Deep QT TWO review covering 8% and 5% targets, 4% daily drawdown, 8% static maximum drawdown, funded 1% floating-loss and 60-second stop rules, payouts, $10K-$200K sizes, prices and QT Funded coupon code "BRIDGE" for 60% off.
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 TWO is the current two-step evaluation route inside QT Funded for traders who prefer a wider 8% static maximum drawdown, an 80% funded profit split and a lower entry price than QT ONE at several comparable sizes. The structure is more layered than a one-step challenge. A trader first works toward an 8% Phase 1 target, then a 5% Phase 2 target, while completing four minimum trading days in each evaluation phase. After funding, the account adds a 1% combined floating-loss rule, a stop-loss requirement within 60 seconds of every funded position, a 5% profit cap per cycle and a 14-day payout cycle.
This QT TWO review is designed for traders who want to understand the whole account rather than compare two percentages on a product card. It covers evaluation pacing, the 4% daily rule, the 8% static maximum floor, the current responsible-trading exposure framework, funded open-risk controls, payout rules, all five current account sizes from $10K to $200K, platform and regional considerations, strategy fit, price/value analysis and the current QT Funded coupon code "BRIDGE".
Prop Firm Bridge currently lists "BRIDGE" for 60% off QT Funded purchases. Traders can enter the code manually where the live checkout provides a coupon field or use the QT Funded auto-discount registration link as the alternative route to the same current offer. These are two routes to one offer and should not be treated as discounts that can be stacked. The final checkout total remains the transaction reference because campaigns and prices can change.
QT’s current Help Centre lists QT TWO as an active plan. Older QT 2 Step and QT 2 Step Elite products are separately marked discontinued. That distinction matters because search results can still surface old two-step rule pages. This article uses the active QT TWO plan-specific structure as the controlling source for current targets, drawdown and funded rules. Legacy plans belong in separate transition articles rather than being mixed into the active product.
Founder-led authority note: This review is directed by Akash Mane, Founder and CEO of Prop Firm Bridge. He oversees the platform’s prop-firm education, data-backed account analysis, content systems and rule-accuracy checks. The goal is to make QT TWO understandable in the way a trader actually experiences it: one phase, another phase, then a funded account with a tighter operating rule set.
QT TWO separates the qualification process into two evaluation phases. Phase 1 uses an 8% target and Phase 2 uses a 5% target. Both phases currently require four minimum trading days. The daily drawdown is 4% of starting balance, the overall maximum drawdown is 8% static, and the current funded stage uses an 80% profit split with a 14-day cycle.
| QT TWO feature | Current structure |
|---|---|
| Evaluation | Two Step |
| Phase 1 target | 8% |
| Phase 2 target | 5% |
| Minimum days | 4 trading days in each evaluation phase |
| Daily drawdown | 4% fixed amount based on starting balance |
| Maximum drawdown | 8% static |
| Funded floating-loss rule | 1% combined floating loss |
| Funded stop rule | Stop loss within 60 seconds of opening every funded position |
| Funded profit split | 80% |
| Funded payout cycle | 14 days |
| Funded profit cap | 5% per cycle |
| Current sizes | $10K, $25K, $50K, $100K, $200K |
A two-step account can feel easier when the trader prefers a wider overall drawdown and lower entry cost, and when the strategy is comfortable producing profit across multiple days. The extra phase is not automatically a disadvantage. It can create a second sample in which the trader proves that the first result was repeatable.
Phase 1 asks for more profit, but Phase 2 asks for less. A trader who keeps the same risk percentage can treat the two phases as one longer qualification process rather than two separate emotional events.
The difficulty rises when a trader changes behaviour after Phase 1. Passing the first target can create a sense that Phase 2 should be easy, which often leads to larger positions or lower setup quality. QT TWO rewards traders who treat Phase 2 as a fresh account with the same risk discipline.
A trader who enjoys measurable stages may actually prefer this structure. Phase 1 confirms the edge under a larger target; Phase 2 confirms that the edge can be repeated without needing the same amount of profit.
The funded account is much more sensitive to open risk. During evaluation, the trader is mainly managing the 4% daily rule, the 8% static maximum and responsible-trading expectations. Once funded, combined floating loss is capped at 1% under the current plan-specific structure and every funded position must receive a stop loss within 60 seconds.
This means a trader who passes by carrying 1.5% or 2% of temporary open drawdown can reach the funded stage with a method that no longer fits. The best evaluation plan rehearses funded behaviour early.
The funded 5% cycle cap also changes how a trader should think about very large winning periods. More profit is not always more immediately withdrawable profit when the cycle itself has a cap. A plan that seeks one exceptional week may need to be adjusted toward steadier cycle management.
QT TWO can suit traders who are comfortable with two evaluation phases, who use defined stops, who can spread performance across at least four trading days and who value an 80% funded split. The static maximum drawdown can also suit traders who prefer an overall floor that does not trail every new account high.
It can fit day traders who close most positions within the session and swing traders who can reduce size enough to keep funded combined open loss below 1%. Systematic traders may appreciate the fixed percentages and two-stage progression because they can model both phases before purchase.
A weaker fit is a trader who routinely uses no stop for the first minutes of a funded trade, because the current plan requires one within 60 seconds. A strategy that depends on deep open drawdown or repeated averaging also needs careful review.
Compare the evaluation path first. QT TWO is 8% then 5%; QT ONE is one 6% target; POWER is 6% then 6% and adds a 35% consistency rule. The best structure is the one closest to how the strategy already produces profit.
