Probability of hitting drawdown levels + recovery

Extraits de code

curl "https://api.oanor.com/riskofruin-api/v1/drawdown" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/riskofruin-api/v1/drawdown", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/riskofruin-api/v1/drawdown");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/riskofruin-api/v1/drawdown",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

Une réponse réelle de ce endpoint, capturée lors du dernier contrôle de santé.

{
    "data": {
        "note": "Probability of ever reaching each drawdown level = single_unit_ruin ^ (level / risk_per_trade). recovery_gain = the gain needed to climb back from that drawdown.",
        "payoff": 1.5,
        "source": "RISK-OF-RUIN",
        "drawdowns": [
            {
                "probability": 0.08414065,
                "drawdown_pct": 10,
                "probability_pct": 8.414065,
                "recovery_gain_pct": 11.1111
            },
            {
                "probability": 0.00707965,
                "drawdown_pct": 20,
                "probability_pct": 0.707965,
                "recovery_gain_pct": 25
            },
            {
                "probability": 4.22e-6,
                "drawdown_pct": 50,
                "probability_pct": 0.000422,
                "recovery_gain_pct": 100
            }
        ],
        "expectancy_r": 0.375,
        "win_rate_pct": 55,
        "single_unit_ruin": 0.60953854,
        "risk_per_trade_pct": 2
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:12.823Z",
        "request_id": "d3d03719-3c94-47b7-82d8-71366044e5ee"
    },
    "status": "ok",
    "message": "Drawdown risk computed",
    "success": true
}