Complete QT Funded rules guide covering QT ONE, QT TWO, POWER, Instant and BNPL: profit targets, drawdown, floating loss, consistency, payouts, news, platforms and prohibited strategies.
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.
QT Funded does not have one universal rulebook. The correct rules depend on the exact plan a trader buys: QT ONE, QT TWO, QT POWER, QT Instant or Buy Now Pay Later (BNPL). That distinction is the starting point for every serious QT Funded rules question because two accounts with the same nominal balance can use different profit targets, different daily-loss calculations, different maximum-drawdown methods, different funded floating-loss limits, different consistency requirements and different payout conditions.
The most common rule mistake is to remember one percentage from a review and apply it to every QT account. For example, QT ONE uses a 6% one-step target and a 6% static maximum drawdown, while QT Instant has no evaluation target and uses a 6% trailing maximum drawdown from the highest recorded balance or floating equity. QT TWO and POWER are both two-step products, but QT TWO currently uses 8% then 5% targets while POWER uses 6% then 6% and adds a 35% consistency score. BNPL begins with a $5 evaluation payment, uses a one-step 6% target and trailing drawdown, then adds a separate activation payment after passing.
Prop Firm Bridge currently lists coupon code "BRIDGE" for 60% off QT Funded purchases. Traders can use the code manually or use the QT Funded auto-discount registration link as the alternative route to the same current offer. These are two routes to the same campaign, not stackable discounts. The offer changes purchase economics; it does not change any drawdown, exposure, payout or prohibited-strategy rule.
Quick answer: QT ONE is the simplest current evaluation path: 6% target, no minimum evaluation days, no evaluation consistency, 3% daily amount with a moving daily threshold, 6% static maximum drawdown, then a 70% funded split and a 1% combined funded floating-loss ceiling. QT TWO uses 8% then 5%, 4% fixed daily drawdown, 8% static maximum drawdown, four minimum days in each phase, a funded 1% floating-loss rule, stop loss within 60 seconds, 80% split, 14-day cycle and a 5% cycle profit cap. POWER uses 6% + 6%, 4% daily, 8% static max, four days per phase, 35% consistency, 80% split and a 14-day current cycle. Instant starts funded with 3% daily, 6% trailing max, 1% per-instrument exposure, 60-second stops, 30% consistency, four +1% profitable days, a 3% buffer and 100% split. BNPL uses 6%, 3% trailing daily, 6% trailing max, 2% floating loss, no minimum evaluation days, then a separate activation fee, 20% funded consistency, five funded days, 3% minimum profit request and 80% split.
Editorial verification: This guide is directed by Akash Mane, Founder and CEO of Prop Firm Bridge, and fact checked by Manoj Gholap. Plan-specific QT information is treated as the controlling source when older general pages show legacy wording. The examples below convert percentages into practical operating logic without claiming that Akash personally traded a specific account.
| Plan | Evaluation structure | Daily / maximum drawdown | Key funded rule | Current payout structure |
|---|---|---|---|---|
| QT ONE | One Step, 6% | 3% daily amount with trailing threshold; 6% static max | 1% combined floating loss | 70%, four trading days |
| QT TWO | Two Step, 8% then 5% | 4% fixed daily; 8% static max | 1% floating loss; stop within 60 sec; 5% cycle cap | 80%, 14 days |
| QT POWER | Two Step, 6% then 6% | 4% fixed daily; 8% static max | 35% consistency | 80%, current 14-day cycle |
| QT Instant | No evaluation | 3% fixed daily; 6% trailing max | 1% per instrument; 60-sec stop; 30% consistency; buffer | 100%, four-day structure after conditions |
| BNPL | One Step, 6% | 3% trailing daily; 6% trailing max | 2% floating loss; activation after pass | 80%, standard 14-day cycle |
If an account has a 3% daily loss limit but a 1% floating-loss ceiling, the trader cannot plan 2% of open loss merely because the daily rule is larger. The 1% rule becomes the immediate operating boundary. The same logic applies when a stop-loss timing requirement, consistency condition or payout buffer is more restrictive than headline drawdown. A practical rule sheet should therefore rank limits from tightest to widest rather than listing them without hierarchy.
Passing a challenge does not always prove that the same risk style will work when funded. QT ONE is a clear example: evaluation allows the trader to operate within its daily and static maximum rules, but after funding the combined floating-loss rule is only 1% of starting size. A trader who passes by tolerating 2%-3% of temporary open loss may need a major style change after funding. The better approach is to rehearse funded behavior during evaluation.