Then compare funded rules. QT TWO has an 80% split but a 1% combined floating-loss rule, 60-second stop requirement and 5% cycle cap. A higher split only matters if the trader can stay comfortably inside the full rule set.
Finally compare price. QT TWO is cheaper than QT ONE at several sizes under the current structured price table. Lower cost is useful when rule fit is already strong, but it should never be the only reason to select a plan.
QT TWO is the current QT route in this set that extends to a $200K starting account. That can matter for experienced traders who want larger nominal capacity without increasing percentage risk.
A $200K account turns 0.25% into $500 and the funded 1% floating-loss amount into $2,000. That can make normal stop placement easier for strategies that feel mechanically cramped on smaller sizes. The cash swings are also larger, so psychological readiness matters as much as mathematical capacity.
QT TWO is QT Funded’s current two-step evaluation. Phase 1 targets 8%, Phase 2 targets 5%, both phases require four minimum trading days, daily drawdown is 4%, maximum drawdown is 8% static, and the funded stage currently uses an 80% split with a 14-day payout cycle.
Founder-led experience: Two-step accounts become much easier to manage when Phase 2 is treated as a fresh sample rather than a victory lap. The strongest traders keep the same risk rules after passing Phase 1.
Book insight: James Clear’s Atomic Habits is useful here because repeatable systems matter more than one successful burst. Page numbers vary by edition. QT TWO rewards a process that can be repeated across two phases.
The two targets create different psychological problems. Phase 1 can feel long because 8% is the larger objective. Phase 2 can feel deceptively easy because 5% is smaller. The safest approach is to keep the same trading process through both phases and let the target size change only the expected duration, not the risk per trade.
| QT TWO size | Phase 1: 8% | Phase 2: 5% |
|---|---|---|
| $10K | $800 | $500 |
| $25K | $2,000 | $1,250 |
| $50K | $4,000 | $2,500 |
| $100K | $8,000 | $5,000 |
| $200K | $16,000 | $10,000 |
These cash amounts can look very different, but the percentage problem stays the same. At 0.25% risk, an 8% target equals 32R and a 5% target equals 20R. At 0.5%, the same targets equal 16R and 10R.
The risk unit should come from historical strategy variance. If ten consecutive losses are possible, 0.5% risk creates a 5% drawdown before costs. That is a large share of an 8% static maximum. At 0.25%, the same sequence creates 2.5% drawdown.
An 8% target often requires patience even for a profitable strategy. A trader may produce 2% in the first week, then experience a flat period. The correct response is not to double risk because progress feels slow.
Phase 1 can be used to learn how the account behaves, how the daily threshold is displayed and whether normal stop sizes fit the platform. The objective is not only to reach 8%; it is to reach 8% with a process that can be repeated in Phase 2 and funded trading.
A slow but clean Phase 1 can therefore be more valuable than a fast pass created by unusually large exposure.
The 5% target looks smaller, and Phase 1 success creates confidence. Those two facts can combine into overconfidence. A trader may increase risk because only 5% remains between them and funding.
There is also emotional fatigue. After spending days or weeks on Phase 1, some traders want Phase 2 finished immediately. That can reduce patience and lead to lower-quality setups.
The safest mental reset is simple: ignore the Phase 1 profit after the new account begins. Write the new starting balance, daily amount, maximum floor and personal risk plan as if this were the first evaluation ever purchased.
The minimum-day rule means a trader should not plan a one-session phase. Even if the target is reached early, the current structure still requires four trading days in the phase.
This can encourage a better distribution of risk. A trader has no reason to use excessive size in one session because the phase cannot be completed solely by one day count.
Token trades taken only to create a day count are not the strongest use of the rule. A better approach is to let valid setups satisfy the requirement naturally. If a trader reaches the target in fewer than four meaningful sessions, later required days should still be handled carefully and according to the current account conditions.
Define risk in percentage terms before Phase 1. If the chosen unit is 0.25%, use it in both phases unless a predefined drawdown reduction applies. Do not increase to 0.5% because the second target is smaller.
The same rule can apply to daily stop, trade count and portfolio heat. Keeping those limits identical removes the temptation to make Phase 2 a different trading strategy.
Phase 2 should feel boring if Phase 1 was well managed. Boring is often a sign that the process is stable.
Review the largest daily loss, largest floating loss, biggest winning day, average trade risk and any execution errors from Phase 1. If the pass required unusually large risk or one exceptional event, do not assume Phase 2 will repeat it.
Fix operational mistakes before the new phase begins. If the platform workflow created stop-placement errors, solve them now. If several correlated trades created excessive exposure, set a portfolio cap.
Then restate the Phase 2 objective in R rather than cash. This reduces the emotional impact of a $5,000 or $10,000 target on larger accounts.
Phase 2 has a smaller 5% target compared with 8% in Phase 1, but it still requires four minimum trading days and the same risk discipline. It can be numerically shorter without being psychologically easier.
Founder-led experience: The strongest Phase 2 plan is usually the Phase 1 plan with a different target. Every unnecessary change after a successful first phase introduces a new variable.
Book insight: Mark Douglas’s Trading in the Zone focuses on consistent execution across independent outcomes. Page numbering varies by edition. Phase 2 should be another sequence of valid trades, not a special event.
The current QT TWO daily drawdown amount is 4% of starting account size. Unlike a rule that expands with account profits, the cash amount remains based on the initial balance. The active plan page also describes the daily threshold in relation to the previous day’s closing balance, so traders should check the live dashboard each session rather than treating the starting floor as the only reference.
| Size | 4% daily amount | Example 1% personal daily stop |
|---|---|---|
| $10K | $400 | $100 |
| $25K | $1,000 | $250 |
| $50K | $2,000 | $500 |
| $100K | $4,000 | $1,000 |
| $200K | $8,000 | $2,000 |
The 1% column is an educational personal-stop example, not a firm requirement. It shows how much unused space can remain between a trader’s planned daily stop and the official boundary.
