FTMO vs FundingPips comes down to a single trade-off: FTMO asks you to clear a harder, more standardised evaluation in exchange for the longest operating history in retail prop trading, while FundingPips lowers the profit targets, removes the deadline and dangles a bigger share of the upside in exchange for being a much younger company. If counterparty durability is what you care about, and you can produce a 10% profit target followed by a 5% one without touching a drawdown limit, FTMO is the more conservative choice. If your edge needs room to compound, or the profit split is what makes your numbers work, FundingPips is the better structural fit. Neither firm wins outright — the answer depends on your holding period, your behaviour after a losing day, and how much of the payout you actually need to keep.
Key takeaways
- FTMO's standard route is a two-phase evaluation with a 10% profit target in Phase 1 and a 5% target in Phase 2 — 15 percentage points of gross profit to produce before you are trading funded capital.
- FundingPips undercuts that on both ends: lower targets, commonly 8%/5% or 6%/6% depending on which path you pick, and no calendar pressure forcing you to manufacture trades.
- FTMO's standard profit split is 80/20, scaling to 90% for traders who keep hitting its growth benchmarks. FundingPips markets higher-tier structures reaching 95%, and 100% in specific promotional or top-tier account types.
- A headline split only matters if payouts clear. Judge the percentage next to payout frequency and verifiable payout history, never on its own.
- Both firms return the evaluation fee, but the refund arrives attached to a payout — so the fee is working capital you have lent the firm, not a deposit you can call back.
- The drawdown rule, not the profit target, is what actually ends most evaluations. Lower targets help mainly because they shorten your exposure to the drawdown rule.
- Pick on holding period: intraday and short-swing traders give up little to FTMO's structure, while slow-compounding and position-style systems are penalised by every form of time pressure.
Stability versus flexibility: two different bets on the same business
Every prop firm rulebook is an argument about which traders the firm wants to keep. Having sat on the firm side of these programmes, I can tell you the parameters are not chosen by a marketing team throwing darts. Profit targets, drawdown types, minimum activity requirements and payout cycles are set to shape a distribution of outcomes: how many accounts reach funded status, how long a funded account survives, and how much the firm pays out per thousand evaluations sold. Two firms can offer the same nominal account size and be running completely different businesses underneath.
That is the honest frame for this comparison. FTMO and FundingPips are not competing on who is nicer to traders. They are competing on which trade-off they think you will accept: predictability with a higher bar, or accessibility with less history behind it.
FTMO's model: standardisation as the product
FTMO's defining characteristic is that it does one thing, the same way, for everybody. One core evaluation route, one rulebook, minimal exceptions, and a support and compliance process that behaves like an operations department rather than a chat window. That rigidity is easy to read as arrogance. It is closer to insurance.
The reason matters more than the rule. Standardisation means fewer edge cases, and edge cases are where prop relationships break. The disputes that end badly are almost never "the firm refused to pay a clean profit" — they are "the trader and the firm disagree about whether a rule was breached." Every optional add-on, promotional variant and one-off exception is another place that disagreement can live. A firm that ships one product with one interpretation has structurally fewer of those arguments, and after a certain volume of accounts that becomes a genuine feature rather than a limitation.
The second thing FTMO sells is simply having been there. It has traded through more than one industry-wide shock — platform provider changes, regulatory attention on the sector, and the collapse of firms that grew faster than their risk management. Longevity in this industry is not proof of virtue, but it is evidence of solvency, and solvency is the only firm attribute that matters at the moment you request a withdrawal. If you want to see how we weigh that kind of operational evidence against marketing claims, our methodology sets out what we count and what we ignore.
The cost of that model is real. A standardised evaluation is tuned for a particular kind of trader — one who can produce a meaningful return in a bounded window without changing how they size positions. If your system does not look like that, FTMO does not bend to accommodate you. You can review the current account structures and rule set on the FTMO firm page, and confirm anything you are about to pay for against FTMO's own site, which is the only authoritative source for its live terms.
FundingPips' model: optionality and a shorter distance to funded
FundingPips came out of the newer wave of firms, and it competes exactly where a challenger should: on the terms that are easiest for a trader to compare before buying. Lower profit targets. Multiple evaluation paths rather than one. No calendar deadline squeezing the evaluation. A higher advertised ceiling on the profit split.