On $10K, 1% is $100; on $25K it is $250; on $50K it is $500; on $100K it is $1,000. A percentage that looks small can become psychologically large at bigger sizes. Before buying, the trader should write the relevant rule in both percentage and cash terms. This prevents a $100K account from being treated as if several thousand dollars of routine risk are acceptable simply because the nominal balance is large.
A static maximum floor remains tied to the starting account reference. Profitable trades do not pull the overall floor upward. A trailing maximum floor can rise as balance or floating equity reaches new highs, so profit giveback can reduce future room. Traders who allow winners to retrace may prefer static maximum structures, while traders who regularly lock profits can be more comfortable with trailing mechanics.
POWER, Instant and BNPL funded trading use different consistency percentages. The basic idea is that one profitable day should not make up too much of total profit for the relevant objective. A large winning day is not automatically bad; it can simply mean more total profit is needed before the ratio becomes compliant. Traders should calculate the required total rather than trying to avoid every strong day.
An account can show profit and still be ineligible for withdrawal because minimum days, consistency, a buffer, cycle timing or a profit cap has not been satisfied. The correct question is not “How much am I up?” but “Which payout conditions remain incomplete?” That shift prevents calendar-driven overtrading near a withdrawal date.
QT’s process includes review of trading behavior around phase completion and funding. Reaching the numerical target does not make reckless risk invisible. Large one-off positions, unusual scaling or prohibited strategy patterns can still create problems. A trader should act as though every order, stop and position-size change may be reviewed later.
Some QT rules have changed over time. Current POWER payout wording, for example, distinguishes newer purchases from older accounts. Traders should keep the rule page or dashboard attached to the exact purchase date. A current Education article is useful for choosing an account, but the live dashboard remains the final operational reference for an account already purchased.
QT ONE is a one-step evaluation with a 6% profit target. That equals $300 on $5K, $600 on $10K, $1,500 on $25K, $3,000 on $50K and $6,000 on $100K. There is no second evaluation phase. The absence of a second target can reduce qualification complexity, but it does not change the need to respect daily loss and maximum drawdown throughout the journey.
The current QT ONE structure does not require a minimum number of evaluation trading days. That means a compliant trader can finish when the target and all risk conditions are satisfied. The correct use of this flexibility is to remove time pressure. It should not be interpreted as permission to take oversized positions in an attempt to pass in one session.
QT ONE currently has no evaluation consistency requirement. A strong winning day can therefore form a large share of the target without creating a specific best-day ratio condition. General risk review still applies, so an account that reaches 6% through one extreme all-or-nothing trade can still create a poor risk profile even when no formal consistency percentage is present.
The daily amount is 3% of the starting account size, but the threshold is recalculated using the higher previous closing balance or closing equity. On a $100K account the amount is $3,000. If the relevant previous closing reference is $100,000, the threshold is $97,000. If the reference rises to $104,000, the next threshold becomes $101,000. Profit can therefore raise the daily line even though the cash amount remains $3,000.
If the account finishes the daily period with an open profitable position and closing equity is higher than balance, that higher figure can affect the next daily threshold. A trader who sees only the closed balance may think more room exists than the live risk calculation provides. Recording balance and equity at reset is a useful habit for QT ONE traders.
The maximum drawdown is static at 6% of starting size. A $100K account therefore has an approximate overall floor of $94,000. If the balance later rises to $106,000, the static maximum floor does not chase it upward. This makes the overall loss boundary easier to forecast than a trailing maximum structure.
After funding, total combined unrealized loss must remain below 1% of the account size. This equals $50 on $5K, $100 on $10K, $250 on $25K, $500 on $50K and $1,000 on $100K. The word combined matters: several small losing positions must be added together. The rule can become the closest active limit even when the account remains far from daily or maximum drawdown.
On $50K, suppose the trader risks $100 each on three positions. Combined planned stop exposure is $300, leaving $200 below the $500 funded floating-loss ceiling. If a fourth correlated position is added for another $100, the account has only $100 of theoretical room before costs. A personal portfolio cap around 60%-80% of the official floating-loss amount can provide safer execution margin.
