expected worst-case loss.
On Instant or BNPL, a new high can change trailing-drawdown room. The same $500 position that was safe yesterday can be less appropriate after the maximum floor rises. Exposure decisions should use current threshold distance.
An EA can calculate total open risk before submitting a new order, reject trades above a portfolio cap and attach stops immediately. Automation is most valuable when it prevents accidental rule violations rather than merely increasing order speed.
A trader wants to risk $100. The lot size should be calculated so a 20-pip loss equals approximately $100 on the actual symbol. If the next setup needs a 40-pip stop, lot size can be halved to preserve the same cash risk.
EURUSD and GBPUSD each risk $100. Nominal total is $200. If both are long against the dollar, treat them as a $200 dollar-short thesis rather than two separate $100 ideas. A third similar pair should reduce individual risk or be skipped.
A gold setup requires a stop that would lose $400 at the trader’s familiar lot size. On a $50K ONE funded account, that uses 80% of the $500 official combined ceiling. Reducing position size so the same technical stop risks $150-$200 leaves room for execution and another independent setup.
The trader plans three entries. Instead of risking $200 on each, define $300 total thesis risk and split it $100/$100/$100. If the first entry stops before later entries trigger, total realized loss remains controlled. If all are active, the thesis still has a known worst case.
Index volatility can expand quickly after the cash open. A stop planned for $250 can slip to a larger realized loss. On a tight floating-loss account, reduce position size before the event rather than assuming the exact stop fill will occur.
Both indices often share a broad equity-market driver. Two $250 positions can behave like one $500 directional bet. On a $50K ONE/TWO account this already equals the funded 1% amount. The trader can split one risk budget across both symbols instead.
A major inflation release can move EURUSD, gold and US100 simultaneously. A portfolio that appears diversified can suddenly have one macro exposure. Reducing all three positions before the event can be more rational than evaluating each ticket independently.
A swing position can reopen beyond the planned stop. The cash loss may exceed the model. Traders holding overnight should use smaller planned risk than intraday positions so a gap still fits inside the account’s floating and drawdown margins.
On a $5K or $10K account, the minimum lot or contract step can make precise low-risk sizing difficult on some instruments. That is a legitimate reason to choose a larger account size. The reason should be technical sizing, not prestige.
On $100K, a 0.5% risk is $500. Even if that fits the plan, the trader must be comfortable treating a $500 loss as routine. If it creates emotional changes, use 0.25% or choose a smaller size.
A 4% daily limit does not mean 4% of floating loss is acceptable. Separate 1% or 2% rules can control the account first. Always identify the tightest open-risk rule.
Combined rules add positions together. Three small losses can breach the account even when no individual trade looks dangerous.
Three forex pairs can be one dollar trade. Several indices can be one equity trade. Group exposure by market driver.
A stop must be attached within 60 seconds under current funded rules. A plan to “close manually if it gets there” does not satisfy the same operational standard.
Widening a stop often converts a planned loss into recovery hope. If technical invalidation changes legitimately, recalculate risk and reduce size rather than simply granting the trade more loss room.
Each added entry increases planned exposure. A scale-in is safe only when total thesis risk was defined before the first entry. Adding because the price is “better” is not a risk plan.
A recent win does not create extra permitted floating loss. On trailing or consistency plans, aggressive scaling after a win can be especially costly because the floor or best-day ratio may already have changed.
A winner can reverse or be closed. A deeply losing position remains dangerous. Use worst-case stop exposure and gross risk rather than assuming current net P&L will persist.
QT TWO’s current first-breach treatment should not encourage traders to test the limit. A soft breach is a warning that the account process needs correction before the next position.
Spread, commission and slippage consume the margin between personal risk and official limit. Operating at 95%-100% of the rule leaves no room for normal market mechanics.
A trader can buy a cheap tier and then discover normal stops cannot fit beneath the floating-loss amount. Choose size based on strategy risk, not just checkout affordability.
A larger tier solves technical sizing but can create cash losses that alter behavior. The correct size balances operational room with psychological comfort.