None of that is charity — it is customer acquisition. A lower target means a higher proportion of buyers reach funded status, which means more traders talking about the firm publicly, which lowers the cost of the next thousand sales. That is a legitimate strategy, and for the trader it produces a genuinely better structure. It also means the firm is carrying more funded accounts per evaluation sold, which puts more weight on its risk management and its ability to fund payouts from a business that is still relatively young.
The optionality is the part traders underrate. Being able to choose between an 8%/5% path and a 6%/6% path is not a cosmetic difference — it changes which strategies are viable. A system that produces steady 0.3% days is punished by a front-loaded 10% first phase and rewarded by a balanced 6%/6% split across two phases. Details and current pricing sit on the FundingPips firm page, and the firm's own site carries the live rulebook.
Comparing the pillars of growth
Strip both firms down to the parameters that decide whether you make money, and the shape of the choice becomes obvious.
| Pillar | FTMO | FundingPips |
|---|---|---|
| Profit burden to reach funded | 10% then 5% — 15 points of gross profit across two phases | 8%/5% or 6%/6% depending on path — 13 or 12 points |
| Path choice | One standardised route | Multiple routes, chosen at purchase |
| Time pressure | Built around a bounded, disciplined evaluation window | Explicitly positioned as no time crunch |
| Standard profit split | 80/20 | Tier-dependent; verify at purchase |
| Split ceiling | Up to 90% via scaling against growth benchmarks | 95%, and 100% on specific promotional or high-tier structures |
| Operating history | The longest track record in the category | Young firm, grown fast in the recent boom |
| What you are buying | Predictability and counterparty durability | A shorter, cheaper path to funded capital and more upside per dollar earned |
The evaluation gauntlet: targets, time limits and trader psychology
Most comparisons stop at the profit target because it is the number on the sales page. The target is the least interesting parameter in the rulebook. It tells you how far you have to walk; the drawdown rule tells you how narrow the path is; and the time pressure tells you how fast you are being asked to walk it. Those three interact, and it is the interaction that decides outcomes.
FTMO's standardised rigour: what 10% then 5% actually costs
Take a $100,000 evaluation account. Phase 1 at 10% means producing $10,000 of gross profit. Phase 2 at 5% means another $5,000. That is $15,000 of profit generated before a single dollar is withdrawable, and it is generated under a drawdown regime that does not widen just because you are close.
Translate that into trade count rather than percentages, because trade count is what exposes you to risk. Assume a disciplined trader risking 1% of the account per position, with an average winner of 2R and a 40% hit rate. Expectancy per trade is (0.40 × 2) − (0.60 × 1) = 0.2% of the account. On those assumptions:
| Target | Profit on a $100,000 account | Trades required at 0.2% expectancy |
|---|---|---|
| 10% (FTMO Phase 1) | $10,000 | 50 |
| 8% (FundingPips path) | $8,000 | 40 |
| 6% (FundingPips path) | $6,000 | 30 |
| 5% (second phase, both firms) | $5,000 | 25 |
FTMO's full route on those assumptions is roughly 75 trades of exposure. A 6%/6% route is roughly 60. That fifteen-trade difference is not about effort — it is fifteen extra opportunities to hit the sequence of losses that ends the account. Every additional trade you are required to place is additional exposure to your own worst variance, and that is the mechanism by which higher targets fail people. The extra 3 percentage points are not "harder"; they are longer.
Now layer the drawdown on top. Suppose the account carries a 5% daily loss limit — $5,000 on that $100,000 account. Risk 1% per trade and take three consecutive losses in a session and you are 3% down, with $2,000 of daily room left and a target that has moved further away, not closer. This is the position where evaluations are actually lost. Having sat on the other side of these programmes, the failure data is boring: it is almost never the strategy. It is position sizing after a loss. The trader who was risking 1% starts risking 2.5% to "make the day back", and the rule that was never going to be a problem becomes the rule that ends the account within two sessions.
FundingPips' flexible horizon: what removing the deadline changes
The single most consequential thing a prop firm can do to a trader's behaviour is put a calendar on the evaluation. A deadline converts a probabilistic edge into a schedule, and edges do not run on schedules. A trader with a genuine 0.2% expectancy per trade needs a certain number of setups; if the market does not offer them inside thirty days, the trader either accepts failure or manufactures setups. They almost always manufacture setups.
FundingPips positions the absence of a time crunch as a headline feature, and it deserves the billing. Removing the deadline decouples the evaluation from market conditions. In a low-volatility fortnight you simply do not trade, and nothing about your progress deteriorates.
