Trade The Pool vs QT Funded 2026: compare stock prop trading vs forex/CFD evaluations, account rules, payouts, prices and verified BRIDGE discounts.
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.
Quick answer: Trade The Pool is built around stock/equity prop trading, while QT Funded is a forex/CFD-style firm. The market the trader actually trades is the first filter; drawdown, payout and coupon comparisons only matter after that.
Coupon answer: Trade The Pool coupon code “BRIDGE” is currently 10%, while QT Funded coupon code “BRIDGE” is currently 60%.
Featured-snippet answer: Trade The Pool vs QT Funded should be compared by market access, target, daily-loss rule, maximum-loss method, qualifying-day or consistency conditions, payout eligibility and final checkout price. A bigger coupon or faster headline payout does not make a structurally incompatible account better.
Coupon verification: Prop Firm Bridge independently verified the BRIDGE discount stated in this article.
| Field | Trade The Pool | QT Funded |
|---|---|---|
| PFB Score | 81/100 | 84/100 |
| PFB Status | PFB Verified | PFB Verified |
| BRIDGE | 10% | 60% |
| Programs | Day Trading FLEX, Day Trading MAX, Swing Trading FLEX, Swing Trading MAX | QT ONE, QT TWO, QT POWER, QT Instant, Buy Now Pay Later |
Firm-level scores and status are context. Program-level rules decide whether the strategy fits. This distinction prevents a high-level rating or coupon percentage from replacing actual risk analysis.
| Firm | Program | Type | Target | Daily | Max | Drawdown | Split | Payout |
|---|---|---|---|---|---|---|---|---|
| Trade The Pool | Day Trading FLEX | One Step | 6% | 2% | 4% | Static equity stop-out, Daily Pause soft breach | 70 | 14 days |
| Trade The Pool | Day Trading MAX | One Step | 6% | 1% | 3% | Static equity stop-out, Daily Pause soft breach | 70 | 14 days |
| Trade The Pool | Swing Trading FLEX | One Step | 15% | 3% | 7% | Static equity stop-out, Daily Pause soft breach | 70 | 14 days |
| Trade The Pool | Swing Trading MAX | One Step | 15% | 3% | 7% | Static equity stop-out, Daily Pause soft breach | 70 | 14 days |
| QT Funded | QT ONE | One Step | 6% | 3% trailing daily threshold based on the higher previous closing balance or equity | 6% static | Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit | 70% | Every 4 trading days |
| QT Funded | QT TWO | Two Step | Phase 1: 8%; Phase 2: 5% | 4% fixed from the starting balance | 8% static | Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule | 80% | Every 14 days |
| QT Funded | QT POWER | Two Step | Phase 1: 6%; Phase 2: 6% | 4% fixed from the initial balance | 8% static | Fixed daily drawdown, Static maximum drawdown | 80% | Every 14 days for purchases from 11 August 2026 onward |
| QT Funded | QT Instant | Instant Funding | No evaluation; reach 8% before the first 5% withdrawal | 3% fixed from the starting account balance | 6% trailing from the highest recorded balance or floating equity | Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit | 100% under the current plan conditions | Every completed 4-day cycle after all conditions are met |
| QT Funded | Buy Now Pay Later | Buy Now Pay Later | 6% | 3% trailing | 6% trailing | Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit | 80% | Every 14 days |
Never compare a target alone. A lower target can sit inside a much tighter trailing drawdown. A higher target can come with wider EOD room. Historical strategy drawdown should decide whether the geometry is comfortable.
The firm limit is an emergency boundary, not a normal daily stop. A trader should use a personal daily limit well inside it, leaving room for slippage, correlated positions and fast market movement.
EOD trailing, intraday/live trailing and static drawdown create different path dependency. Intraday trailing can react to temporary equity highs before the close, while EOD systems usually update from an end-of-session reference. Static loss floors are more stable.
Minimum trading days, benchmark days, winning days and consistency thresholds are different. A trader can reach the target and still need additional activity before passing or withdrawing.
Separate the time required to become eligible from the time required to process the request. A fast payout processor does not eliminate benchmark, buffer or consistency conditions.
The current BRIDGE relationship is 10% at Trade The Pool and 60% at QT Funded. The discount should be applied after the account is chosen.
Day Trading FLEX is currently a One Step program with target 6%, daily rule 2%, maximum-loss rule 4%, Static equity stop-out, Daily Pause soft breach drawdown, 70 profit share, minimum-day condition 0 and payout timing 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 2% daily rule on $100,000 equals $2,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 0. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as restricted, and EA use as restricted. The exact current agreement remains authoritative.