Current QT ONE funded trading uses a 70% profit split and a four-trading-day cycle with four minimum funded trading days. A shorter cycle can appeal to traders who want frequent withdrawal opportunities. The lower split relative to some other QT plans should be compared with the simpler payout structure and whether the tight floating-loss rule fits the strategy.
Current QT ONE structured data lists MT5 and TradeLocker and does not apply the standard news restriction. Permission to trade news does not remove slippage, spread or gap risk. A trader can voluntarily reduce risk around major releases even when the plan allows trading.
QT ONE can suit traders who want one target, no minimum evaluation days, no evaluation consistency score and a static overall floor. It is less suitable for traders who regularly carry deep open drawdown after funding. The key suitability question is whether the trader can operate comfortably below the 1% combined floating-loss limit.
QT TWO currently uses an 8% Phase 1 target and a 5% Phase 2 target. At $10K that is $800 then $500; at $25K, $2,000 then $1,250; at $50K, $4,000 then $2,500; at $100K, $8,000 then $5,000; and at $200K, $16,000 then $10,000. Traders should plan for both phases before buying rather than treating Phase 1 as the entire challenge.
QT TWO requires four trading days in each evaluation phase. This rule discourages a one-session mindset. Even after a strong first day, the trader still needs a multi-day sample. Token trades taken only to create a day count should be avoided; the stronger approach is to let valid setups satisfy the requirement naturally.
The daily drawdown is 4% fixed from starting balance. That equals $400 on $10K, $1,000 on $25K, $2,000 on $50K, $4,000 on $100K and $8,000 on $200K. A personal daily stop can be much smaller. A trader risking 0.25% per trade could stop after four losses at -1% and leave three quarters of the official daily amount unused.
The overall maximum is 8% static. On $100K the approximate floor is $92,000. Profits do not pull the static maximum floor upward. This makes the long-term loss boundary predictable, but the funded floating-loss rule can still be far tighter in day-to-day trading.
Current structured data states that total evaluation risk exposure should remain below 75% of the daily drawdown limit. On $100K the 4% daily amount is $4,000, so 75% equals $3,000. This is an upper risk condition, not a recommended portfolio budget. A conservative personal exposure ceiling should usually be much smaller.
Funded combined floating loss is limited to 1% of starting size. On $10K this is $100; on $25K, $250; on $50K, $500; on $100K, $1,000; and on $200K, $2,000. Current structured policy treats the first floating-loss breach as soft and the second as hard. Traders should not use that as permission to test the first breach; the objective is to stay below the line at all times.
Every funded position must have a stop loss within 60 seconds. This rule changes execution workflow. The stop price should be planned before entry and attached immediately. Traders who rely on mental stops or who routinely enter first and decide risk later should adapt their process during evaluation so funding does not require a sudden behavior change.
QT TWO uses an 80% split and a 14-day funded cycle. Current structured data also requires four qualifying funded trading days, with language that each qualifying day reaches at least 0.5% profit. On $100K, 0.5% is $500. The cycle should be tracked as an eligibility condition rather than a daily profit quota.
The current funded cycle profit cap is 5%. This equals $500 on $10K, $1,250 on $25K, $2,500 on $50K, $5,000 on $100K and $10,000 on $200K. Taking extra risk simply to push beyond the cap does not improve the eligible cycle economics and can increase breach probability.
Current QT TWO funded information uses a restricted-news rule, with affected profit subject to forfeiture. Traders should verify the exact restricted window on the current dashboard rather than assuming other QT plans’ news permissions apply. Because ONE, POWER, Instant and BNPL can have different news treatment, plan-specific discipline is essential.
The current QT TWO record lists no inactivity rule, unlike POWER, Instant and BNPL. That can suit lower-frequency traders, although minimum evaluation and payout-day conditions still create activity requirements for progression and withdrawal.
QT POWER requires 6% in Phase 1 and 6% in Phase 2. At $5K each target is $300; at $10K, $600; at $25K, $1,500; at $50K, $3,000; and at $100K, $6,000. Compared with QT TWO, the first target is lower but consistency becomes a central part of the product.
Each POWER evaluation phase requires four trading days. The rule encourages a multi-day performance sample and reduces the usefulness of oversized one-day attempts. Traders should let their strategy determine trade frequency within the requirement rather than creating artificial daily quotas.
POWER uses a fixed 4% daily drawdown from initial balance. On $100K the daily amount is $4,000. The trader can use a much tighter personal stop, such as $1,000, to keep ordinary variance far away from the firm line.