It is worth being precise about the other side of this, because this is the parameter that has moved most across the industry and the marketing has not fully caught up. FTMO's evaluation was designed in the era of hard 30-day and 60-day calendar limits, and much of the commentary you will read still describes it that way, but calendar deadlines have been rolled back widely across the sector, FTMO included, generally leaving minimum-activity requirements in their place. Do not take that from an article — including this one. Check the current evaluation terms on the firm's own site before you buy, because a rewritten rulebook is exactly the kind of thing that changes between a blog post being published and you clicking purchase.
Even where a hard deadline is gone, soft time pressure remains: minimum trading day requirements, consistency rules, and inactivity provisions all reintroduce a clock, just a quieter one. The honest comparison is not "deadline versus no deadline" but "how much does this firm's structure reward you for waiting?" FundingPips is explicitly built to reward waiting. That is a real advantage for swing and position traders and close to irrelevant for someone taking six intraday setups a week.
Evaluation fatigue: the quiet reason accounts fail
Evaluation fatigue is the cumulative psychological cost of repeated attempts, and it is the most under-discussed failure mode in this industry. It does not appear in any rulebook, and it does more damage than any single rule.
The mechanism is straightforward. A trader fails an evaluation, buys another, and now carries an unrecovered cost into the next attempt. The second attempt is not traded the same way as the first. Position sizing creeps up because there is now a deficit to erase. Patience shortens because the second fee feels like it demands faster proof. The trader who failed on discipline the first time buys a second account and brings the same discipline problem back, with less capital and more urgency. That is the loop.
Two structural defences exist. The first is lower targets, which is where FundingPips helps: fewer required trades means fewer chances for a fatigued trader to make the one oversized decision. The second is anything that removes urgency, which is where the absence of a deadline helps — a trader who can stop for a week without penalty is a trader who can break the loop.
The practical rule I would give anyone reading this: decide your maximum number of attempts before you buy the first one, write it down, and treat the third failure as information about your process rather than an argument for a fourth fee. If a strategy cannot produce 6% to 10% inside a fixed drawdown across three genuine attempts, the constraint is not the firm.
Payouts: profit splits, fee refunds and the cash flow nobody models
Passing is the part traders obsess over. Getting paid is the part that determines whether any of it was worth doing. This section is where the two firms genuinely diverge, and where the marketing is at its most misleading — in both directions.
Fee refunds: your money comes back, but later than you think
Both firms operate the industry-standard refund model: the evaluation fee is returned to you, and it is returned attached to a payout rather than at the moment you pass. That distinction is the whole story. Until you have completed a funded trading cycle and successfully withdrawn, the fee is not a deposit sitting in escrow — it is working capital you have lent to the firm at zero interest, with repayment contingent on your own performance.
Model it properly. Assume an evaluation costs $500 — the actual figure varies by firm and account size, so check live pricing before you rely on any number — and assume it takes you three attempts to clear it. You have spent $1,500. You reach funded status, produce $8,000 of gross profit on a $100,000 account, and take a first payout at an 80% split: $6,400, plus a $500 refund on the successful attempt. Net position: $6,400 + $500 − $1,500 = $5,400. That is the number that matters, and it is 33% lower than the $8,000 that appeared in your platform's P&L.
Two consequences follow. First, only the fee on the passing attempt comes back; failed attempts are a sunk cost, permanently. Second, the refund is a reimbursement, not a return — it does not compound, it does not accrue while you hold it, and it is only realised on success. Anyone budgeting for a prop career should treat evaluation fees as an operating expense with a partial rebate, not as capital.
Maximising the profit split: every percentage point, in dollars
FTMO's standard is 80/20 in the trader's favour, with the ability to scale to 90% as the account grows and the trader consistently hits established growth benchmarks. FundingPips markets a higher ceiling: higher-tier programmes where splits reach 95%, and 100% in specific promotional or top-tier account structures.