On a $100K account, a trader can stop a bad day at -$1,000 and still leave $3,000 below the current 4% amount. That unused room is valuable protection against execution mistakes and emotional recovery trading.
A 4% loss in one day uses half of the 8% static maximum drawdown. Two very poor sessions can therefore threaten the whole account even if each session individually respects the daily rule until the final moment.
A hard firm limit should feel distant during ordinary trading. If a strategy routinely reaches -3% or -4% before recovering, the position size is too aggressive for long-term account survival.
The goal is not to use every dollar the firm allows. The goal is to leave enough unused room that a normal losing streak does not become a rule emergency.
Even when the cash amount is fixed from starting size, the live threshold can relate to the previous closing value. A profitable prior day can therefore change the number the trader sees on the dashboard.
The safest routine is to record starting balance, prior close, current equity, daily cash amount and the live daily threshold before the first trade. This prevents confusion after several profitable or losing sessions.
Traders who hold positions overnight should pay particular attention to equity because gaps and open P&L can change how much room feels available at the next session.
It should follow a written plan rather than emotion. If normal risk is 0.25%, two full losses equal -0.5%. The trader may still have a valid third setup, but the maximum number of attempts should already be defined.
A recovery trade at 0.75% or 1% changes the strategy exactly when the trader is already frustrated. It can turn a small losing day into a large one quickly.
If the day reaches a personal stop, end the session. The market does not know that the trader wants to recover before the close.
A strong winning day should not automatically increase risk. The account may have more cushion above its static floor, but the daily amount remains the same percentage of starting size and the next session still deserves the normal risk process.
Stable risk also helps the responsible-trading review. A sudden position-size jump after a profitable day can look inconsistent with the earlier process and can expose the account to a fast giveback.
Yes. A scalper taking many small losses can accumulate the same damage as one large trade. The trader should track realized loss plus current open risk throughout the session.
For example, on $50K, eight $100 losses equal $800. Add two open positions each floating -$250 and the session’s equity impact becomes $1,300. No single ticket looks large, but the account is much closer to the $2,000 daily amount.
QT TWO currently uses a 4% daily drawdown amount based on starting account size. That equals $400 on $10K, $1,000 on $25K, $2,000 on $50K, $4,000 on $100K and $8,000 on $200K. Traders should still check the live daily threshold each session.
Founder-led experience: A daily limit works best when the trader has a much smaller personal stop. The gap between personal risk and the firm boundary is what keeps an ordinary bad session from becoming an account-ending one.
Book insight: Peter Bernstein’s Against the Gods is about understanding and measuring uncertainty. Page numbers vary by edition. A daily risk budget should be designed for bad sequences, not only average days.
The current QT TWO overall maximum drawdown is 8% static. The floor remains tied to starting account size rather than trailing each new account high. This gives the trader a predictable long-term boundary and allows closed profit to create additional distance from that floor.
| Size | 8% maximum amount | Simple static floor |
|---|---|---|
| $10K | $800 | $9,200 |
| $25K | $2,000 | $23,000 |
| $50K | $4,000 | $46,000 |
| $100K | $8,000 | $92,000 |
| $200K | $16,000 | $184,000 |
A $200K account therefore does not mean the trader can lose $200K. The maximum overall buffer is $16,000 before other rules are considered. The nominal balance is a sizing framework, not the amount of risk capital available.
An 8% Phase 1 target may take time. A static maximum floor makes the long-term boundary easy to model because it does not chase each new account high.
A trader can build a 2% or 3% profit cushion and allow that cushion to increase distance from the hard floor. This is valuable during a later losing period because the account has more room without the maximum threshold moving upward with earlier profits.
The advantage disappears if every new profit is used as permission to increase percentage risk.
Do not wait for the full 8%. A trader can define a personal pause level at -3% or -4% and review the strategy before the account becomes difficult to recover.
A personal stop can be paired with a drawdown ladder. Normal risk near account highs, reduced risk after a specified decline, and a full pause at the personal account stop. This creates a planned response to losses instead of an improvised one.
The exact percentages should come from the strategy’s historical drawdown. The principle is to preserve part of the firm buffer as permanent room for error.
A 4% decline from $100K leaves $96K and requires approximately 4.17% to return to the starting balance. A 7% decline leaves $93K and requires roughly 7.53% to recover.
The deeper the account falls, the more return is required from the smaller remaining equity base. Increasing risk to recover faster makes this problem worse because the account has less room for another losing sequence.
Reducing risk can feel slow, but it preserves the option to keep trading while the strategy rebuilds.
The 4% daily amount and 8% maximum are separate. A trader can breach the daily rule while still far above the static maximum floor, or drift toward the maximum through several smaller losing days without ever using the full daily amount.
The closest current limit should control risk. If the account is already -6% overall, the fact that 4% daily room exists is not useful. Only 2% of the maximum buffer remains.
A profitable $100K account at $105K has significantly more distance from the $92K simple static floor than it did at the start. That cushion can absorb normal future variance.
Spending the cushion through larger percentage risk creates no strategic advantage. The same proven risk percentage now produces larger cash outcomes because the account balance is higher. There is no need to make the percentage more aggressive.
