Start with a rule record
Write each program's rules as a small structured record, not as prose. Include the program name, the source article and its date, the account size, the daily limit and its basis, the overall limit and whether it trails, the reset time and time zone, holding rules, news windows, speed rules, position caps, payout eligibility and caps. A record can be tested against data. A paragraph cannot.
Start with a trade and equity ledger
Your strategy needs a ledger with entry and exit times, sizes, prices, costs and, for each position, the price path while it was open. Without the path you can only test closed results, which miss intraday breaches. If you only have bar data, use high and low prices to bound the worst equity of each bar.
Worked mapping: an FTMO 100K 2-Step
The rule record says: daily floor equals the day's starting balance minus 5,000, measured on equity, reset at 00:00 Central European (Summer) Time; overall floor 90,000, static; minimum four trading days; targets 10% then 5%. The test, for each day, is whether minimum equity stayed above the floor derived from that day's starting balance, whether equity ever fell below 90,000 and whether positions were opened on at least four days. Report the number of breaches and the margin on the worst day.
Worked mapping: a Topstep 50K Combine
The record says: floor starts at 48,000, trails the highest end-of-day balance by 2,000 and locks at 50,000, measured on unrealized profit and loss; best day below 55% of the target; micros and minis at 10 to 1 with a cap of 5 contracts. The test keeps a running maximum of end-of-day balance, sets the floor, caps it at the start and checks minimum equity against the previous close's floor. It also checks position count and the best-day ratio.
Reading the output
The output has three parts. A breach count shows whether the record fits. A margin, such as the worst day's distance to the floor as a share of the floor, shows how fragile the fit is. And a payout view shows whether the record would have met payout conditions and how large the first payout would be. A fit with a thin margin is not a fit.
Costs and slippage
Include commissions and swaps where the firm's equity includes them. Add a slippage assumption, larger around news. Run the test at 1x and 2x costs. If the result flips, the strategy depends on perfect fills.
Version the record
Store each rule record with its source link and date, and rerun the test when a rule changes. Keep the ledger and the code. If a firm changes a floor definition, you can see within minutes whether you still fit. See rule version history.
Limits of a backtest
A backtest shows what would have happened, not what will. Use the mapping to remove programs that do not fit, not to promise that a program will. The guide on overfitting and challenge objectives explains why, and the drawdown tool helps with the arithmetic.
Common mistakes in mapping
Using closing prices to test an equity floor, ignoring the reset time of the daily limit, forgetting costs that count in equity, and treating a trailing floor as static. Each makes a record look safer than it was. A mapping should be reviewed against the firm's worked examples, since each firm publishes at least one.
Checking your code against the firm example
Take the firm's own example, such as Topstep's 50K Combine with a 500 dollar gain and a 500 dollar loss, and feed it through your test. If the floor does not come out at 48,500, the code is wrong. Official examples are cheap unit tests.
Share the rule record
Keep the rule record in a plain file so that you can compare programs side by side and reuse it for a new account size.
How this was sourced
Official material checked for this draft on 2026-10-27. Product terms, residence eligibility, promotions, payout rules and fees can change. Reverify before publishing or purchasing.
Editorial disclosure
QuantProp has no verified commercial relationship with the firm(s) discussed in this article. This is an independently drafted rules comparison, not an endorsement or proof of payout reliability. No affiliate links are active. Trading evaluations can involve fees and substantial loss or failure risk.
Revision log
2026-10-28: imported from the editorial pack dated 2026-10-27; approved for publication by the owner. Facts are as of 2026-10-27 and were not independently tested. 2026-10-28: Dropped the empty 'Worked example or implementation note' heading. 2026-10-28: Dropped 'Operational example': its text duplicated an earlier section word for word. 2026-10-28: Rewritten from a 238-word stub. Added a rule-record schema described in words, a worked mapping of one strategy to FTMO and Topstep floors using figures read on official pages on 2026-10-28, a replay procedure and Q&A.
Frequently asked questions
What does mapping a backtest to prop firm rules mean?
Writing a program's rules as testable conditions and checking your trade and equity ledger against them, so you can see whether the record would have stayed inside the floors and windows.
What data do I need for the mapping?
A ledger of entries, exits, sizes, prices and costs, plus the intraday price path of each open position. Closed-trade data alone misses intraday breaches.
How do I test a trailing floor?
Keep a running maximum of the end-of-day balance, set the floor equal to the maximum minus the limit, cap it at the starting balance and compare the next day's minimum equity with it.
What is a margin in this context?
The distance between your worst day's minimum equity and the floor, as a share of the floor or the limit. A thin margin means the fit is fragile.
Does passing the mapping mean I will pass the evaluation?
No. It shows that the historical record would have fit. The future can contain a worse day, so treat the result as evidence of fit, not a promise.