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FundedNext: comparing firm spreads to IC Markets raw

Posted: Tue Sep 22, 2026 2:55 pm
by LondonScalper
FundedNext versus IC Markets raw is another venue comparison that only matters with a boring sample.

I care about the pairs and hours I trade, not a global average from a marketing PDF. If the firm feed is acceptable on EURUSD London but poor on metals, that goes in the allowlist — not in a motivational speech about "prop is fine."

What I log
  • Spread medians by session
  • Reject behaviour on stop entries
  • Whether firm rules force me flat when my personal playbook would still be active
Spread is one column. Rule friction is another. Both affect expectancy.

Anyone running FundedNext alongside a raw IC book — which pairs stayed on the firm, and which moved back to personal only?

Payout rules and news restrictions sit beside the spread columns. A firm can win on raw tightness and still lose for my desk if I cannot trade my real hours. Venue fit is multi-column, not a single medal.

I avoid declaring a forever winner. Firm conditions and my pair mix both move; the comparison is a living control, not a tattoo.