Yes. The current QT TWO overall maximum drawdown is 8% static. The simple starting floors are $9,200 on $10K, $23,000 on $25K, $46,000 on $50K, $92,000 on $100K and $184,000 on $200K.
Founder-led experience: Static drawdown is easiest to use when profit is treated as a growing safety buffer. A trader who keeps percentage risk stable lets the account become safer as it becomes more profitable.
Book insight: Morgan Housel’s The Psychology of Money explores the difference between getting wealthy and staying wealthy. Page placement varies by edition. In a prop account, keeping earned cushion can matter as much as creating it.
QT TWO evaluation rules include more than target and drawdown. The current plan-specific structure also describes a responsible-trading exposure expectation during evaluation. Exposure should remain below 75% of the daily drawdown amount, and accounts that reach or exceed that level can face risk-team review, denial of funding or a reset to Phase 1 depending on the circumstances.
| Size | 4% daily amount | 75% of daily amount |
|---|---|---|
| $10K | $400 | $300 |
| $25K | $1,000 | $750 |
| $50K | $2,000 | $1,500 |
| $100K | $4,000 | $3,000 |
| $200K | $8,000 | $6,000 |
These figures should not be treated as recommended exposure. They show the level at which the responsible-trading review becomes especially relevant. A disciplined personal portfolio cap should normally sit much lower.
Hard breach limits are not the only measure of responsible trading. A trader can use most of the daily allowance on one position, recover, and finish the phase in profit. The final result may look good while the path involved unusually high exposure.
Risk review looks at behaviour, not only the final balance. Repeatedly placing the account near its daily boundary can indicate a style that may not be suitable for funded capital even if the evaluation target is reached.
This is why the safest goal is not “avoid breach.” The goal is “trade far enough inside the limits that the account never depends on a recovery from extreme exposure.”
The minimum-day requirement reduces the incentive to place one giant trade and finish the phase immediately. The trader has to produce activity across multiple days anyway.
A natural four-day distribution does not require equal profit each day. One day may be strong, another flat and another slightly negative. The point is that the account demonstrates more than one session of behaviour.
Using tiny token trades only to create a day count misses the spirit of a multi-day evaluation. Valid setups should create the required days when possible.
Set a maximum planned loss across all open positions before the first trade. On $100K, a trader might cap total planned stop risk at $500 or $750 even though the responsible-trading threshold is much higher. This leaves large space from both the 4% daily amount and the 75% exposure level.
When a second setup appears, calculate how it changes total portfolio heat and correlation. The question is not “Can I afford another trade?” The question is “Does this trade improve the portfolio enough to justify the extra risk?”
Near the finish line, traders often increase size because they want the phase completed. That can create the most aggressive exposure of the entire evaluation at exactly the point when the account already has something valuable to protect.
If only 0.5% remains to the target, normal risk is enough. A trader using 0.25% can finish with one 2R winner. There is no logical reason to risk 1% or more simply because the target is close.
Keep a simple journal with planned risk, stop level, reason for entry, total portfolio heat and outcome. If several trades are opened together, note whether they are correlated.
This record is useful even if the firm never asks for it. It lets the trader audit whether the evaluation result came from a repeatable process or from occasional oversized bets.
The current responsible-trading framework says evaluation exposure should remain below 75% of the daily drawdown. Reaching or exceeding that level can trigger risk-team action. Traders should treat it as an outer review threshold, not a recommended risk amount.
Founder-led experience: Passing a challenge is only useful when the method used to pass can survive account review and funded rules. A clean risk record matters more than one impressive recovery trade.
Book insight: Nassim Nicholas Taleb’s Fooled by Randomness shows how good outcomes can hide fragile decisions. Page numbers vary by edition. A high-risk evaluation trade that happens to win is still a high-risk decision.
QT TWO funded trading introduces a much tighter operating framework than the evaluation headline limits suggest. The current plan uses a 1% combined floating-loss rule. It also requires a stop loss to be placed within 60 seconds of opening every funded position. Failure to place the stop within that window is treated as a serious breach under the current plan-specific rules.
| QT TWO size | 1% funded floating-loss amount |
|---|---|
| $10K | $100 |
| $25K | $250 |
| $50K | $500 |
| $100K | $1,000 |
| $200K | $2,000 |
On $100K, the evaluation daily amount is $4,000 and maximum amount is $8,000, but funded combined floating loss is only $1,000. That smaller figure becomes the practical open-risk boundary.
On $10K, the funded amount is only $100. A strategy that needs $80 to $100 of normal temporary open drawdown on one trade has almost no room for a second position or execution variance.
The stop should be calculated before entry. A trader should know the technical invalidation point, cash risk and lot size before the order is sent. The 60-second window should function as a safety backstop, not as planning time.
One-click traders can use order templates or platform presets where available. The goal is to make protective-stop placement automatic enough that a fast market does not create an avoidable rule failure.
If an EA or trade copier is used within the allowed rules, its stop-placement behaviour must be tested carefully. Automation that opens a trade but fails to attach the stop reliably can create operational risk.
Combine the planned stop risk of every open trade. On $50K, two positions at $150 each create $300 of planned risk. A third at $150 raises the total to $450, leaving only $50 below the $500 funded amount before execution costs.
On $200K, four positions at $350 each create $1,400 against a $2,000 funded amount. The larger account provides more cash flexibility, but correlation still matters.
A personal portfolio cap below 1% can create room for spread, slippage and the possibility that several positions move against the account together.
The current QT TWO plan-specific structure describes the first funded floating-loss breach as a soft breach and the second as a hard breach. Traders should not use the existence of a first soft breach as permission to operate close to the rule.
