#risk-of-ruin

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

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.oanor.com/strategysim-api