Here is what those percentages are actually worth on a $8,000 gross profit month on a $100,000 account:
| Split | Trader take-home on $8,000 | Extra vs 80% | Extra across six payout cycles |
|---|---|---|---|
| 80% (FTMO standard) | $6,400 | — | — |
| 90% (FTMO scaled) | $7,200 | $800 | $4,800 |
| 95% (FundingPips higher tier) | $7,600 | $1,200 | $7,200 |
| 100% (promotional or top-tier) | $8,000 | $1,600 | $9,600 |
Those are not trivial sums, and anyone who tells you a split is "just a number" has not run the arithmetic across a year. But the comparison is dishonest if you stop there, and this is where a 100% split needs a cold look. A 100% split sounds objectively superior — nobody turns down the whole pie — but a profit split is one term inside a package, and you are buying the package. The higher ceilings in this industry are typically attached to something: a higher entry cost, a promotional window with an expiry, a higher-tier account with its own qualification requirements, or a structure with tighter risk parameters that makes reaching a payout harder in the first place.
Run the comparison on expected take-home, not on the percentage. A 100% split on an account you have a materially lower chance of reaching a payout on is worth less than 80% of a payout you actually receive. The percentage is the last multiplier in the chain, and every term before it — pass probability, survival to the first payout, payout approval — matters more.
This is precisely why we built on-chain verified payout data: a split is a promise, a completed withdrawal is evidence. Before you weigh 95% against 80%, look at whether a firm's payouts are actually clearing, at what cadence, and whether that record extends far enough back to mean anything.
Cash flow: the constraint that decides whether you can keep trading
Split percentage and payout frequency are not independent variables — together they determine your cash flow, and cash flow is what allows a trader to keep operating without taking bad risk out of financial pressure.
Consider two traders producing identical results: $4,000 of gross profit per month on identical account sizes. Trader A is on an 80% split with a payout every 14 days. Trader B is on a 95% split with a payout every 30 days. Over six months, Trader A takes home $19,200 across roughly twelve payments; Trader B takes home $22,800 across six. Trader B earns $3,600 more and waits substantially longer for each instalment.
| Scenario | Split | Payout cadence | Six-month take-home on $4,000/month gross | Number of payments |
|---|---|---|---|---|
| Trader A | 80% | Every 14 days | $19,200 | ~12 |
| Trader B | 95% | Every 30 days | $22,800 | 6 |
Which is better depends on whether payouts are supplementary income or primary. If they are paying your rent, cadence outweighs percentage, because a trader waiting on a delayed payment is a trader tempted to force a result. If this is capital accumulation on top of other income, take the higher split and the longer wait every time.
The trading environment: assets, platforms and execution
Rules decide whether you pass. The trading environment decides how much of your edge survives the process. Traders systematically overweight the first and underweight the second, and then wonder why a strategy that backtested cleanly bleeds out during an evaluation.
Asset coverage and what it means for your strategy
Both firms operate primarily in the CFD space, covering the categories most retail strategies live in: forex majors and crosses, metals, index CFDs, energies and — subject to each firm's own rules — cryptocurrency. The categories are similar enough that the headline "we offer X instruments" comparison is close to meaningless.
What is not meaningless is the fine print around those instruments, and it is worth checking three things specifically before you buy:
- Weekend and overnight holding. Whether a firm permits positions to be carried over the weekend is a structural constraint on swing strategies, not a detail. A rule against it makes an entire category of system unusable regardless of how good the profit target looks.
- News event restrictions. Restrictions around high-impact releases can invalidate any strategy whose edge is concentrated around scheduled volatility. If your setups cluster around CPI and payrolls, this single clause matters more than the split.
- Instrument-specific risk parameters. Leverage and margin frequently differ by asset class, and crypto in particular tends to carry its own rule set. A strategy that works on EUR/USD may be uneconomical on the same firm's index products.
Diversification across asset classes matters less than people assume during an evaluation and more than they assume afterwards. During the evaluation, trading four instruments you understand poorly is worse than trading one you understand well. On a funded account held over months, correlation between your positions is what turns a bad week into a breach, and that is where genuine asset diversity earns its keep.
Modern platforms versus proven reliability
Platform choice divides on a clean line. MetaTrader 4 and MetaTrader 5 are the incumbents: unattractive, extremely well understood, and the only realistic option if you run expert advisors, custom indicators or any meaningful degree of automation. The tooling ecosystem around MetaTrader is two decades deep, and for an algorithmic trader that ecosystem is the product.
Against that sits the newer generation of web-native platforms that younger firms tend to lean on. They are faster to onboard, materially better on mobile, cleaner to look at, and usually more limited on automation and third-party tooling. FTMO's positioning skews toward the proven side of that line; FundingPips, like most firms built in the recent wave, skews toward the modern side. Platform availability changes frequently at both firms, so confirm the current list on the firm's own site rather than trusting any secondary source, this one included.