A soft breach is information that the risk plan is too aggressive or that execution needs correction. The correct response is to reduce risk and solve the cause immediately.
Repeatedly testing the boundary creates no strategic advantage. The account is stronger when the floating-loss metric rarely approaches the official amount.
Because the combined rule looks at the account, not only individual tickets. Three different forex pairs can all be dollar trades. Two equity indices can respond to the same macro event.
Portfolio risk should therefore be grouped by economic driver. If all positions can lose together under one scenario, they belong in one combined risk budget.
Use smaller position size so the original technical stop can remain valid. Do not move stops closer simply because the account has a tight open-loss rule unless the trading strategy itself supports the tighter stop.
A strategy that needs deep adverse movement can be mismatched with QT TWO funded trading even if it passes the evaluation comfortably. That mismatch should be identified before purchase.
Current QT TWO funded trading uses a 1% combined floating-loss rule and requires a stop loss within 60 seconds on every position. The plan also uses an 80% profit split, a 14-day cycle and a 5% profit cap per cycle.
Founder-led experience: A stop-timing rule turns platform workflow into part of risk management. The strongest preparation is to know the stop and cash risk before entry so the 60-second window is never stressful.
Book insight: Brett Steenbarger’s The Daily Trading Coach emphasizes routines that make disciplined behaviour repeatable. Lesson numbering varies by edition. Pre-planned stops are exactly that kind of routine.
The QT TWO funded payout structure is designed around a 14-day cycle, an 80% profit split, minimum funded-day conditions and a 5% profit cap per cycle. These rules mean a trader should think about payout eligibility separately from visible account profit.
| Eligible profit | 80% trader share |
|---|---|
| $500 | $400 |
| $1,000 | $800 |
| $2,500 | $2,000 |
| $5,000 | $4,000 |
These are simple split examples, not payout guarantees. The profit must first satisfy the current cycle, cap, trading-day and compliance rules.
| Size | 5% cycle profit cap |
|---|---|
| $10K | $500 |
| $25K | $1,250 |
| $50K | $2,500 |
| $100K | $5,000 |
| $200K | $10,000 |
The cap changes how a trader should think about unusually large winning periods. Producing more than the cycle cap does not mean the extra result should be chased or that risk should increase to maximize a single window.
The account becomes more valuable when the trader can repeat controlled cycles. Long-term retention matters more than one exceptional cycle.
It should not force extra trades. A swing trader may need fewer positions; a day trader may have many opportunities. The cycle is an administrative window, not a requirement to trade every day.
If the strategy produces no valid setup for several sessions, waiting can be the correct decision even if the payout date moves further away.
A calendar should track eligibility separately from the trading journal. This keeps the next trade focused on setup quality instead of payout timing.
Current plan wording around funded minimum days has been presented in relation to qualifying profitable days and the payout cycle. Because operational wording can change, traders should verify the exact live dashboard requirement attached to their purchase.
The principle is to avoid manufacturing trades solely to create a day count. A small forced trade can still violate another rule or create unnecessary loss.
When current support wording is ambiguous, the account dashboard and direct support confirmation should control the live account rather than an old search result.
It should usually stay stable or reduce if current drawdown requires it. A trader who is close to the 5% cap has no reason to increase risk for profit that may not improve the current cycle economics.
Protecting the account becomes more important near a strong cycle result. The funded account is the long-term asset; the next extra trade is only one opportunity.
Confirm the cycle date, minimum-day requirement shown on the account, the current profit cap, open positions, account compliance, identity and payment details. Save the relevant statement and dashboard information.
If a large trade or unusual position-size change occurred during the cycle, review it before requesting. A clean record makes any later support discussion easier.
QT TWO currently uses a 14-day funded payout cycle with an 80% profit split and a 5% profit cap per cycle. Minimum funded-day conditions and compliance rules still apply.
Founder-led experience: A payout cycle should be treated as a reporting period, not a profit deadline. Traders protect funded accounts better when the market decides when trades happen.
Book insight: Morgan Housel’s The Psychology of Money explores the value of endurance and optionality. Page numbers vary by edition. A funded account that survives many cycles can be more valuable than one cycle pushed to the limit.
QT TWO currently starts at $10K and extends to $200K. The percentage rules scale cleanly, but the cash values change significantly. A larger account can make normal stop distances easier to express at low percentage risk, while also increasing the psychological impact of every losing trade.
| Size | 8% Phase 1 | 5% Phase 2 | 4% daily | 8% max | 1% funded floating |
|---|---|---|---|---|---|
| $10K | $800 | $500 | $400 | $800 | $100 |
| $25K | $2,000 | $1,250 | $1,000 | $2,000 | $250 |
| $50K | $4,000 | $2,500 | $2,000 | $4,000 | $500 |
| $100K | $8,000 | $5,000 | $4,000 | $8,000 | $1,000 |
| $200K | $16,000 | $10,000 | $8,000 | $16,000 | $2,000 |
The funded 1% amount is only $100. A trader whose normal stop needs $60-$80 can use most of that allowance on one position. A second correlated trade leaves little room.
The $10K size can still be useful for learning the account at lower purchase cost, but traders should test whether platform lot increments and normal technical stops fit comfortably below $100.
The funded amounts become $250 and $500. A trader using $50-$125 risk per setup can keep a meaningful safety margin while supporting wider stops and more than one position.
The cash swings are also smaller than $100K or $200K, which can make it easier to maintain the same behaviour through losing streaks.
These middle sizes often provide enough mechanical room without paying for capacity the trader will never use.