The stored pricing ladder begins around $59 at $5,000 and reaches $1,475 at $200,000. The current BRIDGE headline is 10%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
Day Trading MAX is currently a One Step program with target 6%, daily rule 1%, maximum-loss rule 3%, Static equity stop-out, Daily Pause soft breach drawdown, 70 profit share, minimum-day condition 0 and payout timing 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 1% daily rule on $100,000 equals $1,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 0. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as restricted, and EA use as restricted. The exact current agreement remains authoritative.
The stored pricing ladder begins around $47 at $5,000 and reaches $1,100 at $200,000. The current BRIDGE headline is 10%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
Swing Trading FLEX is currently a One Step program with target 15%, daily rule 3%, maximum-loss rule 7%, Static equity stop-out, Daily Pause soft breach drawdown, 70 profit share, minimum-day condition 0 and payout timing 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 3% daily rule on $100,000 equals $3,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 0. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as allowed, and EA use as restricted. The exact current agreement remains authoritative.
The stored pricing ladder begins around $87 at $2,000 and reaches $1,240 at $40,000. The current BRIDGE headline is 10%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
Swing Trading MAX is currently a One Step program with target 15%, daily rule 3%, maximum-loss rule 7%, Static equity stop-out, Daily Pause soft breach drawdown, 70 profit share, minimum-day condition 0 and payout timing 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 3% daily rule on $100,000 equals $3,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 0. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as allowed, and EA use as restricted. The exact current agreement remains authoritative.
The stored pricing ladder begins around $69 at $2,000 and reaches $800 at $40,000. The current BRIDGE headline is 10%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
QT ONE is currently a One Step program with target 6%, daily rule 3% trailing daily threshold based on the higher previous closing balance or equity, maximum-loss rule 6% static, Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit drawdown, 70% profit share, minimum-day condition No minimum in evaluation; 4 minimum days per funded payout cycle and payout timing Every 4 trading days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 3% daily rule on $100,000 equals $3,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a trailing component, a profitable equity high can move the loss floor upward. This makes the order of wins, losses and withdrawals relevant to future risk.
The current day requirement is No minimum in evaluation; 4 minimum days per funded payout cycle. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is Every 4 trading days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as program-specific, and EA use as program-specific. The exact current agreement remains authoritative.
The stored pricing ladder begins around $110 at $5,000 and reaches $1,000 at $100,000. The current BRIDGE headline is 60%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
QT TWO is currently a Two Step program with target Phase 1: 8%; Phase 2: 5%, daily rule 4% fixed from the starting balance, maximum-loss rule 8% static, Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule drawdown, 80% profit share, minimum-day condition 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle and payout timing Every 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 4% daily rule on $100,000 equals $4,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is Every 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as program-specific, weekend holding as program-specific, and EA use as program-specific. The exact current agreement remains authoritative.
The stored pricing ladder begins around $70 at $10,000 and reaches $1,000 at $200,000. The current BRIDGE headline is 60%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
QT POWER is currently a Two Step program with target Phase 1: 6%; Phase 2: 6%, daily rule 4% fixed from the initial balance, maximum-loss rule 8% static, Fixed daily drawdown, Static maximum drawdown drawdown, 80% profit share, minimum-day condition 4 days per evaluation phase; 4 minimum days per funded payout cycle and payout timing Every 14 days for purchases from 11 August 2026 onward.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 4% daily rule on $100,000 equals $4,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a static component in the recorded overall-loss framework, the lifetime reference is easier to map, although daily and payout-stage rules still matter.
The current day requirement is 4 days per evaluation phase; 4 minimum days per funded payout cycle. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is Every 14 days for purchases from 11 August 2026 onward. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as program-specific, and EA use as program-specific. The exact current agreement remains authoritative.
The stored pricing ladder begins around $35 at $5,000 and reaches $475 at $100,000. The current BRIDGE headline is 60%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
QT Instant is currently a Instant Funding program with target No evaluation; reach 8% before the first 5% withdrawal, daily rule 3% fixed from the starting account balance, maximum-loss rule 6% trailing from the highest recorded balance or floating equity, Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit drawdown, 100% under the current plan conditions profit share, minimum-day condition 4 profitable days of at least 1% each and payout timing Every completed 4-day cycle after all conditions are met.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 3% daily rule on $100,000 equals $3,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a trailing component, a profitable equity high can move the loss floor upward. This makes the order of wins, losses and withdrawals relevant to future risk.
