Analytical edge — expectancy, breakeven, profit factor
API · /strategysim-api
Strategy Simulator API
Live Monte-Carlo simulation of a trading strategy's outcome that traders run to judge an edge — computed on demand and reproducibly, no key, nothing cached. Run a sequence of trades many times from a win rate, reward-to-risk payoff and risk-per-trade, and get the distribution of final equity, the probability of profit, the probability of ruin and the drawdown distribution; get the modelled chance of blowing up the account; or get the analytical edge — expectancy per trade, breakeven win rate and profit factor. Every run is seeded, so the same inputs always give the same numbers. A strategy-outcome engine, distinct from position-sizing tools and price simulators: it turns an edge into the equity, drawdown and ruin a strategy faces.
API health
healthy- Uptime
- 100.00%
- Server probes · 24h
- Avg latency
- 165 ms
- Server probes · 24h
- Subscribers
- 4,663
- active
- Total calls
- 4
- last 7 days
Pricing
Pick a tier — billed monthly, cancel anytime.
Free
Free
- 4,700 calls / month
- 3 requests / second
- Hard cap (429 above quota, no overage)
- 4.7k calls/month
- 3 req/sec
- Simulate, risk-of-ruin & expectancy
- No credit card
Starter
€7.05 /month
- 105,000 calls / month
- 10 requests / second
- Hard cap (429 above quota, no overage)
- 105k calls/month
- 10 req/sec
- Email support
Pro
€18.80 /month
- 512,000 calls / month
- 25 requests / second
- Hard cap (429 above quota, no overage)
- 512k calls/month
- 25 req/sec
- Priority support
Business
€45.20 /month
- 3,140,000 calls / month
- 55 requests / second
- Hard cap (429 above quota, no overage)
- 3.14M calls/month
- 55 req/sec
- Dedicated SLA
Built by
Related APIs
Other APIs with overlapping tags.
Monte Carlo API
Live Monte-Carlo simulation for price and portfolio forecasting that quants, traders and planners run to model uncertainty — computed on demand and reproducibly, no key, nothing cached. Run a geometric-Brownian-motion simulation of an asset and get the terminal-price distribution (percentiles, mean, probability of a gain); get the modelled chance of reaching a target price; project wealth over many years with periodic contributions (a retirement / savings projection); and return one sample price path for charting. Every run is seeded, so the same inputs always give the same numbers. A forward-looking simulation engine, distinct from historical-statistics and option-pricing tools — it turns a drift and volatility into a distribution of outcomes.
api.oanor.com/montecarlo-api
Risk of Ruin API
Live risk-of-ruin and drawdown-survival analytics that traders run to size risk so a losing streak cannot wipe them out, computed on demand from the edge you pass in — no key, no cache, nothing stored. The ruin endpoint returns the probability of ever losing your capital given a win rate, a reward-to-risk payoff and the risk taken per trade, solved analytically from the gambler's-ruin equation rather than simulated — it also reports the expectancy in R, the capital units at risk and the single-unit ruin root behind the answer. The drawdown endpoint returns the probability of ever hitting each of several drawdown levels and the gain needed to recover from them. The recovery endpoint returns the loss-and-gain asymmetry — the percent gain required to climb back from any drawdown, the reason a 50 percent loss needs a 100 percent gain — and, if you pass net profit and max drawdown, the recovery factor. This is an analytic risk engine, fundamentally different from Monte-Carlo simulators and price-series drawdown feeds: it turns a win rate, payoff and risk fraction into the closed-form math of survival, instantly. Win rate accepts a fraction or a percentage; payoff is reward-to-risk; negative expectancy makes ruin certain. Computed locally and deterministically, so it is instant and private. Ideal for position sizing, money-management rules, prop-firm risk limits and trading dashboards. Live, nothing stored. 3 compute endpoints. For a full Monte-Carlo outcome distribution use a strategy-simulator API.
api.oanor.com/riskofruin-api
Trade Setup & R:R Planner API
Live trade-planning analytics built on the geometry of a setup, the numbers a trader checks before pulling the trigger, computed on demand from the entry, stop and target you pass in — no key, no cache, nothing stored. The plan endpoint turns an entry, stop-loss and target into the risk and reward per unit, the reward-to-risk ratio and the break-even win rate — the minimum win rate that makes the trade profitable — and, if you supply an account size and a risk percent, the position size, risk amount and reward amount. The targets endpoint projects target prices at chosen R-multiples of the stop distance, so you can ladder out at 1R, 2R and 3R. The expectancy endpoint turns a reward-to-risk ratio and a win rate into the expected value per trade in R and the profit factor, telling you whether an edge is positive. This is a trade-geometry planner, fundamentally different from account-based position sizers, forward Monte-Carlo simulators and backward trade-journal analyzers: it reasons from the entry, stop and target. Works for any market — forex, stocks, crypto or futures — and for long or short. Computed locally and deterministically, so it is instant and private. Ideal for trade journals, risk checklists, broker tools and trading dashboards. Live, nothing stored. 3 compute endpoints. For Kelly position sizing use a trading-risk API; for a full outcome distribution use a strategy simulator.
api.oanor.com/tradesetup-api
Risk Metrics API
Live risk-adjusted-return analytics that quants and portfolio managers run on a return or price series — computed on demand, no key, nothing cached. Get the Sharpe ratio with annualised return and volatility; the Sortino ratio using downside deviation; periodic and annualised volatility, downside deviation and semivariance; and historical and parametric Value-at-Risk plus Conditional VaR (Expected Shortfall) at any confidence level. Every value is computed live from your input and works for any market — forex, stocks, crypto or funds. A risk-statistics engine, distinct from raw price feeds, from technical-indicator tools and from option-pricing tools: it turns a series of returns into the risk-adjusted performance numbers a strategy is judged on.
api.oanor.com/riskmetrics-api
Frequently asked questions
Quick answers about pricing, quotas, and integration.
How do I get an API key for Strategy Simulator API?
What's the rate limit for Strategy Simulator API?
How much does Strategy Simulator API cost?
Can I cancel my subscription anytime?
Is Strategy Simulator API GDPR-compliant?
Pick an endpoint from the list on the left to see its details and try it.
Code snippets
Sign up to get an API key, then call any path under your slug.
curl https://api.oanor.com/strategysim-api/SOME_PATH \
-H "x-oanor-key: oanor_test_..."
const res = await fetch("https://api.oanor.com/strategysim-api/SOME_PATH", {
headers: { "x-oanor-key": "oanor_test_..." }
});
const data = await res.json();
$ch = curl_init("https://api.oanor.com/strategysim-api/SOME_PATH");
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
$response = curl_exec($ch);
import requests
r = requests.get(
"https://api.oanor.com/strategysim-api/SOME_PATH",
headers={"x-oanor-key": "oanor_test_..."},
)
print(r.json())
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