It becomes logical when the strategy needs more cash room for normal stops or a multi-position portfolio, and when a 0.25% loss of $250 remains emotionally routine.
The funded 1% amount is $1,000, which gives much more flexibility than the smaller tiers. The larger account should not lead to larger percentage risk. Its main advantage is that the same cash stop becomes a smaller percentage.
Experienced traders who have already demonstrated stable percentage risk may value the $2,000 funded floating-loss amount and $200K nominal scale. At 0.25%, one full loss is $500.
The $16,000 Phase 1 target sounds large in cash but remains 8%. Thinking in R can prevent the cash figure from pushing the trader toward unnecessary aggression.
A trader who becomes emotional after a $500 normal loss should choose a smaller size even if the $200K account is affordable.
Calculate the minimum practical cash risk for a normal technical stop. If the strategy needs $150, the $10K funded account is too small and $25K leaves only $100 of theoretical room. $50K may fit more naturally.
Do not tighten the stop simply because the account is small unless the strategy itself supports the tighter technical invalidation.
Move up only after enough trades show that the current percentage process is stable. Keep percentage risk unchanged at first. The larger account should scale dollar results automatically.
If the current size already causes revenge trading or fear after losses, a bigger balance will magnify the issue.
The current QT TWO starting-size range goes up to $200K. Its 8% Phase 1 target is $16,000, Phase 2 target is $10,000, 4% daily amount is $8,000, 8% maximum amount is $16,000 and funded 1% floating-loss amount is $2,000.
Founder-led experience: Larger accounts are most useful when they let a proven strategy use smaller percentage risk for the same cash stop. They are least useful when the larger balance creates pressure to make larger percentage bets.
Book insight: James Clear’s Atomic Habits emphasizes environment and system design. Page numbering varies by edition. The best account size is the one that makes the desired trading behaviour easier to repeat.
QT TWO has some of the lower current structured base prices inside the QT lineup. Prop Firm Bridge currently lists QT Funded coupon code "BRIDGE" for 60% off. The relevant commercial searches include QT TWO coupon code, QT TWO discount code, QT TWO promo code, QT Funded $200K coupon code and Quant Tekel discount searches tied to QT Funded.
| QT TWO size | Base price | Calculated price at 60% off | Calculated saving |
|---|---|---|---|
| $10K | $70 | $28 | $42 |
| $25K | $140 | $56 | $84 |
| $50K | $275 | $110 | $165 |
| $100K | $550 | $220 | $330 |
| $200K | $1,000 | $400 | $600 |
The calculated prices are arithmetic using the current 60% listing. The live checkout is the final transaction reference.
The current $100K base price is $550 compared with higher pricing on some other QT routes, and the 60% arithmetic produces a $220 calculated price. The $200K tier calculates to $400 under the same current offer.
Lower purchase cost can improve expected value when the trader’s strategy already fits the two-step structure and funded rules. It cannot compensate for a strategy that needs more than 1% open drawdown or cannot comply with the 60-second stop rule.
The $200K account has the largest absolute calculated saving because its base price is $1,000. That does not make it the best account for everyone.
A trader who only needs $300 of normal portfolio risk may find $50K or $100K more than sufficient. Paying for unused capacity is not automatically good value.
Use "BRIDGE" manually where the current checkout provides the coupon field, or use the QT Funded auto-discount registration link. Do not describe the two routes as stackable.
Verify the product is QT TWO, confirm the account size, check the platform, and confirm the reduced total before payment. If the expected discount does not appear, stop before paying and review the current QT Funded coupon page.
This review needs enough commercial information to answer a trader who arrives through a QT TWO coupon or discount query. It does not need to repeat the code in every rule section.
The central coupon page can own broad transactional searches, while the parent QT TWO page owns the full plan and size comparison. Size-specific child articles can answer searches such as QT TWO $50K review or QT TWO $200K coupon with deeper account-level math.
Compare the post-discount fee with the practical funded risk room and the strategy’s normal stop size. On $25K, the calculated price is $56 and funded 1% room is $250. On $50K, the calculated price is $110 and funded room is $500. The relationship scales almost cleanly.
This can help a trader decide whether paying more actually solves a mechanical risk problem or only increases the displayed balance.
Prop Firm Bridge currently lists QT Funded coupon code "BRIDGE" for 60% off. The current QT TWO prices calculate to $28 on $10K, $56 on $25K, $110 on $50K, $220 on $100K and $400 on $200K when the current offer applies. Confirm the live checkout total before paying.
Founder-led experience: The cleanest commercial decision is to choose the rule set first and use the discount second. A lower fee should reward research, not replace it.
Book insight: Morgan Housel’s The Psychology of Money repeatedly shows that price and value are not the same thing. Page numbers vary by edition. A cheaper evaluation is valuable only when the trader can realistically keep the funded account.
Operational rules deserve the same attention as drawdown. QT Funded currently lists MetaTrader 5, cTrader and TradeLocker at firm level. Exact QT TWO platform availability can vary by checkout, region and licensing restrictions, so the selected order and live dashboard remain the final operational reference.
Choose the platform the trader already understands best, provided it is available for the plan and region. Familiarity with order entry, stop placement, symbol specifications and emergency closing is especially important because funded positions must receive stops within 60 seconds.
Before normal size, verify pip value, tick value, contract size and lot increments. A position size copied from another account can create a different cash loss.
QT’s current restricted-country and platform information applies MT5 and cTrader limitations to United States residents and an MT5 limitation to Canadian residents. These details can change with licensing and platform policy.
Traders should verify the platform offered on the actual checkout and should not use a VPN or travel connection to bypass a platform restriction. Account access should reflect the real location and current rules.