The current day requirement is 4 profitable days of at least 1% each. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is Every completed 4-day cycle after all conditions are met. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as program-specific, and EA use as program-specific. The exact current agreement remains authoritative.
The stored pricing ladder begins around $75 at $5,000 and reaches $750 at $100,000. The current BRIDGE headline is 60%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
Buy Now Pay Later is currently a Buy Now Pay Later program with target 6%, daily rule 3% trailing, maximum-loss rule 6% trailing, Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit drawdown, 80% profit share, minimum-day condition No minimum in evaluation; 5 minimum funded days per payout and payout timing Every 14 days.
The exact target for this program is the value or phase sequence shown in the program table above. Multi-part and conditional targets must remain separate values rather than being mathematically concatenated. Compare them with the exact daily-loss and maximum-loss rules for the selected account.
A 3% daily rule on $100,000 equals $3,000 in simple terms. The personal stop should be based on strategy statistics, not on using every dollar the firm allows.
Because the account contains a trailing component, a profitable equity high can move the loss floor upward. This makes the order of wins, losses and withdrawals relevant to future risk.
The current day requirement is No minimum in evaluation; 5 minimum funded days per payout. This should be satisfied through ordinary qualified trading. If the target is already reached, remaining days should not become a reason to open unnecessary positions.
The current payout description is Every 14 days. A trader should estimate the realistic time to eligibility from historical trading frequency, then add processing time. This produces a more useful cash-flow estimate than the headline cycle alone.
Current PFB permission fields record news trading as allowed, weekend holding as program-specific, and EA use as program-specific. The exact current agreement remains authoritative.
The stored pricing ladder begins around $5 at $5,000 and reaches $5 at $100,000. The current BRIDGE headline is 60%. A larger absolute saving at a higher tier should not decide account size.
A true-cost model should include repeat attempts. Two failed $150 attempts cost more than one $250 attempt passed with a better-fitting rule set. Fee efficiency therefore depends on survival probability.
The best-fit question is whether the trader can run the normal strategy without changing entry timing, holding period, trade concentration or position risk. If not, the model is a weak fit regardless of discount.
Structure: Day Trading FLEX is a One Step with target 6%, while QT ONE is a One Step with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 2% and maximum-loss rule 4%. QT ONE currently uses Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit with daily rule 3% trailing daily threshold based on the higher previous closing balance or equity and maximum-loss rule 6% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading FLEX currently requires 0 and describes payouts as 14 days. QT ONE currently requires No minimum in evaluation; 4 minimum days per funded payout cycle and describes payouts as Every 4 trading days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading FLEX currently starts around $59 at $5,000 before BRIDGE. QT ONE currently starts around $110 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading FLEX is a One Step with target 6%, while QT TWO is a Two Step with target Phase 1: 8%; Phase 2: 5%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 2% and maximum-loss rule 4%. QT TWO currently uses Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule with daily rule 4% fixed from the starting balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading FLEX currently requires 0 and describes payouts as 14 days. QT TWO currently requires 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading FLEX currently starts around $59 at $5,000 before BRIDGE. QT TWO currently starts around $70 at $10,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading FLEX is a One Step with target 6%, while QT POWER is a Two Step with target Phase 1: 6%; Phase 2: 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 2% and maximum-loss rule 4%. QT POWER currently uses Fixed daily drawdown, Static maximum drawdown with daily rule 4% fixed from the initial balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading FLEX currently requires 0 and describes payouts as 14 days. QT POWER currently requires 4 days per evaluation phase; 4 minimum days per funded payout cycle and describes payouts as Every 14 days for purchases from 11 August 2026 onward. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading FLEX currently starts around $59 at $5,000 before BRIDGE. QT POWER currently starts around $35 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading FLEX is a One Step with target 6%, while QT Instant is a Instant Funding with target No evaluation; reach 8% before the first 5% withdrawal. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 2% and maximum-loss rule 4%. QT Instant currently uses Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit with daily rule 3% fixed from the starting account balance and maximum-loss rule 6% trailing from the highest recorded balance or floating equity. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading FLEX currently requires 0 and describes payouts as 14 days. QT Instant currently requires 4 profitable days of at least 1% each and describes payouts as Every completed 4-day cycle after all conditions are met. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading FLEX currently starts around $59 at $5,000 before BRIDGE. QT Instant currently starts around $75 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading FLEX is a One Step with target 6%, while Buy Now Pay Later is a Buy Now Pay Later with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 2% and maximum-loss rule 4%. Buy Now Pay Later currently uses Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit with daily rule 3% trailing and maximum-loss rule 6% trailing. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading FLEX currently requires 0 and describes payouts as 14 days. Buy Now Pay Later currently requires No minimum in evaluation; 5 minimum funded days per payout and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading FLEX currently starts around $59 at $5,000 before BRIDGE. Buy Now Pay Later currently starts around $5 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading MAX is a One Step with target 6%, while QT ONE is a One Step with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 1% and maximum-loss rule 3%. QT ONE currently uses Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit with daily rule 3% trailing daily threshold based on the higher previous closing balance or equity and maximum-loss rule 6% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading MAX currently requires 0 and describes payouts as 14 days. QT ONE currently requires No minimum in evaluation; 4 minimum days per funded payout cycle and describes payouts as Every 4 trading days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading MAX currently starts around $47 at $5,000 before BRIDGE. QT ONE currently starts around $110 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading MAX is a One Step with target 6%, while QT TWO is a Two Step with target Phase 1: 8%; Phase 2: 5%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 1% and maximum-loss rule 3%. QT TWO currently uses Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule with daily rule 4% fixed from the starting balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading MAX currently requires 0 and describes payouts as 14 days. QT TWO currently requires 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading MAX currently starts around $47 at $5,000 before BRIDGE. QT TWO currently starts around $70 at $10,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading MAX is a One Step with target 6%, while QT POWER is a Two Step with target Phase 1: 6%; Phase 2: 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 1% and maximum-loss rule 3%. QT POWER currently uses Fixed daily drawdown, Static maximum drawdown with daily rule 4% fixed from the initial balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading MAX currently requires 0 and describes payouts as 14 days. QT POWER currently requires 4 days per evaluation phase; 4 minimum days per funded payout cycle and describes payouts as Every 14 days for purchases from 11 August 2026 onward. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading MAX currently starts around $47 at $5,000 before BRIDGE. QT POWER currently starts around $35 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading MAX is a One Step with target 6%, while QT Instant is a Instant Funding with target No evaluation; reach 8% before the first 5% withdrawal. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 1% and maximum-loss rule 3%. QT Instant currently uses Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit with daily rule 3% fixed from the starting account balance and maximum-loss rule 6% trailing from the highest recorded balance or floating equity. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading MAX currently requires 0 and describes payouts as 14 days. QT Instant currently requires 4 profitable days of at least 1% each and describes payouts as Every completed 4-day cycle after all conditions are met. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading MAX currently starts around $47 at $5,000 before BRIDGE. QT Instant currently starts around $75 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Day Trading MAX is a One Step with target 6%, while Buy Now Pay Later is a Buy Now Pay Later with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Day Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 1% and maximum-loss rule 3%. Buy Now Pay Later currently uses Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit with daily rule 3% trailing and maximum-loss rule 6% trailing. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Day Trading MAX currently requires 0 and describes payouts as 14 days. Buy Now Pay Later currently requires No minimum in evaluation; 5 minimum funded days per payout and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Day Trading MAX currently starts around $47 at $5,000 before BRIDGE. Buy Now Pay Later currently starts around $5 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading FLEX is a One Step with target 15%, while QT ONE is a One Step with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT ONE currently uses Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit with daily rule 3% trailing daily threshold based on the higher previous closing balance or equity and maximum-loss rule 6% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading FLEX currently requires 0 and describes payouts as 14 days. QT ONE currently requires No minimum in evaluation; 4 minimum days per funded payout cycle and describes payouts as Every 4 trading days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading FLEX currently starts around $87 at $2,000 before BRIDGE. QT ONE currently starts around $110 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading FLEX is a One Step with target 15%, while QT TWO is a Two Step with target Phase 1: 8%; Phase 2: 5%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT TWO currently uses Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule with daily rule 4% fixed from the starting balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading FLEX currently requires 0 and describes payouts as 14 days. QT TWO currently requires 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading FLEX currently starts around $87 at $2,000 before BRIDGE. QT TWO currently starts around $70 at $10,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading FLEX is a One Step with target 15%, while QT POWER is a Two Step with target Phase 1: 6%; Phase 2: 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT POWER currently uses Fixed daily drawdown, Static maximum drawdown with daily rule 4% fixed from the initial balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading FLEX currently requires 0 and describes payouts as 14 days. QT POWER currently requires 4 days per evaluation phase; 4 minimum days per funded payout cycle and describes payouts as Every 14 days for purchases from 11 August 2026 onward. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading FLEX currently starts around $87 at $2,000 before BRIDGE. QT POWER currently starts around $35 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading FLEX is a One Step with target 15%, while QT Instant is a Instant Funding with target No evaluation; reach 8% before the first 5% withdrawal. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT Instant currently uses Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit with daily rule 3% fixed from the starting account balance and maximum-loss rule 6% trailing from the highest recorded balance or floating equity. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading FLEX currently requires 0 and describes payouts as 14 days. QT Instant currently requires 4 profitable days of at least 1% each and describes payouts as Every completed 4-day cycle after all conditions are met. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading FLEX currently starts around $87 at $2,000 before BRIDGE. QT Instant currently starts around $75 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading FLEX is a One Step with target 15%, while Buy Now Pay Later is a Buy Now Pay Later with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading FLEX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. Buy Now Pay Later currently uses Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit with daily rule 3% trailing and maximum-loss rule 6% trailing. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading FLEX currently requires 0 and describes payouts as 14 days. Buy Now Pay Later currently requires No minimum in evaluation; 5 minimum funded days per payout and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading FLEX currently starts around $87 at $2,000 before BRIDGE. Buy Now Pay Later currently starts around $5 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading MAX is a One Step with target 15%, while QT ONE is a One Step with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT ONE currently uses Trailing daily threshold, Static maximum drawdown, 1% funded floating-loss limit with daily rule 3% trailing daily threshold based on the higher previous closing balance or equity and maximum-loss rule 6% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading MAX currently requires 0 and describes payouts as 14 days. QT ONE currently requires No minimum in evaluation; 4 minimum days per funded payout cycle and describes payouts as Every 4 trading days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading MAX currently starts around $69 at $2,000 before BRIDGE. QT ONE currently starts around $110 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading MAX is a One Step with target 15%, while QT TWO is a Two Step with target Phase 1: 8%; Phase 2: 5%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT TWO currently uses Fixed daily drawdown, Static maximum drawdown, 1% funded floating-loss rule with daily rule 4% fixed from the starting balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading MAX currently requires 0 and describes payouts as 14 days. QT TWO currently requires 4 days in each evaluation phase; 4 days with at least 0.5% profit per funded payout cycle and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading MAX currently starts around $69 at $2,000 before BRIDGE. QT TWO currently starts around $70 at $10,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading MAX is a One Step with target 15%, while QT POWER is a Two Step with target Phase 1: 6%; Phase 2: 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT POWER currently uses Fixed daily drawdown, Static maximum drawdown with daily rule 4% fixed from the initial balance and maximum-loss rule 8% static. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading MAX currently requires 0 and describes payouts as 14 days. QT POWER currently requires 4 days per evaluation phase; 4 minimum days per funded payout cycle and describes payouts as Every 14 days for purchases from 11 August 2026 onward. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading MAX currently starts around $69 at $2,000 before BRIDGE. QT POWER currently starts around $35 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading MAX is a One Step with target 15%, while QT Instant is a Instant Funding with target No evaluation; reach 8% before the first 5% withdrawal. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. QT Instant currently uses Fixed daily drawdown, Trailing maximum drawdown, 1% per-instrument exposure limit with daily rule 3% fixed from the starting account balance and maximum-loss rule 6% trailing from the highest recorded balance or floating equity. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading MAX currently requires 0 and describes payouts as 14 days. QT Instant currently requires 4 profitable days of at least 1% each and describes payouts as Every completed 4-day cycle after all conditions are met. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading MAX currently starts around $69 at $2,000 before BRIDGE. QT Instant currently starts around $75 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
Structure: Swing Trading MAX is a One Step with target 15%, while Buy Now Pay Later is a Buy Now Pay Later with target 6%. This pairing is most useful when the trader wants to understand whether the lower target also comes with a tighter loss envelope or more demanding qualifying conditions.
Drawdown: Swing Trading MAX currently uses Static equity stop-out, Daily Pause soft breach with daily rule 3% and maximum-loss rule 7%. Buy Now Pay Later currently uses Trailing daily drawdown, Trailing maximum drawdown, 2% floating-loss limit with daily rule 3% trailing and maximum-loss rule 6% trailing. The trader should replay a normal winning week followed by a losing week against both floors.