The practical guidance is unglamorous: choose the platform your strategy already runs on. An evaluation is the worst possible time to learn a new order-entry interface. A misclicked position size on an unfamiliar platform can breach a daily loss limit in a single trade, and the firm will not — and should not — reverse it.
Execution quality: the cost you pay on every trade
Execution is where evaluations quietly get harder than the sales page suggests. Spread, commission and slippage are a tax levied on every trade, and the tax is charged against the same profit target you are trying to hit.
Put a number on it. On EUR/USD, one pip on a standard lot is roughly $10, so a 0.3 pip difference in effective round-turn cost is about $3 per lot. A trader turning over 100 standard lots a month pays $300 more at the worse venue. Against a $10,000 Phase 1 target on a $100,000 account, that is 3% of the target handed over before the strategy does anything. Across the full 15% FTMO route, an execution disadvantage compounds through every one of the roughly 75 trades our earlier expectancy model implied.
Execution therefore interacts with the profit target rather than sitting beside it: a higher target demands more trades, and more trades multiply the tax. A firm with a lower target and mediocre execution can beat a firm with a higher target and excellent execution, and vice versa.
What to actually test, in order: effective spread on your specific instruments during the sessions you trade, not the advertised average; fill quality during high-impact news, if your strategy trades it; and slippage on stop orders, which is the cost that never appears in any marketing material and the one most likely to breach a drawdown limit. Both firms operate through broker and liquidity relationships that determine all three, and those relationships change. Test with a demo before you buy, or accept that you are buying blind.
Community, compliance and choosing between them
The last set of differences are the ones that only matter once something has gone wrong — which is to say, the ones that matter most.
Support: institutional process versus fast response
FTMO's support behaves like a department: ticketed, documented, escalating through defined stages, and slower on trivial questions than a Discord server. FundingPips, like most firms of its generation, competes on immediacy — live chat and community channels where the response time is measured in minutes.
Speed is what you notice while everything is working; process is what you need when it is not. A documented, ticketed trail is what carries weight in a dispute over a rule breach or a delayed payout, and a fast reply in a chat window carries none. Conversely, a trader chasing a platform issue mid-session does not care about audit trails.
There is a cheap test almost nobody runs: before you buy anything, send both firms a specific pre-sale question — not "what are your rules" but something narrow, like whether a particular instrument class permits weekend holding. Measure how long the reply takes and whether it actually answers the question. A firm that cannot answer a precise question clearly before it has your money will not become clearer afterwards.
Rapid growth and industry scrutiny
The prop sector has spent the last few years under sustained pressure: regulatory attention in multiple jurisdictions, platform and technology providers changing what they will support, and a meaningful number of firms failing outright or restructuring their obligations to funded traders. Anyone comparing two firms in this industry has to price that in.
The asymmetry between FTMO and FundingPips is here, not in the rulebooks. FTMO has been through several of these shocks and continued paying. FundingPips grew quickly during a period of unusually favourable conditions and has not yet been tested across a full cycle. That is an observation about evidence, not an accusation — new firms are not inherently worse, they are inherently less proven, and those are different statements.
What to actually monitor, for either firm and for any firm you use:
- Terms changes. Watch for rule modifications applied to existing accounts rather than only to new purchases. A firm that changes the rules under live traders is telling you something about its risk position.
- Payout consistency. Not whether payouts happen, but whether they happen on the stated cadence, at scale, over time.
- Jurisdictional availability. Firms in this sector withdraw from countries at short notice. If you live somewhere that has seen firms exit, confirm current availability directly before buying.
- Concentration risk. Never hold your entire funded exposure at one firm. Splitting across two firms costs you a little in fees and removes a single point of failure that has bankrupted traders' entire prop businesses.
None of this is unique to these two firms. If you want the broader structural picture, our data-driven guide to the 2026 prop firm landscape covers how the category as a whole has reorganised itself, and it is worth reading before you commit to anyone.