QT’s current operational guidance pays attention to IP and location behaviour. A trader using a VPS should keep the setup consistent and should understand whether a server in another country creates a location issue.
Before travelling, review platform access from the destination country. A strategy that is fully compliant from home can face an operational problem if the trader logs in from a restricted region without checking first.
Because plan-specific news wording can change and old QT pages remain searchable, traders should verify the current QT TWO dashboard before trading around high-impact releases. Do not import an old discontinued two-step news rule into the current account.
Even when trading is permitted, slippage, spread expansion and gaps can create larger losses than the planned stop. The funded 1% floating-loss and 60-second stop rules make event execution especially important.
The 60-second rule is operationally simple only when the trader knows the platform. Test how to attach a stop during order entry, how to modify it and how the platform behaves during fast markets.
Automation should also be tested. If an EA opens a position before a protective stop is attached, the trader needs to know how quickly the system completes the order sequence.
Have a backup connection, keep account credentials secure, know how to close through an alternative device when permitted and keep support contact information available.
Technical preparation cannot remove every outage, but it reduces avoidable delay. A platform problem is easier to manage when the trader is not simultaneously trying to remember the funded risk rules.
QT Funded currently lists MT5, cTrader and TradeLocker at firm level. Exact QT TWO availability can depend on the selected account and region, so traders should confirm the platform shown at checkout and check current location restrictions.
Founder-led experience: A platform is part of the risk system. Stop timing, symbol values and connection rules deserve testing before the first normal-size funded trade.
Book insight: Brett Steenbarger’s The Daily Trading Coach emphasizes routines that reduce avoidable mistakes. Lesson numbering varies by edition. A pre-session platform check belongs in the same category as a pre-session risk check.
QT TWO can support several trading styles, but each style interacts differently with the four minimum evaluation days, static drawdown, responsible-trading exposure and funded 1% combined floating-loss rule. A useful review therefore looks at the strategy’s actual risk path rather than broad labels.
Scalpers may benefit from short holding times because funded floating loss is often limited in duration. The challenge is cumulative daily loss. Many small failed trades can build toward the 4% daily rule even when no single trade is large.
Trading costs also matter. Spread and commission can reduce a small target materially. A scalper should know net expectancy after costs and should use a maximum number of daily attempts.
The four minimum evaluation days are usually easy for active scalpers, but that should not encourage unnecessary trading on low-quality days.
Day traders usually start and end the session with a clean portfolio. That makes combined open risk easy to measure and reduces overnight gap exposure.
A trader using 0.25% per setup, a 1% personal daily stop and a portfolio cap below the funded 1% rule can create a clear operating framework across both evaluation phases and funding.
The two-step structure can also work well for traders who value repeated process validation rather than a one-step sprint.
Review maximum adverse excursion, the number of simultaneous positions and overnight gap behaviour. If several successful swing trades commonly float more than 1% combined negative before recovery, the funded rule may force smaller size or a different account.
Use wider technical stops with smaller lot size rather than artificially tight stops. The strategy’s technical logic should remain intact.
Correlation across several overnight positions needs special attention because one macro event can move the whole portfolio.
Calculate the full planned thesis risk across every possible entry. If the method adds to a losing position three times, all three entries belong to one risk budget.
A strategy that only becomes profitable after deep temporary drawdown can be structurally mismatched with the funded 1% rule. Reducing lot size may solve the problem; changing the method itself may not.
Six losses at 0.5% equal -3%. Ten losses equal -5%. The same sequences at 0.25% equal -1.5% and -2.5%.
The 8% static maximum is wider than QT ONE’s 6%, but it should not be treated as permission to use larger normal risk. The wider floor is valuable because it gives more room for variance.
In both cases, keep the normal risk unit. Success often creates the urge to increase size. That urge is not evidence that the market edge has improved.
Use scheduled review points to change risk only after enough trades support the change. A single pass or payout is not a sufficient sample by itself.
Take the historical win rate and average reward-to-risk, then rearrange the outcomes so the longest losing streak occurs early. Calculate the worst daily and overall drawdown at the intended risk unit.
Then repeat the test with several positions open at once and apply the funded 1% combined limit. If the planned strategy repeatedly approaches the rule, use a smaller risk unit or a larger size before purchase.
It can be if position size is small enough that combined funded floating loss remains below 1% and overnight correlation is controlled. The 8% static maximum can suit swing traders, but the funded open-risk rule is the main compatibility test.
Founder-led experience: Strategy fit is best measured from real historical adverse excursion and losing streaks. Broad labels such as “scalping allowed” do not tell a trader whether the account actually fits.
Book insight: Mark Douglas’s Trading in the Zone emphasizes consistency across a series of trades. Page numbering varies by edition. A risk unit should survive the series, not just the next setup.
QT TWO is worth considering when the trader is comfortable with a two-step path and wants the combination of 8% static maximum drawdown, an 80% funded split, a $200K maximum starting size and relatively competitive pricing. The funded 1% combined floating-loss rule and 60-second stop requirement are the main compatibility tests.
Traders with defined stops, low portfolio heat and enough patience to complete two phases can be strong candidates. The four minimum days in each phase fit traders who already produce activity across multiple sessions.
Experienced traders who want $100K or $200K scale at low percentage risk may find the size range useful. The plan also suits traders who prefer a static overall drawdown rather than a trailing maximum.
Traders who strongly dislike a second evaluation phase may prefer QT ONE. Traders whose results are very evenly distributed may consider POWER, where 35% consistency is part of the structure. Traders who want no evaluation can compare new Instant. Traders who value a low first payment can compare BNPL.
