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Intraday versus end-of-day trailing drawdown

Two plans can publish the same trailing amount and give a strategy completely different amounts of room. The difference is when the floor is allowed to move.

In this guide 6 sections + questions

Key points

  • Intraday trailing counts unrealised profit, so an open position can raise the floor before you bank anything.
  • End-of-day trailing moves only at settlement, so intra-session spikes are ignored.
  • The same headline number is materially more forgiving on an end-of-day plan.
  • Several futures firms sell both models side by side at the same account sizes.

The difference in one picture

Both models trail: the floor rises with new highs and never comes back down. They differ on one question — what counts as a new high.

unrealised spikeintraday floorend-of-day floor
An intraday limit counts an unrealised spike and moves the floor with it; an end-of-day limit moves only at settlement, so the spike is ignored.

The unrealised spike raises the intraday floor immediately. The end-of-day floor ignores it and moves only at settlement.

  • Intraday: the high-water mark is your equity, including floating profit on open positions. A trade that goes your way and comes back has already moved the floor.
  • End of day: the high-water mark is your settled balance at the session close. What happens inside the session does not move the floor at all.

A worked example

Take a $50,000 account with a $2,000 trailing maximum loss. The floor starts at $48,000. You open a position, it runs $1,200 in your favour, and then you close it for a $400 gain.

Intraday trailingEnd-of-day trailing
High-water mark set$51,200 (unrealised peak)$50,400 (settled balance)
New floor$49,200$48,400
Room below your closing balance$1,200$2,000
Effect of the give-backPermanently consumed $800 of allowanceNone

You made $400 in both cases. On the intraday plan you also spent $800 of your remaining allowance on profit you never banked. Repeat that pattern for a week and the intraday account has very little room left while the end-of-day account is broadly where it started.

Why firms sell both

The two models suit different traders, and several firms publish both at the same account sizes so the choice is yours rather than theirs.

TradeDay is the clearest example in the current record: it publishes an Intraday Drawdown Evaluation and an End of Day Drawdown Evaluation across the same range of account sizes, so the drawdown model is the variable and everything else is roughly held constant. MyFundedFutures similarly publishes a rapid plan in both forms at 50K.

Where a firm sells both, the end-of-day version is usually slightly more expensive per month. That price difference is the firm charging for the extra room, and it is a fair way to see what the market thinks the difference is worth.

Choosing between them

This is one of the few places where an objective property of a strategy maps cleanly onto a published rule.

If your trading…Then…
Closes positions quickly with small give-backThe two models behave similarly; take the cheaper one
Lets winners run and trails a stopEnd of day is materially more forgiving
Scales out of positions over a sessionEnd of day, for the same reason
Holds through the closeCheck the plan's overnight rules first; many futures plans prohibit it entirely
Takes many small trades and banks each oneIntraday costs little, because equity and balance rarely diverge

When the measurement is not published

Some plans publish a trailing amount without stating the measurement. Rex shows those as "measurement not published" rather than assuming one, because assuming intraday would overstate the constraint and assuming end of day would understate it.

If a plan you are considering leaves it out, it is worth finding in the firm's terms or funded-account agreement before buying. It is not a detail: it is the difference the whole example above turns on.

What the record holds

Both models are present across the futures firms in the snapshot. Browse the two sets directly:

To see the price of the difference inside one firm, compare TradeDay's end-of-day 50K with its intraday 50K.

Common questions

Is end-of-day trailing always better?

It is more forgiving for strategies that give back unrealised profit, and it usually costs slightly more. For a strategy that banks profit quickly the difference can be negligible.

Does the floor reset each day?

No. Trailing floors do not come back down in either model. The models differ only on when the floor is allowed to go up.

Does the funded account use the same model as the evaluation?

Not always. Several futures firms switch model at funding, often to something closer to static. It is published, usually in the funded-account terms rather than on the pricing page.

Which model does Rex show on a challenge page?

Whichever the firm publishes, with the measurement named. Where it is absent the value says so rather than defaulting.

Compare the options this guide mentions

Opens 3 challenge options side by side, with every field that cannot honestly be compared marked rather than averaged.

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