Minimum trading days is an evaluation requirement designed to ensure a pass reflects repeated performance rather than a single session — a trader must place qualifying trades on at least N distinct days before the phase can be completed.

The details that matter: what counts as a trading day (any executed trade, or a minimum size or duration — token one-click trades are excluded at some firms), whether the requirement applies per phase or overall, and how it interacts with any time limit. A low minimum-days requirement paired with no time limit is the most flexible combination; a high requirement paired with a short time limit quietly forces overtrading, which is a rules-driven path to a daily-limit breach.