The maximum is 8% static from initial balance. On $100K the floor is approximately $92,000. This can be easier to forecast than a trailing overall floor. The trader still needs to manage consistency and daily risk, so a static maximum does not make the account unrestricted.
Consistency is calculated by comparing the best profitable day with total profit for the relevant objective. If the best day is $2,100 and total profit is $6,000, the ratio is 35%. If the best day is $3,000, total profit needs to exceed roughly $8,571.43 for the ratio to fall below 35%. A large winning day can therefore create additional total-profit requirements.
POWER applies the 35% score during challenge phases. A trader can reach the raw 6% target but still need additional profit if one day is too dominant. The correct response is continued normal trading, not deliberately giving back profit or taking low-quality trades to manipulate the ratio.
The same principle applies after funding. An unusually large first-day profit can raise the total amount needed before payout eligibility. Traders should keep risk stable across winning streaks so that one session is less likely to dominate the cycle.
For current newer POWER purchases, the standard funded cycle is 14 days with an 80% split and four minimum funded trading days. Older account purchases can retain different terms, which is why purchase-date rule documentation matters.
Current POWER guidance states that the standard news rule does not apply. Traders can still choose to reduce exposure around high-impact releases because spreads, slippage and correlated volatility can produce losses larger than the simple chart stop implies.
POWER currently has a 14-day inactivity rule. Low-frequency traders should track the deadline as an operational requirement without allowing it to force low-quality trades. A valid small-risk trade is preferable to a token trade taken only because the calendar is becoming uncomfortable.
Current POWER data lists up to 1:100 on forex, 1:35 on indices and metals and 1:2.5 on crypto. Leverage changes margin usage, not the amount the trader should be willing to lose. Position size should still be calculated from technical stop distance and cash-risk budget.
QT Instant begins at the funded stage. That removes a challenge target, but it also means the trader must comply with funded-stage risk rules from the first position. There is no loose evaluation period in which to learn the system gradually.
The daily drawdown is fixed from starting balance. It equals $150 on $5K, $300 on $10K, $750 on $25K, $1,500 on $50K and $3,000 on $100K. A personal daily stop around 0.75%-1% can leave a large margin below the firm line.
The maximum drawdown follows the highest recorded balance or floating equity. The initial 6% distance is $300 on $5K, $600 on $10K, $1,500 on $25K, $3,000 on $50K and $6,000 on $100K. When the account makes a new high, the floor can rise. It does not simply move backward when profit retraces.
A large unrealized winner can raise the highest recorded equity reference. If the position later gives back profit, the account may have less room than the closed balance suggests. This makes active monitoring of the live threshold especially important for swing and trend traders.
Current Instant guidance states that the trailing drawdown locks at the starting balance after withdrawal. The trader should recalculate post-payout room instead of assuming the pre-withdrawal buffer remains unchanged.
Current plan-specific Instant data limits floating-loss exposure to 1% per instrument. This equals $50 on $5K, $100 on $10K, $250 on $25K, $500 on $50K and $1,000 on $100K. Separate instruments should still be reviewed for correlation because several symbols can move against the account at once.
Every position requires a stop within 60 seconds. The trader should predefine stop location, calculate lot size from that stop and attach protection immediately. A fast-moving market can create a serious rule problem if the order is entered first and the risk decision is postponed.
Current payout eligibility requires four profitable trading days of at least +1% each. At $100K, each qualifying day needs at least +$1,000; at $50K, +$500; at $25K, +$250; at $10K, +$100; and at $5K, +$50. These are qualifying-day thresholds, not recommended daily profit quotas.
The best profitable day should not exceed 30% of total profit for the payout condition. If the best day is $2,000, total profit must exceed roughly $6,666.67 for the ratio to be below 30%. A strong day can therefore delay eligibility until more normal profitable days accumulate.
The first payout path requires the account to reach 8% total profit before the first 5% withdrawal, leaving a 3% buffer. On $100K, that means reaching $8,000 before requesting $5,000 and leaving $3,000. The buffer is part of the plan’s risk architecture, not an optional profit target.
Current Instant conditions list a 100% trader split after all eligibility requirements are met. The headline is attractive, but the real comparison should include the trailing maximum, exposure, stop, profitable-day, consistency and buffer requirements. A high split has value only when it is repeatedly eligible.
