The algo trades. You live. Every session.

On any standard prop firm combine — Topstep or Apex, any size — start with CPTL Core, our primary prop algorithm. It's Monte Carlo simulated 4,000 times per account and contract size, and it outperforms ZI in every tested cell. CPTL ZI is available as an alternative if you specifically prefer a higher win rate and can accept a thinner edge. On a live funded account or a prop with a wide trailing drawdown allowance, run CPTL XI — three years live, +324% total return.

Both are MNQ breakout algorithms from the same family, but tuned differently. ZI wins more often — 72.9% vs Core's 66.99% — but its average winning trade is smaller, giving it a thinner profit factor (1.33 vs 1.541). In prop firm simulation, that thinner edge shows up everywhere: ZI's best-case pass rate is 63% versus Core's 74%, and its median payouts run roughly a third of Core's across the board. Higher win rate sounds safer, but prop rules are unforgiving of small edges — which is why Core, not ZI, is our recommended default.

We took each algorithm's real trade distribution — Core's full-year backtest of 307 trades, ZI's of 314 — and resampled it by whole trading days 4,000 times per account/size combination, so intraday streaks and the martingale position-sizing ladder stay realistic rather than randomly shuffled. Topstep's trailing drawdown is modeled end-of-day with fixed daily-loss lockouts; Apex is modeled in real time at trade resolution, which is a stricter test. Payouts assume a simplified monthly sweep above each account's safety buffer. Fees, commissions, and slippage are excluded, and actual firm payout calendars or consistency rules aren't modeled — so treat these as a rigorous simulation, not a guarantee.

CPTL XI's max drawdown runs roughly 19–23% depending on the window. Standard combines like Topstep and Apex enforce tight trailing drawdown limits that a drawdown of that size can breach. CPTL Core and CPTL ZI were both simulated directly against those combine rules — if you're trading a prop account, start there.

No. All three algorithms run fully automated through TradingView and TradersPost — once configured, orders fire during session hours with zero manual input. You receive real-time trade alerts in the Discord and through your broker confirmation. Set it, let it run.

Any paid TradingView plan and TradersPost for order routing. Compatible with Tradovate, NinjaTrader, Rithmic, and all major TradersPost-supported brokers — including Topstep and Apex funded accounts. Full setup guides are included with your subscription.

We post every result publicly — wins and losses, no exceptions. Our most recent losing week on CPTL XI (June 15–19, 2026) closed at −$975, our first red week in a while. The algorithm ran exactly as designed: no panic, no manual override, no adjustments. A losing week does not mean a broken edge. The three-year record across 602 trades is what defines CPTL XI, not any single week.

Both are coming soon. Join on Whop now to be first in line — subscribers get priority access at launch and receive the announcement in the private Discord before it goes public.

No. QuantCPTL is not a registered financial advisor. All results shown are from backtesting, Monte Carlo simulation, or historical performance, and do not guarantee future results. Trading futures involves substantial risk of loss. All trading decisions are your responsibility.