Historical risk comparison
20% more risk: higher payouts, more closed model accounts
For your comparison, 20% more risk produced about $1,200 more in modeled payouts and closed three extra accounts. Looking at the payouts alone hides the account path. This comparison used eight $25,000 model accounts on EURUSD, from March 2025 to August 2026. The lower-risk setting produced $6,962.40 in total modeled payouts, with two accounts closed. The higher-risk setting produced $8,180.86, with five accounts closed. Those are historical simulation results. No funded accounts were traded live and no money was received from a firm.
What changed between the two versions
The comparison kept the market, period and underlying trade choices the same. It increased the target for how widely returns swing from 10% to 12%. That is a 20% increase in the risk setting. These numbers describe the sizing model. They are not challenge profit targets or the percentage risked on a single trade.
Each model account had a 10% static loss limit. A guard closed the account at 9.75%, just inside that limit. The payout calculation used an 80% split of positive balances. The eight accounts came from four fixed seeds and their mirror images, so they are linked comparisons rather than eight independent samples.
The model deliberately used random directions with no expected advantage after costs. It tests what changing size did to the account paths. It does not show that the underlying trades would be a suitable strategy for a funded account.
Why the extra payout is only part of the result
An account that reaches its loss guard cannot keep producing payouts in this model. That matters even if it paid something before it closed. The higher-risk version collected more across the group, while leaving fewer accounts running.
Replacing an account also has a cost outside the trading balance. The source model used a $272 challenge fee. Three extra replacements would therefore cost $816. Subtracting that from the extra payouts leaves about $402. That simple calculation assumes every replacement passes on the first attempt. It gives no allowance for failed attempts or the time spent qualifying again.
A $25,000 or $100,000 account label is not the fee you pay to enter. A $10,000 loss allowance on a $100,000 model is not a $10,000 purchase price either. Keep the trading loss limit, the entry fee and the amount paid out in separate columns. They answer different questions.
Check whether size changed the outcome you care about
I would compare the payouts with account closures and replacement fees before choosing a risk setting. The result does not prove that smaller size is always better. It shows why the biggest payout total is too narrow a way to choose between these two settings. One trader might care most about keeping an account open. Another might compare the money received after all replacement fees. Those are different comparisons.
For your own report, first choose the outcome you actually want to measure. If it is income after fees, include every entry and replacement fee. If it is survival, count the accounts that reach a loss limit. Do not replace either measure with the largest winning trade.
Then compare both risk settings over the same dates with the same costs. Changing the dates as well as the size makes it harder to tell which change caused the difference. Keep losing accounts in the result, even when they stop trading before the end of the period.
A five-minute check before paying another fee
Open the two reports side by side. Compare total modeled payouts, closed accounts and replacement fees for the two risk settings. Check whether the extra payout still looks worthwhile after those fees.
That check will not establish a lasting advantage or predict your next challenge. It will show whether the headline payout has left out a cost that matters to you. The eight linked paths here are a comparison, not a reliable probability of what your account will do.
Check your own loss rules with the free Prop Rule Guard at https://stratcorealpha.com/rule-guard?ref=website.