Current Instant rules do not apply the standard news restriction and use a 14-day inactivity rule. News permission should not be confused with low execution risk. Traders can reduce size around volatile events even when the account permits participation.
BNPL begins with a $5 evaluation payment across current sizes. This is only the first payment stage. The plan is designed to defer most of the account cost until after the trader passes rather than to make the entire successful path cost $5.
The evaluation uses a 6% target. That equals $300 on $5K, $600 on $10K, $1,500 on $25K, $3,000 on $50K and $6,000 on $100K. There is no second evaluation phase.
Current BNPL evaluation rules have no minimum trading-day requirement. This creates flexibility but should remove time pressure rather than encourage aggressive one-session passing attempts.
There is no formal consistency requirement during BNPL evaluation. General risk review and prohibited-strategy rules still apply, so one extreme position can create concerns even when no best-day percentage is present.
BNPL’s dedicated current plan page describes the daily drawdown as trailing. At the starting sizes, 3% equals $150, $300, $750, $1,500 and $3,000 respectively. Because the threshold can move, the live dashboard is more important than a permanent starting-balance calculation.
The maximum is also trailing at 6%. The initial distance equals $300 on $5K, $600 on $10K, $1,500 on $25K, $3,000 on $50K and $6,000 on $100K. New account highs can change the effective floor.
Floating loss must remain below 2% 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. The rule can become the immediate operating constraint even while wider drawdown limits remain untouched.
After passing and risk approval, current structured activation fees are $65 for $5K, $120 for $10K, $200 for $25K, $360 for $50K and $500 for $100K. The fee must be paid within seven calendar days. Traders should reserve the activation amount before starting the evaluation.
Prop Firm Bridge currently lists "BRIDGE" for the overall QT partner offer, but BNPL has two separate payment moments. Never claim that a $500 activation becomes $200, or any other discounted activation amount, unless the activation checkout explicitly shows that price. Each stage must be verified independently.
BNPL funded payouts use a 20% consistency score. If the best profitable day is $1,000, total profit must reach at least $5,000 for that day to equal 20% of total. This is stricter than POWER’s 35% or Instant’s 30%, so traders with large isolated winning days should model the requirement carefully.
The current funded structure requires five minimum trading days, at least 3% profit to request a payout and a 5% profit cap per cycle. On $100K, the 3% minimum is $3,000 and the 5% cap is $5,000. On $25K those figures are $750 and $1,250.
The dedicated plan page uses an 80% split and a standard 14-day funded cycle. When a broad marketing card uses different simplified language, plan-specific support and the live dashboard should control operational decisions.
Visible profit is only one ingredient. Before requesting a payout, the trader should confirm the cycle has elapsed, minimum days are complete, consistency is compliant, required buffers are intact, cycle caps are understood and all positions or account conditions meet the current plan rules. A profitable account can still be ineligible.
ONE uses a 70% split and a four-trading-day cycle. If an eligible cycle has $2,000 of profit, a simple split illustration gives $1,400 to the trader. The exact payout process can still include normal verification and payment processing.
TWO uses an 80% split and 14-day cycle with qualifying funded days and a 5% profit cap. On $100K a $4,000 eligible amount would illustrate a $3,200 trader share, while the 5% cycle cap equals $5,000.
POWER uses 80%, a current 14-day cycle, four minimum funded days and 35% consistency. If the best day is too large relative to total profit, the trader may need to accumulate additional compliant profit before requesting a withdrawal.
Instant uses a 100% split under current conditions, but first requires four +1% profitable days, 30% consistency and an 8%-before-5% buffer path. A trader who earns 5% profit but has not reached the 8% threshold is not yet at the first-payout condition.
BNPL uses an 80% split, five funded days, 20% consistency, 3% minimum profit and 5% cycle cap. On $50K, 3% equals $1,500 and 5% equals $2,500. A 20% consistency rule means a $500 best day requires at least $2,500 total profit to be compliant.
A four- or five-day condition does not require the trader to take the maximum possible risk every day. One valid small position can satisfy activity when the plan allows it, but token or meaningless trades should be avoided. The stronger goal is to let normal strategy opportunities satisfy the requirement.
If the best-day ratio is too high, the mathematical solution is additional compliant profit on other days. Deliberately taking losses to reduce the ratio is irrational because it lowers total profit and can worsen drawdown. Consistency should be diluted with ordinary wins, not manipulated with losses.