Write whether the account uses ONE combined 1%, TWO combined 1%, Instant per-instrument 1%, BNPL 2%, or POWER’s broader plan framework. Never trade from a generic “QT exposure rule.”
Record every open position’s current loss or profit. Do not rely only on the account’s net number if several positions have large opposing exposures.
For each open trade, calculate how much additional loss occurs if its stop is hit. Add the new position’s planned stop risk.
Identify positions driven by the same currency, rate, index or commodity theme. Use a shared risk budget for the group.
A personal cap should sit below the official limit. If the new position pushes the portfolio above the cap, reduce size or skip the trade even when the firm rule technically has room.
Add realized losses for the day to worst-case open risk. The account can be safe by floating-loss rule but close to daily drawdown after earlier closed losses.
On static plans, check current equity against the fixed floor. On trailing plans, use the live current floor after any new highs. The maximum can be the closest rule after a large profitable run.
On TWO and Instant funded accounts, ensure the stop is submitted within the required 60 seconds. Automation should be tested for failure cases.
Review major news, rollover and market opens. If slippage risk is high, reduce planned exposure before entry.
A fourth correlated position rarely adds as much diversification as it appears. The new trade should improve the portfolio, not simply increase conviction in an existing view.
Keep a simple journal or spreadsheet showing current risk, planned risk and remaining margin. This makes exposure management repeatable instead of emotional.
If the only way a position fits is by using 95%-100% of the official amount, the account is telling the trader that the setup is too large for the current portfolio. Reduce size or wait.
Use the complete QT Funded rules guide for the entire rule hierarchy, the drawdown guide for static/trailing mechanics, the account types and sizes guide for product selection and the main review for firm-level due diligence. Generic offer intent belongs on the central "BRIDGE" coupon page.
The number of open trades is less important than the amount the account can lose if they all behave badly together. Good exposure management asks one question before every order: after adding this position, what is the realistic worst-case account equity if the stops are hit with normal execution differences? If that answer is too close to a firm rule, the trade is too large.
The structured FAQ block attached to this article answers the highest-intent QT Funded floating-loss and exposure questions.
Akash Mane is the Founder and CEO of Prop Firm Bridge and directs its prop-firm research and search-focused educational content. The exposure examples are editorial calculations based on current plan data rather than personal trading-result claims. Connect with him on LinkedIn.
It depends on plan. QT ONE and QT TWO funded accounts currently use a 1% combined floating-loss rule, QT Instant uses a current 1% per-instrument exposure rule, and BNPL uses a 2% floating-loss rule. POWER has a different plan-specific risk structure without the same separate 1% line.
One percent of $100,000 is $1,000, so the current QT ONE funded combined floating-loss limit is $1,000.
One percent of $50,000 is $500. Current QT TWO also requires a stop loss within 60 seconds on every funded position.
Current plan-specific Instant data uses a 1% maximum floating-loss exposure per instrument, plus a stop-loss requirement within 60 seconds.
BNPL currently uses a 2% floating-loss rule in evaluation and funded trading. That equals $100 on $5K, $200 on $10K, $500 on $25K, $1,000 on $50K and $2,000 on $100K.
Current plan-specific POWER structured data does not show the same separate 1% rule. POWER still has 4% daily drawdown, 8% static maximum drawdown, 35% consistency and general risk restrictions.
Do not rely only on net P&L. A profitable position can reverse or close, while a losing position still carries risk. Conservative portfolio planning uses worst-case stop exposure and correlation.
Group positions driven by the same market factor into one risk bucket. Several USD pairs or equity indices can behave like one larger trade even when they use different ticker symbols.
Spread, commission, slippage and correlation can make real equity worse than the simple stop calculation. Leaving unused margin reduces accidental breaches.
Yes. Current funded QT TWO and QT Instant structures require a stop loss within 60 seconds on every applicable position.
Floating loss is unrealized negative P&L on open positions. Drawdown is the account's distance from a broader daily or maximum loss threshold and can include realized losses, equity changes and static or trailing floor mechanics.
No. "BRIDGE" changes the current checkout price only; the selected plan's floating-loss and exposure rules remain unchanged.
