{"id":6397,"date":"2026-09-15T10:00:34","date_gmt":"2026-09-15T08:00:34","guid":{"rendered":"https:\/\/propaccount.com\/?p=6397"},"modified":"2026-09-18T15:40:45","modified_gmt":"2026-09-18T13:40:45","slug":"multi-asset-prop-firm-rules-risk-challenges","status":"publish","type":"post","link":"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/","title":{"rendered":"\u0645\u062a\u0639\u062f\u062f \u0627\u0644\u0623\u0635\u0648\u0644 \u0634\u0631\u0643\u0629 \u062a\u0645\u0648\u064a\u0644 \u0630\u0627\u062a\u064a: \u0627\u0644\u0642\u0648\u0627\u0639\u062f\u060c \u0627\u0644\u0645\u062e\u0627\u0637\u0631 \u0648 \u0627\u0644\u062a\u062d\u062f\u064a\u0627\u062a"},"content":{"rendered":"<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_87_1 ez-toc-wrap-left counter-hierarchy ez-toc-counter ez-toc-custom ez-toc-container-direction\">\n<div class=\"ez-toc-title-container\">\n<span class=\"ez-toc-title-toggle\"><\/span><\/div>\n<nav><ul class='ez-toc-list ez-toc-list-level-1' ><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Why_One_Rule_Set_Cannot_Cover_Multi-Assets\" >\u0644\u0645\u0627\u0630\u0627 \u0644\u0627 \u062a\u0633\u062a\u0637\u064a\u0639 \u0645\u062c\u0645\u0648\u0639\u0629 \u0642\u0648\u0627\u0639\u062f \u0648\u0627\u062d\u062f\u0629 \u062a\u063a\u0637\u064a\u0629 \u0623\u0635\u0648\u0644 \u0645\u062a\u0639\u062f\u062f\u0629<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Volatility_and_Drawdown_by_Asset_Class\" >\u0627\u0644\u062a\u0642\u0644\u0628 \u0648\u0627\u0644\u0627\u0646\u062e\u0641\u0627\u0636 \u062d\u0633\u0628 \u0641\u0626\u0629 \u0627\u0644\u0623\u0635\u0648\u0644<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-3\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Session_Structure_and_Holding_Rules\" >\u0647\u064a\u0643\u0644 \u0627\u0644\u062c\u0644\u0633\u0629 \u0648\u0642\u0648\u0627\u0639\u062f \u0627\u0644\u0627\u062d\u062a\u062c\u0627\u0632<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-4\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Leverage_Has_to_Be_Set_Per_Asset\" >\u064a\u062c\u0628 \u062a\u0639\u064a\u064a\u0646 \u0627\u0644\u0631\u0627\u0641\u0639\u0629 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0644\u0643\u0644 \u0623\u0635\u0644<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-5\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Prediction_Markets_Do_Not_Fit_the_Standard_Template\" >\u0623\u0633\u0648\u0627\u0642 \u0627\u0644\u062a\u0646\u0628\u0624 \u0644\u0627 \u062a\u062a\u0646\u0627\u0633\u0628 \u0645\u0639 \u0627\u0644\u0642\u0627\u0644\u0628 \u0627\u0644\u0642\u064a\u0627\u0633\u064a<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-6\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Unified_or_Segmented_The_Core_Design_Decision\" >Unified or Segmented: The Core Design Decision<\/a><ul class='ez-toc-list-level-3' ><li class='ez-toc-heading-level-3'><a class=\"ez-toc-link ez-toc-heading-7\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Segmented_challenges\" >Segmented challenges<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-3'><a class=\"ez-toc-link ez-toc-heading-8\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Unified_challenge_with_per-asset_parameters\" >Unified challenge with per-asset parameters<\/a><\/li><\/ul><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-9\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#What_to_Verify_Before_Launching_a_Multi-Asset_Prop_Firm\" >What to Verify Before Launching a Multi-Asset Prop Firm<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-10\" href=\"https:\/\/propaccount.com\/ar\/resources\/blog\/multi-asset-prop-firm-rules-risk-challenges\/#Frequently_Asked_Questions_Multi-Asset_Prop_Firm\" >Frequently Asked Questions: Multi-Asset Prop Firm<\/a><\/li><\/ul><\/nav><\/div>\n<p><span style=\"font-weight: 400;\">Adding asset classes to a <\/span><a href=\"https:\/\/propaccount.com\/ar\/how-a-prop-firm-works\/\"><span style=\"font-weight: 400;\">\u0634\u0631\u0643\u0629 \u062a\u062f\u0627\u0648\u0644 \u0628\u0627\u0644\u0645\u0644\u0643\u064a\u0629<\/span><\/a><span style=\"font-weight: 400;\"> is straightforward. Adding them without redesigning the challenge is where operators run into trouble. A rule set calibrated for forex behaves differently when a trader applies it to a crypto pair overnight or an event contract that settles at a fixed point in time.