Once a trader approaches a plan’s cycle profit cap, there is little reason to increase risk merely to produce a larger dashboard number that does not improve eligible economics. Preserving the account for the next cycle can be more valuable than pushing beyond the current cap.
The calendar has no effect on whether the next setup will win. Traders frequently make poor decisions when they need “just one more trade” before a payout. The correct plan defines the payout date as the earliest administrative opportunity, not a deadline to force profit.
Keep identity documents, payout details, platform history and current rule references organized. If a request goes through manual review, clean documentation makes it easier to demonstrate that the account followed the required process.
Strategies designed to exploit price-feed delays, cross-platform discrepancies or obvious mispricing are not appropriate for the evaluation environment. A genuine trading strategy should derive its edge from market analysis or repeatable execution, not from a technical delay in the platform.
Automation that sends excessive orders, exploits tick-level delay or overloads infrastructure can fall under prohibited behavior. The fact that an EA can technically place the trades does not make the strategy acceptable. Traders remain responsible for every automated action.
Opposite positions across accounts can create a pattern where one account is designed to win when another loses. Coordinated reverse trading can be prohibited, especially when positions are held in a way that suggests deliberate account-to-account hedging. Traders should keep each account’s decisions independent and strategy-driven.
Another person should not trade or manage the account under the trader’s identity. Giving credentials to a challenge-passing service, account manager or group trader can create serious compliance problems. The account should reflect the verified trader’s own decisions and access.
Self-owned copying should only be used where the exact current terms permit it. Copying a widely distributed third-party signal can create identical trade patterns across unrelated traders and attract review. Independent strategy generation is the safer approach.
Using an unusually large share of daily drawdown on one position, trading without reasonable stop protection or relying on a single high-risk attempt can be treated as inconsistent with professional risk behavior even when the position does not immediately breach the numerical loss limit.
Repeatedly increasing position size after losses can turn ordinary variance into account-threatening exposure. A trader may technically remain inside drawdown for several steps and then reach the limit very quickly. Fixed or reduced risk after losses is more compatible with a prop-firm environment.
Some plans allow news trading, but extreme volatility does not create permission to exploit unrealistic fills or take all-or-nothing exposure. QT TWO has its own restricted-news treatment, so traders must not transfer another plan’s permission into TWO funded trading.
A target is necessary but not always sufficient. Trading records can be reviewed for unusual sizing, exposure and prohibited patterns. The best defense is a stable risk profile that would look reasonable if every trade were examined individually.
An EA should include maximum position count, total exposure limit, hard stop placement, trading-session limits and safeguards against duplicate orders. Automation is most useful when it enforces discipline; it is dangerous when it multiplies mistakes faster than a human can respond.
If a strategy sits near an unclear rule boundary, obtain written clarification before trading it. Save the response. Relying on a remembered social-media comment or another trader’s interpretation is weaker than having direct account-specific support guidance.
Current structured data lists MT5 and TradeLocker on QT ONE, QT TWO, Instant and BNPL, while POWER currently lists MT5. Platform availability can also be region-specific. Traders should confirm the exact platform presented at checkout rather than assuming every QT plan offers every platform.
The same symbol can use different contract values, lot steps or commission settings across platforms. A trader should open the symbol specification and calculate risk from actual contract data before reusing a familiar lot size from another broker or prop account.
Current ONE, POWER, Instant and BNPL structured data allow news trading, while QT TWO funded trading uses a restricted-news rule. This is a high-risk area for cross-plan mistakes because traders often remember “QT allows news” without checking the exact product.
Spreads and slippage can expand sharply around high-impact releases. A trader with permission can still reduce size, wait for the first reaction or skip the event entirely. Volatility should change position sizing even when it does not change rule permission.
POWER, Instant and BNPL currently use 14-day inactivity rules. Current structured QT TWO data lists no inactivity rule. QT ONE has been shown with a shorter inactivity window in current plan comparison material. Low-frequency traders should write the exact inactivity rule on their account checklist and verify it in the live dashboard.
An inactivity deadline is an operational rule, not a market signal. If the trader needs activity before the deadline, use a legitimate setup with conservative risk rather than a meaningless high-risk position. Planning ahead is easier than waiting until the last possible session.
Platform access can depend on location, with particular restrictions around MT5 in some jurisdictions. A trader who changes country, travels or uses remote infrastructure should verify that the platform remains permitted for the account.
