#drawdown
3 APIs with this tag
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
Crypto All-Time-High API
Live crypto all-time-high tracker as an API — the distance-from-ATH (and distance-from-all-time-low) every crypto dashboard shows, powered by CoinGecko. For any coin it returns the current price, its all-time high with the date and how far below it the price sits now (the headline "X% below ATH"), the days since that high, and the mirror metrics versus the all-time low. It also ranks the top 100 coins by how close they are to — or how far they have fallen from — their ATH, so you can see at a glance which assets are at fresh highs and which are deepest in drawdown. Get a coin's ATH stats, the leaders/laggards board, or search to resolve a coin name to its id. The cycle-and-drawdown layer for crypto, trading and dashboard apps. Live, no key. Distinct from live-price, market-cap and OHLC APIs — this is the all-time-high / drawdown analytic.
api.oanor.com/cryptoath-api
FX Drawdown API
A live forex risk analytic that measures the worst peak-to-trough decline a currency pair has suffered, computed from European Central Bank daily reference rates. For any pair it returns the maximum drawdown over the period — the deepest drop from a high to a later low, with the dates it happened — how far the pair is currently below its period high, and whether it has recovered. Get a pair's drawdown over a month, quarter, half-year or year, or scan a basket to rank pairs by worst-case risk. Position-sizing and risk input for forex, trading and research apps. Live, no key. Distinct from rate, strength, volatility, correlation, signal, range and seasonality APIs.
api.oanor.com/fxdrawdown-api