PNL Toolkit
Eight free investment and trading calculators with PNG charts and editable result links.
사용해야 할까요
품질 및 안전성
A
도구 정의와 프로토콜 준수에 대한 자동 분석을 기반으로 합니다.
컨텍스트 비용
~7,930토큰 (도구 정의)
~10.4 KB일반적인 응답 크기
상당한 주의 영향 (128k 컨텍스트의 6.20%)
이는 서버의 도구가 모델의 컨텍스트에 로드될 때마다 소비되는 대략적인 토큰 수입니다. 수치가 높을수록 다른 작업에 사용할 수 있는 주의가 줄어듭니다.
설치
원클릭 설치
`claude_desktop_config.json` 파일에 다음을 추가하세요:
{
"mcpServers": {
"calculators": {
"url": "https://pnltoolkit.com/mcp"
}
}
}원격 엔드포인트
https://pnltoolkit.com/mcpstreamable-http할 수 있는 일
도구 목록
도구 (8)
🟢 읽기 전용🟡 쓰기🔴 삭제⚪ 알 수 없음
🟢historical_return(asset, start, end, amount, unit, ...)
Historical investment return using installed monthly closes, not live quotes. Asset ticker, start/end months YYYY-MM, amount in USD (unit=cash) or historical shares/coins (unit=coins), buying fee in percent, optional benchmark and total/price return basis. Omitted dates use calculator defaults clamped to asset/benchmark coverage. Returns data coverage/source metadata and the free calc-return PNG. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"asset": {
"type": "string",
"description": "Asset ticker. Available historical start dates vary by asset.",
"default": "BTC",
"enum": [
"BTC",
"ETH",
"SOL",
"SPY",
"QQQ",
"VTI",
"VXUS",
"GLD",
"TLT",
"AAPL",
"MSFT",
"NVDA",
"TSLA"
]
},
"start": {
"type": "string",
"description": "Start month, YYYY-MM.",
"default": "2016-10",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"end": {
"type": "string",
"description": "End month, YYYY-MM. Must be within the installed data snapshot.",
"default": "2026-09",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"amount": {
"type": "number",
"description": "Dollar budget including fees, or coin/share quantity when unit is coins.",
"default": 1000,
"minimum": 0.000001,
"maximum": 1000000000
},
"unit": {
"type": "string",
"description": "cash for a dollar budget; coins for a coin or share quantity.",
"default": "cash",
"enum": [
"cash",
"coins"
]
},
"returnBasis": {
"type": "string",
"description": "total reinvests distributions; price excludes distributions.",
"default": "total",
"enum": [
"total",
"price"
]
},
"buyFee": {
"type": "number",
"description": "Buying fee as a percentage, e.g. 0.1 means 0.1%.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"benchmark": {
"type": "string",
"description": "Optional benchmark asset.",
"default": "none",
"enum": [
"none",
"SPY",
"QQQ",
"BTC"
]
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"data": {
"type": "object",
"additionalProperties": false,
"required": [
"frequency",
"is_live",
"period_start",
"period_end",
"available_from",
"as_of",
"sources"
],
"properties": {
"frequency": {
"type": "string",
"const": "monthly"
},
"is_live": {
"type": "boolean",
"const": false
},
"period_start": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"period_end": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"available_from": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"as_of": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$",
"description": "Last installed month available for both the selected asset and any benchmark. Not a live quote timestamp."
},
"sources": {
"type": "array",
"minItems": 1,
"maxItems": 2,
"items": {
"type": "object",
"additionalProperties": false,
"required": [
"asset",
"name",
"url",
"from",
"through"
],
"properties": {
"asset": {
"type": "string"
},
"name": {
"type": "string"
},
"url": {
"type": "string",
"format": "uri"
},
"from": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"through": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
}
}
}
}
}
},
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"asset": {
"type": "string",
"description": "Asset ticker. Available historical start dates vary by asset.",
"default": "BTC",
"enum": [
"BTC",
"ETH",
"SOL",
"SPY",
"QQQ",
"VTI",
"VXUS",
"GLD",
"TLT",
"AAPL",
"MSFT",
"NVDA",
"TSLA"
]
},
"start": {
"type": "string",
"description": "Start month, YYYY-MM.",
"default": "2016-10",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"end": {
"type": "string",
"description": "End month, YYYY-MM. Must be within the installed data snapshot.",
"default": "2026-09",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"amount": {
"type": "number",
"description": "Dollar budget including fees, or coin/share quantity when unit is coins.",
"default": 1000,
"minimum": 0.000001,
"maximum": 1000000000
},
"unit": {
"type": "string",
"description": "cash for a dollar budget; coins for a coin or share quantity.",
"default": "cash",
"enum": [
"cash",
"coins"
]
},
"returnBasis": {
"type": "string",
"description": "total reinvests distributions; price excludes distributions.",
"default": "total",
"enum": [
"total",
"price"
]
},
"buyFee": {
"type": "number",
"description": "Buying fee as a percentage, e.g. 0.1 means 0.1%.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"benchmark": {
"type": "string",
"description": "Optional benchmark asset.",
"default": "none",
"enum": [
"none",
"SPY",
"QQQ",
"BTC"
]
}
},
"required": [
"asset",
"start",
"end",
"amount",
"unit",
"returnBasis",
"buyFee",
"benchmark"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer",
"data"
],
"additionalProperties": false
}🟢dca_backtest(asset, start, end, monthly, initial, ...)
