Monte-Carlo equity outcome + ruin & drawdown

Extraits de code

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

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

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

Exemple de réponse

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

{
    "data": {
        "edge": {
            "has_edge": true,
            "expectancy_R": 0.375,
            "profit_factor": 1.8333,
            "breakeven_win_rate": 0.4,
            "expected_return_per_trade_pct": 0.75
        },
        "inputs": {
            "runs": 10000,
            "seed": 12345,
            "payoff": 1.5,
            "trades": 100,
            "capital": 10000,
            "risk_pct": 2,
            "win_rate": 0.55,
            "ruin_drawdown": 0.5
        },
        "source": "STRATEGYSIM",
        "final_equity": {
            "max": 55391.58,
            "min": 8786.81,
            "mean": 21087.54,
            "median": 20474.85,
            "percentiles": {
                "p5": 13750.91,
                "p25": 17635.48,
                "p50": 20474.85,
                "p75": 23771.37,
                "p95": 30486.67
            }
        },
        "max_drawdown": {
            "median_pct": 11.4158,
            "percentiles": {
                "p5": 6.8962,
                "p25": 9.6079,
                "p50": 11.4158,
                "p75": 14.124,
                "p95": 19.4148
            }
        },
        "mean_return_pct": 110.8754,
        "probability_of_ruin": 0,
        "probability_of_profit": 0.9976
    },
    "meta": {
        "timestamp": "2026-06-11T07:49:31.761Z",
        "request_id": "c5db3217-6bfe-4c4b-8aa2-ece27cce874a"
    },
    "status": "ok",
    "message": "Simulation computed",
    "success": true
}