Days and payouts: Swing Trading MAX currently requires 0 and describes payouts as 14 days. Buy Now Pay Later currently requires No minimum in evaluation; 5 minimum funded days per payout and describes payouts as Every 14 days. This turns “which pays faster?” into a measurable calendar question rather than a marketing claim.
Permissions: Compare news, weekend and automation needs directly. If one account blocks a non-negotiable part of the strategy, remove it before comparing fees or profit split. Permission fit is binary for many traders.
Price logic: Swing Trading MAX currently starts around $69 at $2,000 before BRIDGE. Buy Now Pay Later currently starts around $5 at $5,000 before BRIDGE. Final checkout should be compared only after the structural filters above are passed.
At $25,000, 0.25% equals $62.5, 0.5% equals $125, 1% equals $250, 2% equals $500, 3% equals $750, 4% equals $1,000, 5% equals $1,250 and 6% equals $1,500. A trader should know these dollar figures before purchasing the size.
If the larger dollar swings change trading behavior, the account is too large at the intended percentage risk even if the coupon makes it look more efficient.
At $50,000, 0.25% equals $125, 0.5% equals $250, 1% equals $500, 2% equals $1,000, 3% equals $1,500, 4% equals $2,000, 5% equals $2,500 and 6% equals $3,000. A trader should know these dollar figures before purchasing the size.
If the larger dollar swings change trading behavior, the account is too large at the intended percentage risk even if the coupon makes it look more efficient.
At $100,000, 0.25% equals $250, 0.5% equals $500, 1% equals $1,000, 2% equals $2,000, 3% equals $3,000, 4% equals $4,000, 5% equals $5,000 and 6% equals $6,000. A trader should know these dollar figures before purchasing the size.
If the larger dollar swings change trading behavior, the account is too large at the intended percentage risk even if the coupon makes it look more efficient.
At $150,000, 0.25% equals $375, 0.5% equals $750, 1% equals $1,500, 2% equals $3,000, 3% equals $4,500, 4% equals $6,000, 5% equals $7,500 and 6% equals $9,000. A trader should know these dollar figures before purchasing the size.
If the larger dollar swings change trading behavior, the account is too large at the intended percentage risk even if the coupon makes it look more efficient.
At $200,000, 0.25% equals $500, 0.5% equals $1,000, 1% equals $2,000, 2% equals $4,000, 3% equals $6,000, 4% equals $8,000, 5% equals $10,000 and 6% equals $12,000. A trader should know these dollar figures before purchasing the size.
If the larger dollar swings change trading behavior, the account is too large at the intended percentage risk even if the coupon makes it look more efficient.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
The answer depends on the exact program pair rather than the firm name alone. Use the pair matrix above, translate the risk rule into dollars at the intended size and include qualifying-day requirements in the calendar estimate.
For price, apply BRIDGE to the live base fee. For payout speed, include eligibility and processing. For drawdown, distinguish static, EOD and intraday trailing rather than comparing only the percentage.
1. Confirm market and program family.
2. Choose the drawdown method intentionally.
3. Compare target to usable loss buffer.
4. Test day and consistency rules against historical trades.
5. Verify trading permissions.
6. Calculate realistic payout timing and post-withdrawal buffer.
7. Compare repeat-attempt cost.
8. Apply BRIDGE last.
Trade The Pool is built around stock/equity prop trading, while QT Funded is a forex/CFD-style firm. The market the trader actually trades is the first filter; drawdown, payout and coupon comparisons only matter after that.
The current BRIDGE relationship is 10% at Trade The Pool and 60% at QT Funded. Rules decide the account; BRIDGE reduces its purchase cost afterward.
Last verified in 2026.
The current Trade The Pool coupon code is “BRIDGE”, listed at 10.00% under verified coverage. Confirm live checkout.
The current QT Funded coupon code is “BRIDGE”, listed at 60.00% under verified coverage. Confirm live checkout.
Trade The Pool is built around stock/equity prop trading, while QT Funded is a forex/CFD-style firm. The market the trader actually trades is the first filter; drawdown, payout and coupon comparisons only matter after that.
No. BRIDGE reduces purchase price only. Trading rules remain tied to the selected account.
Join the discussion
No comments yet
Sign in to leave a comment. Real traders only — one account, one voice.