VPN or VPS use should not hide a restricted location, enable account sharing or create suspicious access patterns. The server location and account owner’s access history should be consistent with the firm’s requirements. When unclear, written support confirmation is safer than assuming any VPS is automatically allowed.
Trade journals, account-monitoring services or copy tools can connect from their own servers. If those servers are located in a restricted region, they can create compliance issues even while the trader is physically in an allowed country. Connected applications should be reviewed just like direct logins.
The account name, identity documents and payout destination should remain consistent. Sudden changes in location, identity details or payout methods can trigger extra review. Update support before the request when legitimate details have changed.
List every active limit for the chosen plan and identify the smallest practical one. If funded floating loss is 1%, that may matter more than a 3%-4% daily loss limit. If the account uses a trailing maximum floor, the current live distance may matter more than the original 6% headline number.
A conservative reference for many evaluation styles is 0.10%-0.50% per trade depending on strategy frequency and stop behavior. On $100K, 0.25% is $250. On $50K, it is $125. The correct unit is one that can survive a historically normal losing streak without approaching the firm line.
A trader can stop at 0.75%-1.5% even when the official daily limit is 3%-4%. This gives a bad session time to end before frustration turns into revenge trading. The firm’s daily rule should remain a final boundary that ordinary strategy variance rarely approaches.
Per-trade risk does not control the account when several positions are open. A trader risking 0.25% on four correlated positions can have 1% effective exposure. Define maximum planned account-level risk before adding the second, third or fourth position.
EURUSD, GBPUSD and gold can all respond to US-dollar moves. US100 and US500 can respond to the same equity-market catalyst. When several trades share one macro driver, combine them into one risk bucket instead of treating each as fully independent.
A market with wider spread, low liquidity or event risk should normally use smaller size because actual exit can differ from the planned stop. This is particularly important near tight floating-loss or trailing-equity thresholds.
Decide in advance what happens at -1%, -2%, -3% and deeper personal drawdown. For example, normal risk above -1.5%, 70% size from -1.5% to -2.5%, 50% size after -2.5% and a strategy review before -3.5%. The exact numbers can vary; predetermined behavior is the important part.
Profits should not automatically increase risk. A four-win streak does not prove the next trade has higher expectancy. On consistency-based plans, increasing size can also create a best day that dominates total profit and delays eligibility.
During the final days before eligibility, keep the same risk or reduce it. Never increase risk because a payout is close. The account is more valuable after it has produced a compliant withdrawal than when it briefly shows a larger unrealized number.
After receiving a payout, return to the standard risk unit. Do not treat the withdrawal as permission to gamble the remaining account. On trailing plans, recalculate the live maximum-loss floor because the available buffer can change after withdrawal.
Track daily starting balance, starting equity, maximum open loss, largest position risk, combined portfolio risk, best profitable day and current consistency ratio. These metrics make rule compliance visible before the dashboard produces a warning.
A trader reads that “QT Funded has 8% maximum drawdown” and assumes it applies to ONE or Instant. It does not. Write the plan name at the top of the rule sheet and never copy a percentage without its product context.
A static floor remains fixed while a trailing floor follows new highs. Treating Instant like ONE can lead a trader to overestimate remaining room after a profitable run. Always identify the drawdown type, not just the percentage.
A 4% daily limit is not a recommendation to risk 4%. If the trader regularly loses 3%-4% on bad days, only a small number of mistakes separate the account from failure. Personal daily stops should be materially tighter.
ONE and TWO traders can focus on broad drawdown while the 1% funded floating-loss rule is the immediate danger. Add all open losses together. A portfolio that is comfortable by daily-drawdown standards can still be too large for funded trading.
A mental stop is not the same as satisfying a 60-second funded stop-loss requirement. Plan the stop before the order and attach it as part of the entry workflow.
A trader has one excellent day and immediately requests payout, only to discover the best-day ratio is too high. Calculate consistency after every major profitable day so the required total profit is known in advance.
Minimum-day requirements can turn into low-quality trading if the trader treats them as a quota. Let valid setups create the days, and keep risk small when the sole objective is operational activity rather than target progress.
The final day before a desired withdrawal often produces overtrading. If conditions are incomplete, extend the process rather than increase risk. The payout is not lost because it takes another cycle; the account can be lost if the trader forces the issue.
The current overall partner offer should not be applied mechanically to a later BNPL activation amount. Verify the activation checkout. Commercial accuracy is part of risk management because an unexpected post-pass cost can create poor financial decisions.
