FTMO vs Earn2Trade: which rulebook fits your trading

A trader choosing between these two is not choosing between two versions of the same product. They are choosing between two different instruments, two different account mechanics and two different payout schedules. The fee difference is real but secondary; the market decides what the method has to look like.

One framing note. Figures below describe the published structure and the mechanics behind it, not a quotation of the current schedule. Both firms revise plans, and futures firms revise them more often than forex firms. Confirm every number on the plan page before buying.

The choice underneath the comparison

FTMO evaluates forex and CFD trading on MetaTrader platforms, with a two-phase structure and a static percentage floor. Earn2Trade evaluates futures contracts on a dedicated futures platform, with a trailing dollar threshold and contract-based sizing.

That difference propagates through everything else. A forex method that trades five pairs in a session has no direct equivalent on futures, where the instruments are index, energy and metal contracts with defined tick values. A futures method that holds a position for two hours across a data release has no direct equivalent on a forex account with a different session structure and a different gap profile.

The fifth and sixth rows are the ones that reshape a strategy. A forex method can hold a position for days and pay swap; a futures method must consider the daily settlement and the session close. Neither is harder, but a method has to be rebuilt for the market rather than ported.

Two rulebook shapes

The two structures differ in how many chances they give and how failure is measured.

A percentage target and a dollar target are not interchangeable when the account size changes. On a percentage plan, a larger account requires proportionally more profit and allows proportionally more loss, so the difficulty is roughly constant. On a dollar plan, the target and the threshold are both set per account size, and the ratios can vary between sizes — which is why the same programme can be easier on a larger account.

The phase count matters for cost and time. Two phases mean two counts and two target periods; a single-phase programme completes faster but typically pairs the shorter path with a tighter threshold. Neither is better in general; they are different trade-offs between time and difficulty.

Static percentage versus trailing threshold

This is the most consequential mechanical difference, and it is easiest to see in a sequence of wins and losses.

The static floor forgives a give-back; the trailing threshold does not, because it has followed the peak. A trader whose normal pattern is a strong run followed by a partial retracement will find the static floor far more forgiving, and that is a strategic consideration rather than a footnote.

The trailing threshold compensates in the other direction once it locks. After the floor stops moving, additional profit becomes genuine buffer, and the account gets structurally safer as it grows. A static floor never improves: the distance to failure is fixed at the start and the only variable is equity. So the trailing model is harsher early and more rewarding late; the static model is uniform throughout.

Which suits a method depends on the shape of its equity curve. A method with frequent small wins and rare large losses fits the static floor, because the losses happen before the profit is banked. A method that compounds steadily and rarely retraces fits the trailing threshold, because the lock converts its consistency into room.

Lots and pips versus contracts and ticks

Sizing does not transfer. The arithmetic is the same in form — risk divided by the loss per unit at the stop — but the units are different and the granularity is different.

The fourth row is the practical constraint on futures. A trader who needs $500 of risk and finds that each contract on a 20-tick stop risks $250 can trade two contracts, or one, but not 1.6. The step size is coarse, so the choice is between slightly too little and slightly too much risk. Micro contracts reduce the step but do not eliminate it.

Forex has the opposite problem: granularity is fine, so the risk can be matched precisely, which encourages over-precision. A trader who sizes to 2.47 lots believes the risk is controlled to the dollar, and then a gap through the stop makes the precision irrelevant. Both markets reward a buffer above the calculated minimum rather than exact matching.

Sessions, holding and gap risk

Forex trades nearly continuously from Sunday evening to Friday, which means an overnight position carries swap and weekend gap risk but no daily settlement event. Futures has defined hours and a daily settlement, which means a position held through the close is marked and settled, and the next session opens with that mark as the reference.

The settlement row matters for a rule interaction rather than for cost. Because futures marks to market daily, a floating profit becomes part of the account's equity reference each day, which is what makes a trailing threshold respond so quickly. A forex account's floating profit affects equity for a daily-loss calculation but does not reset a static floor, so the same good day has a different effect on the two rulebooks.

Holding rules also differ by plan rather than by market. Some forex plans restrict weekend holding to a specific account type; some futures plans restrict holding through the settlement or across specific events. Reading the calendar rule is more important than knowing the market's general behaviour.