The right plan is not the one with the largest discount or highest split. It is the one that requires the fewest unnatural changes to a proven strategy.
The current price-to-size relationship is attractive at several tiers. A $100K structured base price of $550 calculates to $220 with the current 60% offer, and $200K calculates from $1,000 to $400.
The 80% split and 8% static maximum add to that value when the trader can comply with funded open-risk rules. A cheap evaluation that is repeatedly failed or a funded account that is quickly breached is not good value.
QT TWO offers a logical two-step structure for traders who value a static overall floor, larger size range and 80% funded split. Its evaluation is not unusually complicated, but the funded-stage risk rules deserve serious attention. The plan is strongest when the trader already uses tight stops and modest portfolio heat.
We would not call QT TWO universally better than QT ONE, POWER, Instant or BNPL. Each account solves a different problem. QT TWO is compelling when the trader wants two-step pricing and scale without needing deep funded floating drawdown.
QT TWO can offer strong value when the two-step rules already fit the strategy. Prop Firm Bridge currently lists “BRIDGE” for 60% off QT Funded purchases, but the discount should be the final benefit after rule fit, size fit and platform fit are confirmed.
Founder-led experience: A two-step challenge should be bought because its rules match the trader, not because the second target looks easy. The best value comes from keeping the funded account after both phases are complete.
Book insight: Morgan Housel’s work is useful here because long-term outcomes depend on behaviour that can be sustained. Page numbers vary by edition. A plan that a trader can repeat calmly through Phase 1, Phase 2 and funding has more value than a plan that looks cheaper at checkout.
QT TWO is QT Funded’s current two-step evaluation route. It uses an 8% Phase 1 target, a 5% Phase 2 target, four minimum trading days in each phase, 4% daily drawdown and 8% static maximum drawdown.
Prop Firm Bridge currently lists QT Funded coupon code "BRIDGE" for 60% off. Verify the current checkout total before payment.
Current QT TWO starting sizes are $10K, $25K, $50K, $100K and $200K.
Phase 1 targets 8%. That equals $800 on $10K, $2,000 on $25K, $4,000 on $50K, $8,000 on $100K and $16,000 on $200K.
Phase 2 targets 5%. That equals $500 on $10K, $1,250 on $25K, $2,500 on $50K, $5,000 on $100K and $10,000 on $200K.
The current evaluation requires four minimum trading days in each phase.
The current daily drawdown amount is 4% of starting account size. Traders should still check the live daily threshold on the dashboard.
Yes. The current maximum drawdown is 8% static.
The current funded account uses a 1% maximum combined floating-loss rule across open positions.
Yes. Current funded QT TWO positions require a stop loss within 60 seconds of opening.
The current funded profit split is 80%, subject to payout and compliance conditions.
The current funded cycle is 14 days, subject to minimum-day, cap, review and compliance conditions.
The current funded structure caps profit at 5% per cycle. That equals $500 on $10K, $1,250 on $25K, $2,500 on $50K, $5,000 on $100K and $10,000 on $200K.
Current evaluation guidance says exposure should remain below 75% of the daily drawdown amount. Reaching or exceeding that level can trigger risk-team action.
The current maximum starting size is $200K.
Choose the smallest size that comfortably supports normal stop distance, lot sizing and portfolio risk while keeping the cash value of losses emotionally manageable.
It can be, but swing traders need to keep combined funded floating loss below 1% and manage correlation across overnight positions.
It can be if cumulative daily loss and trading costs are controlled. Many small trades can still create significant daily drawdown.
QT Funded currently lists MT5, cTrader and TradeLocker at firm level. Exact QT TWO platform availability depends on the selected account and region and should be confirmed at checkout.
Current QT regional information restricts MT5 and cTrader for US residents. Traders should verify the exact platform choices shown for their location before purchase.
No. They are alternative routes to the same current offer, not separate discounts to stack.
Use the Prop Firm Bridge QT Funded coupon page and verify the final checkout total before payment.
Use the QT Funded account types and sizes guide and the main QT Funded review.
Akash Mane is the Founder and CEO of Prop Firm Bridge. He leads the platform’s founder-led, data-backed content strategy, prop-firm education, search systems and rule-accuracy process. His focus is transparent research that helps traders understand an account before paying for it. Connect with him on LinkedIn.
Before choosing QT TWO, compare the full QT lineup in the QT Funded account-types guide, read the full QT Funded review, and check the current QT Funded coupon page. If QT TWO already fits the strategy, Prop Firm Bridge currently lists "BRIDGE" for 60% off.
QT TWO is QT Funded’s current two-step evaluation route with an 8% Phase 1 target, 5% Phase 2 target, four minimum trading days in each phase, 4% daily drawdown and 8% static maximum drawdown.
Prop Firm Bridge currently lists QT Funded coupon code "BRIDGE" for 60% off. Verify the live checkout total before payment.
Current QT TWO starting sizes are $10K, $25K, $50K, $100K and $200K.
Current QT TWO funded trading uses a 1% maximum combined floating-loss rule across open positions.
Yes. Current funded QT TWO positions require a stop loss within 60 seconds of opening.
The current funded profit split is 80%, subject to payout and compliance conditions.
The current funded cycle is 14 days, subject to minimum-day, profit-cap, review and compliance conditions.
The current funded structure uses a 5% profit cap per cycle.
The current maximum QT TWO starting size is $200K.
Use Prop Firm Bridge’s dedicated QT Funded coupon page and confirm the final checkout total before payment.
