Maximum drawdown calculator API

Compute the maximum drawdown of an equity/price series: maxDD = max over t of (runningPeak − value)/runningPeak, with the peak and trough values and total return. Deterministic risk math. Answers 'what's the max drawdown','worst peak-to-trough decline','drawdown of this equity curve'.

Price$0.03per request

MethodPOST

Route/v1/calc/cryptocalc-max-drawdown

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

calccryptotradingdrawdownriskequity-curvevolatilitybacktest

API URLhttps://x402.hexl.dev/v1/calc/cryptocalc-max-drawdown

Integration docs

Example request

{
  "series": [
    100,
    120,
    90,
    110,
    80,
    130
  ]
}

Example response

{
  "formula": "maxDD = max over t of (runningPeak_t − value_t)/runningPeak_t",
  "points": 6,
  "maxDrawdownPct": 33.3333,
  "peakValue": 120,
  "troughValue": 80,
  "totalReturnPct": 30,
  "interpretation": "severe"
}

Input schema

{
  "type": "object",
  "required": [
    "series"
  ],
  "properties": {
    "series": {
      "type": "array",
      "items": {
        "type": "number"
      },
      "description": "chronological equity/price values",
      "examples": [
        [
          100,
          120,
          90,
          110,
          80,
          130
        ]
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}