Measured

FxPro Raw+ Trading Conditions — Measured

The hard numbers behind a Raw+ account, read straight from FxPro’s own MetaTrader 5 feed: contract specs, order rules and the 2,108 tradable instruments — last read 2026-08-07.

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Trading conditions split cleanly into the ones you can rehearse and the ones you can only meet. Order sizes and steps, stop and target placement, which instruments exist and how each contract is quoted - all of that is identical on a practice account and a funded one, so it can be drilled until it takes no thought at all. Fill speed and the absence of a minimum stop distance are conditions you inherit rather than practise: they shape what is possible, not what you do. The useful habit is to write down which rule you were relying on at the moment you placed each order, because the order history shows what you did and never why, and almost every first-month mistake is a rule that was practised and then quietly abandoned.

Contract specifications (measured)

Instrument	Min lot	Max lot	Lot step	Contract size	Tick value (USD)	Digits
EUR/USD	0.01	500	0.01	100,000	$1.00	5
GBP/USD	0.01	500	0.01	100,000	$1.00	5
AUD/USD	0.01	500	0.01	100,000	$1.00	5
USD/CAD	0.01	500	0.01	100,000	$0.72	5
USD/JPY	0.01	500	0.01	100,000	$0.63	3
XAU/USD (Gold)	0.01	500	0.01	100	$1.00	2

Read live from FxPro’s MT5 Raw+ account. ‘Tick value’ is the cash change per minimum price increment, per standard lot, in USD — what one point is worth to your P&L. Last read 2026-08-07.

Order rules and account risk

Minimum order 0.01 lot and maximum 500 lots, in 0.01-lot steps (0.01 lot = 1,000 units on an FX major).
No minimum stop or limit distance (stops level 0) — you can place a stop-loss or take-profit right next to price, which suits scalping and expert advisors.
Margin call at 10% and stop-out at 0% margin level, as measured on the Raw+ account — confirm the live levels in your own terminal before risking capital.
Contract size 100,000 units per lot on FX majors and 100 oz per lot on gold.

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Execution speed and slippage (measured)

Instrument	Order size	Avg fill	Max fill	Avg slippage (pts)	At price / better / worse
EUR/USD	0.01	89 ms	94 ms	0.0	3 / 0 / 0
EUR/USD	0.1	78 ms	78 ms	0.0	3 / 0 / 0
EUR/USD	1.0	89 ms	94 ms	0.0	3 / 0 / 0
GBP/USD	0.01	83 ms	94 ms	0.0	3 / 0 / 0
GBP/USD	0.1	83 ms	93 ms	0.0	3 / 0 / 0
GBP/USD	1.0	88 ms	94 ms	1.0	1 / 0 / 2
XAU/USD (Gold)	0.01	83 ms	93 ms	5.667	1 / 0 / 2
XAU/USD (Gold)	0.1	141 ms	250 ms	-4.333	2 / 1 / 0
XAU/USD (Gold)	1.0	83 ms	94 ms	9.667	1 / 0 / 2

Measured by placing real market orders on the Raw+ account and timing each fill; slippage is the price difference (in points) between the click and the fill, and ‘at price / better / worse’ counts how those fills landed. Small sample (a few round-trips per size) — indicative, last read 2026-06-24.

Instrument universe (measured)

FxPro’s live MT5 server carries 2,108 tradable instruments — the real count, not a rounded marketing figure. The major tradable asset classes:

Asset class	Instruments
Stocks	1,856
Forex	75
ETFs	46
Futures	43
Cryptos	36
Spot	22
Metals	12

Counted directly on the trading server. Availability of a specific instrument can vary by account and region.

Conditions you can rehearse, and conditions you simply inherit

The rehearsable half is larger than beginners expect. Minimum and maximum order size, the step between sizes, where a stop is allowed to sit, how a pending order behaves when price gets there - every one of those is the same on a practice account, and every one of them can be made automatic before real money is involved. Time spent here is never wasted, because these are the mechanics that fail first when you are distracted.

The inherited half is the measured behaviour of the server: how quickly a market order comes back, whether a stop can sit close to price, how many instruments the platform carries. The numbers in the tables above describe that half. You cannot practise them into being different - you can only decide which of your ideas they make possible.

The distinction matters because beginners routinely blame the inherited half for failures in the rehearsable one. A stop that was moved is not a fill problem. An order placed at the wrong size is not a platform problem. The order history separates the two in about ten minutes if you read it with that question in mind.

The rule you were relying on belongs in the journal

The history records the order. It does not record the rule you thought you were following, and that is the piece every review needs. One short line at entry - the size rule, the stop rule, the exit rule you intended - turns an anonymous row of fills into something you can hold yourself to.

