Execurve
Hedging for funded flow

Hedge Your Funded Traders
at the ratio you choose

Mirror funded accounts into your own liquidity-provider accounts at any ratio from 0.1× to 5×, set per trader and per provider. Cover a tenth of the flow or all of it — the decision is a slider, and nothing changes for the trader.

Trade Copying Manager

Funded flow, mirrored to your providers

Lot ratio1.0×
Connections live
3 of 4
Trader volume mirrored
115.50 lots
Sent to providers
123.90 lots
TraderProviderOpen volumeRatioSent to LPStatus
M. Chen
FND-100248
LMAX38.501×38.50Active
S. Williams
FND-100315
LMAX26.002.5×65.00Active
J. Martinez
FND-100402
Bybit51.000.4×20.40Active
A. Petrov
FND-100471
LMAX14.001×—Paused

Each funded trader is connected to a provider at its own ratio, and a connection can be paused or stopped without touching the trader's account — they keep trading either way.

Decide how much risk leaves the building

The ratio is the lever that matters. Below 1× part of your funded flow stays on your own book; at 1× it is covered; above 1× you are deliberately holding a position alongside your traders. The engine does not make that call for you.

1.0×
0.1×1×2×3×4×5×
Funded flow, gross
126.50 lots
The net position your funded accounts hold
Sent to providers
126.50 lots
What the copier mirrors out at this ratio
Held alongside traders
0.00 lots
Exposure beyond full cover — yours, by choice

What 1.0× means

Covered externally100%

At 1.0× every funded lot is matched by a lot at the provider. What the traders make, the hedge makes; what they lose, it loses. The firm is left with its fees rather than the market.

Caps still apply. A per-symbol exposure ceiling, the deadband, the cooldown and the kill switch sit between the ratio and the provider, so one session cannot run away from the policy you set.

A hedging desk, not a copy-trading app

Firm-side infrastructure: your traders never see it, and their accounts behave exactly as they did before.

Ratio from 0.1× to 5×

Set in tenths, per trader and per provider, and changed without touching the trader's account. Reverse is a switch on the same connection when you want the other side of a flow.

Symbol and size mapping

Maps the trader's symbol to the venue's and carries the source contract size with it. One lot on the platform is not one lot at the venue — the map is what keeps a hedge from arriving a tenth of its intended size.

Hedging policy per instrument

Exposure cap, deadband, drift tolerance, release threshold, cooldown, minimum order size and size increment — set for each instrument and provider, so gold does not have to behave like the index book.

Kill switch

Stops every outgoing hedge for an instrument and provider at once, and a single connection can be paused or stopped on its own while the rest keep running.

More than one provider

Connections are per provider, so FX can sit with one venue and crypto with another, each with its own mapping profile and its own policy.

Net exposure monitor

Per instrument and provider: gross long and short, what is internalized, the target the ratio implies, what is actually at the provider, what is pending and what is still residual.

Reverse copy exists for flow you have measured and decided to take the other side of. It is a position, not a strategy the engine recommends — the scoring on the risk desk is what tells you which flow is which.

Frequently Asked Questions

How the firm-side trade copier works — and what it isn't.

It hedges. Your funded traders' order flow is mirrored into your own liquidity-provider accounts at a lot ratio you set — anything from 0.1x to 5x, in tenths, per trader and per provider. At 1x the flow is covered: whatever the traders make on your books, the hedge makes at the venue. Below 1x you keep part of the risk in-house on purpose; above 1x you are holding a position alongside your traders, which is a decision rather than a default.

No — and the distinction matters. Your traders don't copy anyone and nothing changes in their experience; the mirroring happens on the firm's side, from trader accounts into the firm's provider accounts. If you're a trader searching for prop firms that allow copy trading, this page describes the engine firms run internally, not a service for traders.

It depends on how much of the funded flow you want to carry. Firms starting out often cover most of it (0.8x-1x) and keep the rest, then lower the ratio on cohorts they have measured and can absorb. Going above 1x is not hedging — it adds an outright position in the traders' direction, so it belongs on flow you have scored and sized deliberately.

A hedging policy per instrument and provider: an exposure cap the copier will not send beyond, a deadband and drift tolerance so it is not chasing every tick, a release threshold and cooldown between corrections, the venue's own minimum order size and increment, and a kill switch that stops every outgoing hedge for that instrument at once. Single connections can also be paused or stopped without touching the trader.

You connect your own LP or broker accounts, and the copier routes flow into them. If you don't have a liquidity relationship yet, we can introduce you to trusted institutional partners as part of onboarding.

Know where your risk sits

Hedge the flow you would rather not carry, keep the part you would, and see both on one screen.