Which firm fits which trader
Matching yourself to the structure is more productive than arguing about which firm is better. Here is the mapping I would use.
| Trader profile | Better structural fit | Why |
|---|---|---|
| Intraday trader, 5–15 setups per week, consistent sizing | FTMO | Trade frequency absorbs the 10%/5% burden easily; you gain the durability without paying much for it |
| Swing trader holding days to weeks | FundingPips | Lower targets and no calendar pressure suit a strategy that cannot manufacture setups on demand |
| Algorithmic or EA-driven system | FTMO | Deep MetaTrader tooling and a stable, unchanging rule set that an automated system can be built against |
| Trader who has failed two or more evaluations | FundingPips | A 6%/6% route materially reduces required trade count and therefore exposure to the same failure mode |
| Trader relying on payouts as primary income | Depends on cadence | Payout frequency and verified payout history matter more than the split percentage |
| Trader scaling toward a large funded book | Both, split | Concentration risk is the real threat at size; run capital at more than one firm |
If FTMO's structure appeals but the profit burden does not, it is worth widening the field before deciding — our FTMO and The5ers comparison looks at a firm built specifically around slower, longer-horizon trading, which is a different answer to the same problem FundingPips is solving.
Frequently asked questions
Is FTMO or FundingPips easier to pass?
FundingPips is structurally easier on the two parameters that matter most: it asks for less profit (commonly 8%/5% or 6%/6% versus FTMO's 10% then 5%) and it does not impose a calendar squeeze. On a $100,000 account that is $12,000–$13,000 of required profit against $15,000. The drawdown rules still decide most outcomes at both firms, so "easier" means fewer required trades and therefore less exposure to your own worst variance — not a soft evaluation.
Which firm has the better profit split?
FundingPips advertises the higher ceiling: up to 95%, and 100% on specific promotional or top-tier structures, against FTMO's 80/20 standard that scales to 90% for traders hitting its growth benchmarks. On $8,000 of gross profit that is a difference of up to $1,600 per payout cycle. The higher ceiling is usually attached to a higher-tier or promotional package, so compare the whole structure and the payout record rather than the headline percentage.
Do FTMO and FundingPips refund the evaluation fee?
Both operate the standard refund model, and both return the fee attached to a payout rather than at the moment you pass. Only the fee on the attempt you actually pass is refunded — failed attempts are a permanent cost. Budget evaluation fees as an operating expense with a partial rebate, not as recoverable capital.
Does FundingPips have a time limit on its evaluations?
No — the absence of a calendar deadline is one of the features FundingPips markets most prominently, and it genuinely changes trader behaviour by removing the incentive to manufacture setups. Soft time pressure can still exist in the form of minimum activity or consistency provisions, so read those clauses specifically. Hard calendar deadlines have been rolled back widely across the industry, so verify the current terms at any firm before assuming either way.
Can I trade at FTMO and FundingPips at the same time?
Yes, and at scale it is the sensible approach — running capital at more than one firm removes a single point of failure that has ended traders' entire prop businesses. Each firm's rules apply independently to its own accounts, so a breach at one does not affect the other. The practical constraint is your own attention: managing two evaluations simultaneously with different rulebooks is a common way to breach both.
Is FundingPips safe given how new it is?
Being newer means being less proven, which is not the same as being worse. FTMO has continued paying through several industry-wide shocks; FundingPips grew quickly in favourable conditions and has not yet been tested across a full cycle. Judge it on evidence you can verify — payout consistency at cadence, over time, and whether rule changes are applied to existing accounts — rather than on age alone or on marketing claims.
Which is better for a first-time prop trader?
For a first evaluation, the lower target and the absence of a deadline make FundingPips the gentler introduction, because both reduce the number of trades you must place under pressure. That said, the more useful decision for a first-timer is account size, not firm: buy the smallest account that makes the exercise real, prove the process, and scale only after you have completed a full cycle from evaluation to withdrawn payout.
Before you buy: an honest note on risk
Evaluation fees are real money and most people who buy one do not reach a payout. Nothing in this comparison is a prediction that you will pass, at either firm, and no rule set can convert a strategy without an edge into a funded account. Treat a challenge fee the way you would treat any speculative expense: only risk what you can afford to lose entirely, and stop when your predetermined attempt limit is reached rather than when your patience is.
The decision between these two firms is genuinely close, and it is close for a good reason — they are optimising for different traders. FTMO sells predictability and a track record at the cost of a higher bar. FundingPips sells a shorter route and more upside at the cost of a shorter history. Work out which of those costs you can actually absorb, then verify the current numbers yourself: rulebooks, prices and splits in this industry change faster than any article can track. Our side-by-side firm comparison is kept current for exactly that reason, and it will tell you what both firms look like today rather than what they looked like when this was written.