Write it before the outcome is known. A rule recalled after a losing trade is always the rule that would have saved it, and a rule recalled after a winner is always the one you meant to follow all along. Both are useless as evidence and both feel completely sincere at the time.

Keep the wording identical week to week. If the stop rule is phrased three different ways across a month, the review turns into interpretation instead of comparison, and interpretation always finds in your favour.

What a weekly pass over the conditions actually checks

Start with size. Every order should match the size rule you wrote at entry, and the exceptions should be countable on one hand. A scattering of sizes with no stated reason is the clearest early sign that decisions are being made by feel and justified afterwards.

Then stops. Because there is no minimum stop distance to work around, a stop sits exactly where you put it - so the history is an honest record of whether you left it there. Positions that closed at a level nowhere near the written stop are the trades worth reading twice.

Then instruments. If the entries wander across the instrument list week after week, the conditions are not the issue and neither is the platform: it is the same first mistake in a different costume, and it is easier to fix on a practice account than on a live one. The single-pair profile is a reasonable place to narrow it back down.

Rehearsing the order rules until they cost you no attention

Place practice orders at the smallest allowed size until the ticket takes no thought - the size field is where distracted beginners make their most expensive typing mistakes.
Set a stop and a target on every single practice order, including the ones you intend to close by hand, so the habit survives the day you forget.
Rehearse modifying a live position: move a stop, part-close, and cancel a pending order, so none of those is a first attempt when it matters.
Write the size rule, the stop rule and the exit rule into the journal at entry, in the same words every time, and never edit them afterwards.
Read one week of orders against those three lines and count the exceptions - the count, not the profit, is the score for the week.

None of this needs a calculation. It needs the same five fields filled in the same order until filling them stops being a decision.

Which conditions practice can change, and which it cannot

Trading condition	Rehearsable on a practice account?	What it actually decides
Minimum order size and step	Yes - identical on both sides	How small a first live order is allowed to be
Where a stop may sit	Yes - same placement rules	Whether short-horizon ideas are workable at all
Fill speed on a market order	No - inherited from the server	How much of your outcome is decision rather than timing
Instrument list and contract size	Yes - same list to explore	Which markets are worth narrowing down to first
Modifying or part-closing a position	Yes - same ticket, same fields	Whether a plan survives contact with a moving price
Whether you leave a stop where you put it	No - only a live account tests this	Most of what the first live month teaches you

The rows a demo can settle are the rows worth drilling. The rows it cannot are the rows worth journalling.

Order rules and how each one reads in the history

Rule written at entry	What the history shows if it held	What it looks like if it did not
Fixed order size	The same size repeating without comment	Sizes drifting upward after a loss, downward after a win
Stop placed with the order	Every position carries a stop from the start	Stops appearing minutes after entry, or not at all
Stop left where it was put	Closes land on or near the written level	Closes far past it, usually on the losing side
One instrument at a time	A short, repetitive instrument list	A new symbol most weeks, each one recently in the news
Exit reason stated in advance	Positions closing for the stated reason	Positions closing at whatever hour attention ran out

The left column is written before the trade. The other two are read a week later. Nothing in between needs to be remembered.

Frequently asked questions

Which trading conditions can I actually rehearse on a practice account?

Everything about the order itself: size and step, where a stop or target may sit, how a pending order behaves, and how a position is modified or part-closed. Those are identical on a practice account, so they can be made automatic before anything is at stake.

What should the journal record about the order itself?

Three short lines written at entry - the size rule, the stop rule and the exit rule you intended to follow. The history will show what you did; only the journal shows what you meant to do.

How do I check whether I used the stop I practised?

Compare where each position actually closed against the stop level written at entry. Closes that land well past the written level, almost always on the losing side, are the trades worth reading twice.

Why does the same order feel different once the account is funded?

The ticket is identical, so nothing mechanical has changed. What changed is that a drawdown is money you had rather than information on a screen, and that is what makes a practised stop suddenly negotiable.

Does the absence of a minimum stop distance matter to a beginner?

It matters mainly as a removed excuse. A stop sits exactly where you put it, so the history becomes an honest record of whether you left it there, with no platform rule to blame for the difference.

What does a weekly review of order rules look like?

Count exceptions rather than profits. Every order that did not match the written size, stop or exit rule is one exception, and the weekly score is the count. A falling count is progress even in a week that lost money.

Is it worth rehearsing order types I do not plan to use?

One pass through each is enough to know they exist and what they do. Beyond that, drilling an order type you will not use is practice that feels productive and changes nothing about the first live month.