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Evaluation parameters designed around forex volatility patterns<\/span><a href=\"https:\/\/www.bitrates.com\/news\/p\/top-3-prop-trading-firms-for-crypto-traders-in-2026\/\" rel=\"nofollow noopener\" target=\"_blank\"> <span style=\"font-weight: 400;\">struggle to accommodate<\/span><\/a><span style=\"font-weight: 400;\"> the explosive price movement common in crypto, where a single news-driven spike can breach a maximum loss rule before a trader has any opportunity to react. The trader did nothing wrong. The rule was just built for a different asset class, not a multi-asset prop firm.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Why_One_Rule_Set_Cannot_Cover_Multi-Assets\"><\/span><span style=\"font-weight: 400;\">\u0644\u0645\u0627\u0630\u0627 \u0644\u0627 \u062a\u0633\u062a\u0637\u064a\u0639 \u0645\u062c\u0645\u0648\u0639\u0629 \u0642\u0648\u0627\u0639\u062f \u0648\u0627\u062d\u062f\u0629 \u062a\u063a\u0637\u064a\u0629 \u0623\u0635\u0648\u0644 \u0645\u062a\u0639\u062f\u062f\u0629<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Most prop firms started in one market and expanded outward. The rules came from that original market and were applied to everything added afterward. That is how a firm ends up applying a daily loss limit designed for EUR\/USD to an instrument that routinely moves several times as far in a session.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Four variables differ enough between asset classes to require separate treatment: volatility profile, session structure, leverage availability, and settlement mechanics. A challenge that ignores any of them will either be unreachable in one market or trivially easy in another.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Volatility_and_Drawdown_by_Asset_Class\"><\/span><span style=\"font-weight: 400;\">\u0627\u0644\u062a\u0642\u0644\u0628 \u0648\u0627\u0644\u0627\u0646\u062e\u0641\u0627\u0636 \u062d\u0633\u0628 \u0641\u0626\u0629 \u0627\u0644\u0623\u0635\u0648\u0644<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Drawdown limits are the rules most sensitive to volatility differences. A percentage that provides reasonable room in one market provides none in another.<\/span><\/p>\n<table>\n<tbody>\n<tr>\n<td><b>\u0641\u0626\u0629 \u0627\u0644\u0623\u0635\u0648\u0644<\/b><\/td>\n<td><b>Volatility Profile<\/b><\/td>\n<td><b>Drawdown Implication<\/b><\/td>\n<\/tr>\n<tr>\n<td><span style=\"font-weight: 400;\">\u0627\u0644\u0641\u0648\u0631\u0643\u0633\u00a0<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Moderate, well-defined session ranges<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Standard percentage limits work as designed<\/span><\/td>\n<\/tr>\n<tr>\n<td><span style=\"font-weight: 400;\">\u0627\u0644\u0639\u0642\u0648\u062f \u0627\u0644\u0622\u062c\u0644\u0629<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Moderate to high, with gap risk at settlement<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Needs headroom for overnight gaps and roll periods<\/span><\/td>\n<\/tr>\n<tr>\n<td><span style=\"font-weight: 400;\">\u0627\u0644\u0623\u0633\u0647\u0645<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Event-driven, concentrated around earnings and open<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Single-position exposure caps matter more than daily limits<\/span><\/td>\n<\/tr>\n<tr>\n<td><span style=\"font-weight: 400;\">\u0627\u0644\u0639\u0645\u0644\u0627\u062a \u0627\u0644\u0645\u0634\u0641\u0631\u0629<\/span><\/td>\n<td><span style=\"font-weight: 400;\">High and continuous, no session close<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Percentage limits calibrated for forex are frequently unreachable<\/span><\/td>\n<\/tr>\n<tr>\n<td><span style=\"font-weight: 400;\">\u0623\u0633\u0648\u0627\u0642 \u0627\u0644\u062a\u0646\u0628\u0624<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Binary, with price movement between entry and resolution<\/span><\/td>\n<td><span style=\"font-weight: 400;\">Loss is capped per position, so drawdown math works differently<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<p><span style=\"font-weight: 400;\">A firm running a single drawdown percentage across all five categories is not running one program. It is running a lenient program in some markets and an unpassable one in others, without meaning to.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Session_Structure_and_Holding_Rules\"><\/span><span style=\"font-weight: 400;\">\u0647\u064a\u0643\u0644 \u0627\u0644\u062c\u0644\u0633\u0629 \u0648\u0642\u0648\u0627\u0639\u062f \u0627\u0644\u0627\u062d\u062a\u062c\u0627\u0632<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Session behavior varies more than most operators account for when writing holding rules.<\/span><\/p>\n<ul>\n<li><span style=\"font-weight: 400;\"> \u00a0 \u00a0 <\/span><span style=\"font-weight: 400;\">Forex trades continuously through the week with a weekend close, so weekend holding rules are a simple binary decision.