How each payout is gated

The payout mechanics differ in shape, not just in length.

The fourth row is where the futures model needs care. On a static floor, withdrawing profit leaves the floor where it is, so the buffer between equity and failure shrinks by exactly the amount withdrawn. On a trailing threshold that has not yet locked, the same withdrawal can leave the account with the original trailing amount of room while the floor stays at its trailed level — which means the next drawdown has less room than the one before.

A cycle-based payout also imposes a planning constraint that a request-based system does not: the date is fixed, so a trader who finishes just after the cutoff waits a full cycle. A request-based system rewards finishing early and then requires continued activity for the count, which is a different behavioural pressure.

Cost of a mistake on each

The same percentage error costs different amounts because the sizing units differ.

The third row is a genuine advantage for futures in one specific sense: index, energy and metal contracts respond to different drivers, so a basket can be more independent than a basket of currency pairs that all express a dollar view. That is not a rulebook advantage; it is a market property, and it matters when a trader is trying to use several positions without concentrating risk.

Which fits which trader

The second row is the clearest fit in the table. A futures scalper needs tick-level sizing and a defined session; a forex account with pip sizing and near-continuous hours is a different instrument, not a different venue for the same method. The method has to be rebuilt around the market's mechanics, and the rebuild is the cost of switching — a cost that is paid whether the new firm's terms turn out to be better or worse in every respect that matters to the trader's method.

The sixth row is where most cross-market attempts fail. A system built for one market has a position-sizing model, a session model and a stop model calibrated to that market. Moving it to the other requires re-deriving all three, and the backtest has to be rebuilt on the new instrument's tick data before the result means anything.

Switching between them

A trader who moves from one to the other should treat it as a new method, not a new account. Four things change at once: the sizing unit, the session, the floor mechanism and the payout gate.

1. Re-derive the risk unit. Convert the percentage risk into contracts or lots on the new instrument, and check the granularity.
2. Re-measure the setup frequency. The new market's session structure changes how often a setup appears, which changes the schedule.
3. Re-plan for the floor. A trailing threshold needs a different drawdown plan from a static percentage floor.
4. Re-check the payout gate. Cycle or threshold, and which count applies to the funded account.

The cheapest way to do this is a demo month on the new market before buying an evaluation. That month produces the setup count and the average win in the new units, which are exactly the two numbers the schedule needs. Buying an evaluation to discover them is an expensive way to run the same measurement.

Conduct rules and what they reveal

Conduct clauses describe what a firm is worried about, and the worries differ by market. A forex firm's main exposure is a trader exploiting feed or execution differences across many small orders. A futures firm's exposure is a trader concentrated in one contract at a size that the evaluation fee did not price.

The second row is the one that surprises traders moving to futures. A hedge that offsets exposure does not just reduce risk; on a trailing-floor account it can preserve the floor while the position is moved, which is a mechanical exploit rather than a trading decision. Firms therefore restrict it explicitly, and the restriction is about the floor rather than about the hedge.

The fourth row is shaped by market structure. Futures sessions are short and the big releases fall inside them, so the risk is intraday rather than overnight. Forex pairs trade through the release and through the night, so the risk is both. Both firms restrict the window; the practical planning differs because one has a session close to work with and the other does not.

Running both markets in one book

A trader with accounts at both firms is running two books with different mechanics, and the risk that matters is the correlation between them.

The first and third rows are the common mistakes. A trader who is long an equity index and short the dollar believes they hold two positions; in a risk-off move both lose, and the daily limits on two accounts are consumed together. The aggregate is the number that matters, not the per-account figure.

The fourth row is the configuration that earns the diversification the account count implies. Different instruments, different drivers, different sessions — and, where possible, different rulebook floors so that one account's failure mode is not shared by the other.

That last clause is specific to this comparison. A static percentage floor and a trailing threshold fail under different conditions: the static floor survives a give-back, the trailing one does not; the trailing one rewards a sustained climb once it locks, the static one does not. Holding one of each is a genuine hedge against the failure mode that most often ends a single-account trader.

Operationally, one ledger across both accounts is the minimum. Without it, the correlation is invisible until a bad session reveals it.

