diff --git a/lib/master-protocol.ts b/lib/master-protocol.ts
index 53d3457..97e4ae8 100644
--- a/lib/master-protocol.ts
+++ b/lib/master-protocol.ts
@@ -28,6 +28,19 @@ export interface AccountTypeStats {
      *  calendar only projects accounts still on the winning path. Optional so
      *  an older master simply ignores it. */
     daysHist?: Record<number, number>;
+    /** One entry per live account (negative ones included, dead ones not):
+     *  its actual progress toward the current target, so the master can
+     *  simulate the real required profit instead of assuming the winning
+     *  path. A withdrawal resets the path, so days/maxDay/sum cover only the
+     *  current cycle (client.dailyPnL is already the active-cycle slice),
+     *  while profit stays the full equity profit. withdrawals > 0 tells the
+     *  master the trail locked long ago; target/consistency/minDays carry
+     *  this cycle's effective values from resolveEffectiveConfig. Optional so
+     *  an older master simply ignores it. */
+    payoutStates?: {
+        days: number; profit: number; maxDay: number; sum: number; high: number;
+        withdrawals?: number; target?: number; consistency?: number; minDays?: number;
+    }[];
 }
 
 export interface FirmStats {
diff --git a/lib/reporter.ts b/lib/reporter.ts
index 4140415..1e34777 100644
--- a/lib/reporter.ts
+++ b/lib/reporter.ts
@@ -17,7 +17,7 @@ import { getClients } from './clients';
 import { getTradableFirms } from './firm-catalog';
 import { getAccountConfig } from './account-type-resolver';
 import { getSchedulerStatus } from './auto-trade';
-import { combineCmeSessions, computeDayPlan, currentTradeDateCT, LEG_COMPLETION_EPSILON } from './trading-logic';
+import { combineCmeSessions, computeDayPlan, currentTradeDateCT, LEG_COMPLETION_EPSILON, resolveEffectiveConfig } from './trading-logic';
 import type { AccountTypeStats } from './master-protocol';
 
 function collectFirmStats() {
@@ -95,6 +95,45 @@ function collectFirmStats() {
                 hist[combined.daysTraded] = (hist[combined.daysTraded] ?? 0) + 1;
             }
 
+            // Exact payout state for every live account — negative ones
+            // included, since the master sims their real required profit.
+            // client.dailyPnL is already the active-cycle slice, so a
+            // withdrawal resets days/maxDay/sum here automatically.
+            if (cfg && combined) {
+                const r2 = (n: number) => Math.round(n * 100) / 100;
+                const equityProfit = r2(cash.amount - cfg.accountSize);
+                const qualifying = cfg.minDayPnL === 0
+                    ? combined.dailyPnL
+                    : combined.dailyPnL.filter((d) => d.pnl >= cfg.minDayPnL);
+                const sum = r2(combined.dailyPnL.reduce((s, d) => s + d.pnl, 0));
+                // End-of-day equity-profit high-water mark for this cycle,
+                // floored at the $0 start: walk the P&L from the cycle base.
+                let run = r2(equityProfit - sum);
+                let highWater = Math.max(0, run);
+                for (const d of combined.dailyPnL) {
+                    run = r2(run + d.pnl);
+                    if (run > highWater) highWater = run;
+                }
+                // Effective target for this cycle: withdrawal stages applied.
+                const fundTxns = client.fundTransactions?.[acc.id] ?? [];
+                const effective = resolveEffectiveConfig(
+                    cfg.profitTarget, cfg.consistency, cfg.minTradingDays,
+                    cfg.targetSameEquity, cfg.withdrawalStages,
+                    client.priorProfit?.[acc.id] ?? 0, fundTxns,
+                );
+                (slice.payoutStates ??= []).push({
+                    days: qualifying.length,
+                    profit: equityProfit,
+                    maxDay: qualifying.length > 0 ? Math.max(...qualifying.map((d) => d.pnl)) : 0,
+                    sum,
+                    high: highWater,
+                    withdrawals: fundTxns.filter((f) => f.amount < 0).length,
+                    target: effective.profitTarget,
+                    consistency: effective.consistency,
+                    minDays: effective.minTradingDays,
+                });
+            }
+
             if (client.positions[acc.id]) {
                 inTrade++;
                 accountsTraded++;