Drawdown-to-recovery asymmetry + recovery factor

Extraits de code

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

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

$ch = curl_init("https://api.oanor.com/riskofruin-api/v1/recovery");
curl_setopt($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/recovery",
    headers={"x-oanor-key": "oanor_test_..."}
)

Exemple de réponse

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

{
    "data": {
        "note": "To recover from a drawdown d, you need a gain of d/(1-d). Losses and gains are asymmetric: -50% needs +100%.",
        "source": "RISK-OF-RUIN",
        "net_profit": 5000,
        "recoveries": [
            {
                "drawdown_pct": 10,
                "recovery_gain_pct": 11.1111
            },
            {
                "drawdown_pct": 20,
                "recovery_gain_pct": 25
            },
            {
                "drawdown_pct": 50,
                "recovery_gain_pct": 100
            }
        ],
        "max_drawdown": 1200,
        "recovery_factor": 4.166667,
        "recovery_factor_note": "Recovery factor = net profit / max drawdown; higher is better (>3 is strong)."
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:12.930Z",
        "request_id": "8559852f-6ff8-4d73-a640-6caaa656679d"
    },
    "status": "ok",
    "message": "Recovery computed",
    "success": true
}