<\/span><\/li>\n<li><span style=\"font-weight: 400;\"> \u00a0 \u00a0 <\/span><span style=\"font-weight: 400;\">Futures have defined settlement windows and roll dates, which means position-closure requirements need to reference exchange hours rather than a fixed clock time.<\/span><\/li>\n<li><span style=\"font-weight: 400;\"> \u00a0 \u00a0 <\/span><span style=\"font-weight: 400;\">Equities trade within exchange hours with meaningful pre-market and post-market gaps, so overnight holding carries a different risk than it does in forex.<\/span><\/li>\n<li><span style=\"font-weight: 400;\"> \u00a0 \u00a0 <\/span><span style=\"font-weight: 400;\">Crypto runs 24\/7 with no close at all, which makes any rule referencing a daily reset or session end ambiguous unless the firm defines its own boundary explicitly.<\/span><\/li>\n<li><span style=\"font-weight: 400;\"> \u00a0 \u00a0 <\/span><a href=\"https:\/\/propaccount.com\/ar\/solutions\/prediction-markets-prop-firm\/\"><span style=\"font-weight: 400;\">\u0623\u0633\u0648\u0627\u0642 \u0627\u0644\u062a\u0646\u0628\u0624<\/span><\/a><span style=\"font-weight: 400;\"> resolve at a fixed external event, so the relevant timeline is the resolution date rather than a trading session.\u00a0<\/span><\/li>\n<\/ul>\n<p><span style=\"font-weight: 400;\">A daily loss limit needs a defined day. In forex, that is obvious. In crypto, the firm has to choose a cutoff and state it clearly, because traders will otherwise assume their own.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Leverage_Has_to_Be_Set_Per_Asset\"><\/span><span style=\"font-weight: 400;\">\u064a\u062c\u0628 \u062a\u0639\u064a\u064a\u0646 \u0627\u0644\u0631\u0627\u0641\u0639\u0629 \u0627\u0644\u0645\u0627\u0644\u064a\u0629 \u0644\u0643\u0644 \u0623\u0635\u0644<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Leverage is the clearest example of a setting that cannot be uniform. Liquidity and volatility determine what is reasonable, and the range across asset classes is wide.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Forex majors support the highest multiples. Metals and indices sit lower. Crypto rarely justifies more than a low single-digit multiple, and forex-level leverage there exposes the firm to losses the daily limit was never designed to absorb. Equities carry their own constraint through margin requirements that differ from the leverage traders may expect.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Setting a single blanket figure across the lineup concentrates risk in whichever instrument is most volatile. The firm ends up underwriting crypto exposure at forex risk parameters.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Prediction_Markets_Do_Not_Fit_the_Standard_Template\"><\/span><span style=\"font-weight: 400;\">\u0623\u0633\u0648\u0627\u0642 \u0627\u0644\u062a\u0646\u0628\u0624 \u0644\u0627 \u062a\u062a\u0646\u0627\u0633\u0628 \u0645\u0639 \u0627\u0644\u0642\u0627\u0644\u0628 \u0627\u0644\u0642\u064a\u0627\u0633\u064a<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Event contracts break more assumptions than any other asset class a multi-asset prop firm adds, because the settlement mechanic is fundamentally different from everything else in the lineup.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">A position has a defined maximum loss at entry: the premium paid. There is no open-ended drawdown against a continuous price and no stop to place. Positions can be sold before resolution, creating realized profit and loss mid-cycle, but the outcome resolves at a fixed point on a binary basis.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">That changes three rules at once. Daily loss limits need to track realized profit and loss from early exits rather than open equity fluctuation. Consistency rules make more sense measured against individual events than calendar days, because a trader may hold positions across several markets resolving on the same afternoon. And payout triggers need to account for resolution timing rather than assuming a continuous equity curve.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">Operators who add prediction markets by listing event contracts as another tradable instrument inside a forex challenge will find the rules do not map. The instrument needs its own parameters.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Unified_or_Segmented_The_Core_Design_Decision\"><\/span><span style=\"font-weight: 400;\">Unified or Segmented: The Core Design Decision<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">There are two viable ways to structure a multi-asset program, and the choice shapes everything downstream.