Minimum trading days
Minimum trading days is the number of separate days on which an account must place at least one trade before a challenge phase can be passed or a payout requested — commonly three to five.
A day counts when at least one trade is executed during that server day; profitability is irrelevant, and multiple trades in one day still count once. Definitions differ at the margins — some firms count a day when a position is opened, others also when one closes — and the server's day boundary, not your local time zone, decides which day a trade lands in.
The rule exists to prevent one-shot passes: without it, a single oversized trade could clear an 8% target in an afternoon. It pairs with the consistency rule where one exists — that rule spreads the profit across days; this one requires the days to happen at all. On funded accounts, a minimum number of trading days between payouts serves the same purpose for withdrawal cycles.
In a prop-firm challenge
Hitting the profit target early does not end the phase. With the target reached on day two of a five-day minimum, the account must still trade three more days, and traders commonly log the remaining days with minimal-size positions to avoid risking the result. The rule therefore sets a hard floor on how fast any challenge can be passed, a constraint quantified in how long to pass a prop firm challenge.