What to ask each firm

1. Is the floor static or trailing, and at what level does it stop trailing?
2. Is the daily loss measured on equity or on closed balance, and when does it reset?
3. What counts as a trading day, and does the count reset between phases?
4. Is weekend holding permitted on the account type I am buying?
5. What automation is excluded by the conduct clause?
6. What is the first payout gate: a cycle date, a threshold, or both?
7. Which fees apply to a first withdrawal, and are they fixed or proportional?

The first question is the one that decides more than any other. A trader who knows whether the floor trails and where it locks can price the risk of a give-back, which is the event that most often separates a funded account from a payout. The remaining questions are administrative but each one can move a date by weeks.

Ask in writing and keep the answers with the dated terms. On a cross-market comparison the chance of misreading a term from the other market's habits is high, and a written answer is the only thing that settles which rulebook applied.

Three comparison myths

Most comparison content repeats three claims that do not survive contact with the mechanics.

"The lower profit target is the easier plan." A target is only meaningful next to the floor and the time allowed. A 5% target against a 4% floor is harder than a 10% target against a 10% floor, because the account has less room relative to the distance it must travel. Comparing targets across firms without the ratios is comparing numerators without denominators.

"Futures is faster because the account is smaller." Futures accounts often are smaller in notional terms, but the payout gate includes a dollar threshold, a minimum-day count and a review. The smaller account does not shorten any of them; it just makes the fixed fees proportionally larger. A $50,000 account and a $200,000 account can have the same calendar and very different economics.

"The platform does not matter if the rules are better." On a futures account the platform carries the contract specification, the session hours and the settlement. On a forex account it determines the account model and the stop handling. A rulebook that fits the method but a platform that cannot express it is not a fit, and the mismatch usually appears in the first week.

The third column is the useful part. Each myth is a question that has not been asked precisely, and each precise version has a numeric answer that can be compared across firms without needing to trust a review.

There is a fourth claim that is not a myth but is frequently misapplied: that one firm is "more regulated" than the other. Regulatory status matters for how a firm holds client money and how disputes are resolved, and it is worth checking. It does not tell you anything about whether the rulebook fits your method, and a trader who chooses on that basis alone is optimising the wrong variable.

The four claims share a structure: each takes a single number or label and treats it as the whole product. A target without a floor, an account size without a payout gate, a rulebook without a platform and a licence without a rulebook are all partial descriptions. The comparisons that hold up are the ones where every claim has been converted into a number that can be applied to the trader's own method.

Common questions

Is FTMO or Earn2Trade better for a beginner?

It depends on the market the beginner actually trades. A forex trader is better served by a forex rulebook; a futures trader by a futures one. The market decision comes first, because the sizing and session mechanics do not transfer between them.

Which has the easier drawdown rule?

A static percentage floor is more forgiving after a good run, because profit does not raise the failure level. A trailing threshold is harsher early and more rewarding once it locks. The easier rule depends on the shape of your equity curve.

Can I trade forex on Earn2Trade?

No. It evaluates futures contracts. The instruments, the platform and the sizing units are all futures-specific, which is the central difference from FTMO.

Can I trade futures on FTMO?

The standard plans evaluate forex and CFD trading on MetaTrader and cTrader. Futures require a firm and platform built for contract trading, which is a separate product category.

Which payout comes faster?

It depends on the gate. A cycle-based payout waits for the date; a threshold-based payout waits for the profit and the minimum-day count. Neither is faster in general, and the first payout is slower on both because account details are verified once.

Do both require a minimum number of trading days?

Both apply a count at some stage, usually per phase on a two-phase forex plan and at funding or payout on a futures plan. The definition of a qualifying day differs, so read it rather than assuming.

Is a trailing threshold always worse than a static floor?

No. It is worse until it locks, because profit does not create room. After the lock, additional profit becomes real buffer, which a static floor never provides. The two models reward different equity-curve shapes.

Can I run the same strategy on both?

Only after re-deriving the sizing, the session model and the stop model. A system calibrated to pips and continuous hours does not behave the same way in ticks and defined sessions, and the backtest has to be rebuilt before the comparison is meaningful.

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FTMO and Earn2Trade are named for identification only. ElitePropX is an independent service and is not affiliated with, endorsed by or sponsored by any proprietary trading firm. Plan structures and figures change; verify them against each firm's current terms before purchasing an evaluation. Trading involves substantial risk of loss.