<\/span><\/p>\n<h3><span class=\"ez-toc-section\" id=\"Segmented_challenges\"><\/span><span style=\"font-weight: 400;\">Segmented challenges<\/span><span class=\"ez-toc-section-end\"><\/span><\/h3>\n<p><span style=\"font-weight: 400;\">Each asset class gets its own evaluation with rules calibrated to that market. A crypto challenge has crypto drawdown parameters; a futures challenge references exchange settlement. The rules genuinely fit, and traders self-select into the market they know. The cost is operational complexity and a fragmented product line.<\/span><\/p>\n<h3><span class=\"ez-toc-section\" id=\"Unified_challenge_with_per-asset_parameters\"><\/span><span style=\"font-weight: 400;\">Unified challenge with per-asset parameters<\/span><span class=\"ez-toc-section-end\"><\/span><\/h3>\n<p><span style=\"font-weight: 400;\">One evaluation covering all markets, with drawdown, leverage and holding rules that vary by instrument within it. More attractive to traders who move across markets and simpler to present commercially. It requires a risk engine that can apply different parameters to different instruments inside the same account.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">The unified model is where most demand sits, because traders who want breadth want it on one account rather than across four evaluations. But it only works if the system can genuinely enforce per-asset rules. A unified challenge with uniform parameters is the failure mode this article opened with.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"What_to_Verify_Before_Launching_a_Multi-Asset_Prop_Firm\"><\/span><span style=\"font-weight: 400;\">What to Verify Before Launching a Multi-Asset Prop Firm<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><span style=\"font-weight: 400;\">Before adding an asset class, an operator should be able to answer four questions concretely for that market: what the daily loss boundary is and when it resets, what leverage is available and why that figure, what holding and session rules apply in terms the trader can act on, and how the drawdown calculation handles the instrument&#8217;s specific settlement behavior.<\/span><\/p>\n<p><span style=\"font-weight: 400;\">If any answer is inherited from another asset class without being reconsidered, that is where the program will break first.<\/span><\/p>\n<p><a href=\"https:\/\/propaccount.com\/ar\/build-your-prop-firm\/\"><span style=\"font-weight: 400;\">PropAccount.com<\/span><\/a><span style=\"font-weight: 400;\"> supports multi-asset prop firm programs across forex, futures, crypto, equities and prediction markets, with rule parameters configurable per asset class rather than inherited across all of them.<\/span><\/p>\n<h2><span class=\"ez-toc-section\" id=\"Frequently_Asked_Questions_Multi-Asset_Prop_Firm\"><\/span><span style=\"font-weight: 400;\">Frequently Asked Questions: Multi-Asset Prop Firm<\/span><span class=\"ez-toc-section-end\"><\/span><\/h2>\n<p><b>Q: What is a multi-asset prop firm?<\/b><\/p>\n<p><span style=\"font-weight: 400;\">A prop firm offering funded accounts across several markets, typically forex, futures, crypto, equities and prediction markets, rather than specializing in one.<\/span><\/p>\n<p><b>Q: Can a prop firm use the same rules across all asset classes?<\/b><\/p>\n<p><span style=\"font-weight: 400;\">Not effectively. Volatility, session structure, leverage and settlement differ enough between markets that one parameter set will be too lenient in some and unreachable in others.<\/span><\/p>\n<p><b>Q: How should drawdown limits differ by asset class?<\/b><\/p>\n<p><span style=\"font-weight: 400;\">Crypto needs more headroom than forex because of continuous high volatility. Futures need allowance for settlement gaps. Prediction markets have capped per-position loss, so the calculation works differently.<\/span><\/p>\n<p><b>Q: Why are prediction markets harder to add than other asset classes?<\/b><\/p>\n<p><span style=\"font-weight: 400;\">Event contracts settle on a binary basis at a fixed point rather than moving continuously. That changes how daily loss limits, consistency rules and payout triggers all need to be defined.<\/span><\/p>\n<p><b>Q: Should a multi-asset prop firm run one challenge or separate ones per market?<\/b><\/p>\n<p><span style=\"font-weight: 400;\">Most trader demand favors a single account covering all markets, but it only works if the risk engine can apply different parameters per instrument. Without that capability, segmented challenges are the safer structure.<\/span><\/p>","protected":false},"excerpt":{"rendered":"<p>Adding asset classes to a prop firm is straightforward. 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