Scaling plans - Glitch Executor

Once funded, most firms scale account size based on cumulative profit. The scaling logic varies; the gotchas are universal.

How scaling works generally

Trigger: cumulative_profit_pct ≥ scaling_threshold (per firm)
       + consistency_rule_satisfied
       + minimum_cycles_at_current_size
Result: account_size × (1 + scaling_multiplier)

100,000 funded account that hits 10% profit (=

10,000) and satisfies the firm’s other gates scales to

125,000 (typical 25% step). The trader keeps the realised

10k profit; future trading runs on the larger balance.

Per-firm summary

Firm	Trigger	Multiplier	Notes
FundingPips Zero	10% profit + 2 cycles	+25%	Requires consistency in cycle
FTMO	10% profit (monthly)	+25%	“Scaling Plan” — opt-in
MyForexFunds	8% profit + 4 cycles	+20%	Post-relaunch; verify timing
Apex Trader Funding	Tier-based by profit milestone	varies	Multi-tier ladder
The5ers High Stakes	10% milestone	+50%	Aggressive scaling
GetLeveraged Turbo	10% profit + 2 weeks	+25%	Bi-weekly cycle

The hidden gotchas

Drawdown reference resets

After scaling, the new account size becomes the reference for both static (FTMO) and trailing (FundingPips) drawdown. If the account scales from

100k to

125k, the drawdown floor on FTMO Phase 1 resets to $112,500 (10% of new size). Operators who don’t re-compute their position sizing on the new scale risk over-leveraging into a tighter dollar-cushion.

Profit target re-anchoring

For firms that re-issue a profit target after scaling (FundingPips, GetLeveraged), the target locks in based on the new size. The next scaling trigger is 10% of the new

125k, not 10% of the original

100k. This is fine math, just easy to miss when projecting next-scale runway.

Fee + cost timing

Some firms charge a “scaling fee” at the moment of size increase (

50–

200 typical). The fee deducts from realised profit, not from the new balance, so the operator effectively pays for the scaling out of their cashable profit.

Consistency rule still applies

Hitting the scaling threshold doesn’t override the consistency rule. A 10% profit cycle dominated by one outlier day can satisfy the scaling trigger but fail the consistency check, halting scaling. Operators chasing scaling milestones often end up over-sizing on the days that count toward consistency.

Operator workflow for scaling

Plan the runway. Compute (target_size − current_size) ÷ realistic_monthly_return → months to target.
Don’t chase the scale. Trading bigger to hit the threshold faster usually breaches consistency or drawdown.
Re-run position sizing at every scale. New account size = new dollar-cushion = different lot sizes. Use /tools/position-sizing-firm-mode.
Verify drawdown rules post-scale. Some firms preserve the original DD percentage; some tighten on scaled accounts. Check the firm’s scaling-plan document directly.

What scaling is NOT solving

Scaling solves capital efficiency; it doesn’t solve edge. A strategy with negative expectancy that gets lucky to hit the scaling threshold simply hits a larger DD floor on the larger account. Scale only when your historical performance on the current size is reproducible. See related: drawdown math, payout cycles, consistency rule.

​How scaling works generally

​Per-firm summary

​The hidden gotchas

​Drawdown reference resets

​Profit target re-anchoring

​Fee + cost timing

​Consistency rule still applies

​Operator workflow for scaling

​What scaling is NOT solving