Low-frequency traders can focus on market rules and forget the operational inactivity window. Add the deadline to the calendar and verify what counts as activity well before the final day.
A larger account balance or recent profit does not mean the firm limits expanded in the same way. Trailing floors can rise, consistency ratios can worsen and floating-loss ceilings can stay tied to starting size. Keep the risk unit stable unless a formal plan says otherwise.
Three different tickers can still be one macro position. Portfolio risk should be grouped by driver, not by ticket count. This single habit can prevent many avoidable floating-loss and daily-drawdown breaches.
Recalculate account-level exposure from scratch. Do not assume the new position is independent. Include current floating loss, remaining stop risk, correlation and execution margin. On a 1% funded floating-loss plan, a second or third position can matter more than the headline daily drawdown.
Calculate what the maximum-loss floor will be after the withdrawal. Do not assume the old cushion remains. A payout can change the relationship between balance, starting value and the locked floor.
Verify that the change is allowed and that the new connection does not create a restricted-location issue. Save written support confirmation when the rule is not explicit.
The hierarchy is simple: stay inside every rule, but manage the account from the tightest one outward. A 1% floating-loss rule deserves more attention than a 4% daily limit while positions are open. A trailing maximum deserves more attention after a new equity high. A consistency rule deserves more attention after an unusually large win. The relevant rule changes with the account state.
For the full account menu, read the QT Funded account types and sizes guide. For plan-specific detail, use the QT ONE, QT TWO, QT POWER, QT Instant and BNPL parent guides. For firm-level due diligence, use the main QT Funded review. Generic discount searches belong on the central "BRIDGE" coupon page.
The purpose of a prop-firm rulebook is not to tell the trader how much risk to use. It tells the trader the outer boundary of acceptable behavior. A robust personal plan lives well inside those boundaries, so a normal losing streak, spread spike or platform difference does not decide the account. The best QT plan is therefore the one whose tightest rule already resembles the trader’s normal risk process.
The structured FAQ block attached to this article answers the highest-intent QT Funded rules questions.
Akash Mane is the Founder and CEO of Prop Firm Bridge and directs its prop-firm research and search-focused educational content. His role here is editorial, and the calculations are based on current plan-specific rule data rather than personal trading-result claims. Connect with him on LinkedIn.
No. QT ONE, QT TWO, QT POWER, QT Instant and BNPL use different targets, drawdown methods, exposure rules, consistency conditions and payout structures.
QT ONE currently uses a 6% one-step target, 3% daily loss amount with a trailing daily threshold, 6% static maximum drawdown, no minimum evaluation days, no evaluation consistency and a 1% combined funded floating-loss limit.
QT TWO currently uses an 8% Phase 1 target and 5% Phase 2 target, with four minimum trading days in each evaluation phase.
Yes. Current funded QT TWO rules require a stop loss within 60 seconds on every funded position.
QT POWER uses a 35% consistency score in both evaluation and funded payout periods.
No. QT Instant begins at the funded stage, but its 3% daily drawdown, 6% trailing maximum drawdown, exposure, stop-loss, consistency, profitable-day and payout-buffer rules apply immediately.
Current Instant conditions require four profitable days of at least 1% each, 30% consistency and an 8% total profit level before the first 5% withdrawal, leaving a 3% buffer.
BNPL uses a $5 evaluation entry, a 6% one-step target, trailing drawdown and 2% floating loss. After passing and risk approval, a separate size-based activation fee must be paid within seven calendar days.
No. "BRIDGE" is the current Prop Firm Bridge partner offer for 60% off applicable QT Funded purchases. It changes checkout price, not targets, drawdown, exposure or payout rules.
No. The manual code and auto-discount registration link are alternative routes to the same current partner offer.
Current QT ONE, QT TWO and QT POWER structures use static maximum drawdown. QT Instant and BNPL use trailing maximum drawdown structures.
Current structured data allows news trading on QT ONE, POWER, Instant and BNPL. QT TWO funded trading uses a restricted-news rule, so traders should verify its current restricted window.
The tightest active rule is the most important at any moment. For example, a 1% funded floating-loss ceiling can matter more than a 3%-4% daily drawdown while several positions are open.
Prop Firm Bridge currently lists "BRIDGE" for 60% off QT Funded purchases, with the auto-discount registration link available as the alternative route to the same current offer.