Dollar-cost-averaging backtest using installed monthly closes, not live quotes. Asset ticker, start/end months YYYY-MM, initial deposit in USD, monthly in USD per purchase, frequency in months (1, 3 or 12), buying fee in percent, optional benchmark and total/price return basis. Initial deposit and first recurring purchase occur at the selected start month-end. Omitted dates use calculator defaults clamped to coverage. Returns data metadata and the free calc-dca PNG. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"asset": {
"type": "string",
"description": "Asset ticker. Available historical start dates vary by asset.",
"default": "QQQ",
"enum": [
"BTC",
"ETH",
"SOL",
"SPY",
"QQQ",
"VTI",
"VXUS",
"GLD",
"TLT",
"AAPL",
"MSFT",
"NVDA",
"TSLA"
]
},
"start": {
"type": "string",
"description": "Start month, YYYY-MM.",
"default": "2016-10",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"end": {
"type": "string",
"description": "End month, YYYY-MM. Must be within the installed data snapshot.",
"default": "2026-09",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"monthly": {
"type": "number",
"description": "Contribution in dollars per chosen frequency (DCA), or per month (compound interest).",
"default": 200,
"minimum": 1,
"maximum": 10000000
},
"initial": {
"type": "number",
"description": "Initial deposit in dollars.",
"default": 0,
"minimum": 0,
"maximum": 1000000000
},
"frequency": {
"type": "number",
"description": "Contribution interval in months: 1, 3 or 12.",
"default": 1,
"enum": [
1,
3,
12
]
},
"buyFee": {
"type": "number",
"description": "Buying fee as a percentage, e.g. 0.1 means 0.1%.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"returnBasis": {
"type": "string",
"description": "total reinvests distributions; price excludes distributions.",
"default": "total",
"enum": [
"total",
"price"
]
},
"benchmark": {
"type": "string",
"description": "Optional benchmark asset.",
"default": "none",
"enum": [
"none",
"SPY",
"QQQ",
"BTC"
]
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"data": {
"type": "object",
"additionalProperties": false,
"required": [
"frequency",
"is_live",
"period_start",
"period_end",
"available_from",
"as_of",
"sources"
],
"properties": {
"frequency": {
"type": "string",
"const": "monthly"
},
"is_live": {
"type": "boolean",
"const": false
},
"period_start": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"period_end": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"available_from": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"as_of": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$",
"description": "Last installed month available for both the selected asset and any benchmark. Not a live quote timestamp."
},
"sources": {
"type": "array",
"minItems": 1,
"maxItems": 2,
"items": {
"type": "object",
"additionalProperties": false,
"required": [
"asset",
"name",
"url",
"from",
"through"
],
"properties": {
"asset": {
"type": "string"
},
"name": {
"type": "string"
},
"url": {
"type": "string",
"format": "uri"
},
"from": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"through": {
"type": "string",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
}
}
}
}
}
},
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"asset": {
"type": "string",
"description": "Asset ticker. Available historical start dates vary by asset.",
"default": "QQQ",
"enum": [
"BTC",
"ETH",
"SOL",
"SPY",
"QQQ",
"VTI",
"VXUS",
"GLD",
"TLT",
"AAPL",
"MSFT",
"NVDA",
"TSLA"
]
},
"start": {
"type": "string",
"description": "Start month, YYYY-MM.",
"default": "2016-10",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"end": {
"type": "string",
"description": "End month, YYYY-MM. Must be within the installed data snapshot.",
"default": "2026-09",
"pattern": "^\\d{4}-(0[1-9]|1[0-2])$"
},
"monthly": {
"type": "number",
"description": "Contribution in dollars per chosen frequency (DCA), or per month (compound interest).",
"default": 200,
"minimum": 1,
"maximum": 10000000
},
"initial": {
"type": "number",
"description": "Initial deposit in dollars.",
"default": 0,
"minimum": 0,
"maximum": 1000000000
},
"frequency": {
"type": "number",
"description": "Contribution interval in months: 1, 3 or 12.",
"default": 1,
"enum": [
1,
3,
12
]
},
"buyFee": {
"type": "number",
"description": "Buying fee as a percentage, e.g. 0.1 means 0.1%.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"returnBasis": {
"type": "string",
"description": "total reinvests distributions; price excludes distributions.",
"default": "total",
"enum": [
"total",
"price"
]
},
"benchmark": {
"type": "string",
"description": "Optional benchmark asset.",
"default": "none",
"enum": [
"none",
"SPY",
"QQQ",
"BTC"
]
}
},
"required": [
"asset",
"start",
"end",
"monthly",
"initial",
"frequency",
"buyFee",
"returnBasis",
"benchmark"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer",
"data"
],
"additionalProperties": false
}🟢compound_interest(principal, monthly, rate, years, timing, ...)
Compound interest in USD: initial dollars, monthly dollars, annual return/fees/inflation in percent, and whole years. Creates a free calc-compound PNG. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"principal": {
"type": "number",
"description": "Initial investment, or peak account balance for recovery, in dollars.",
"default": 10000,
"minimum": 0,
"maximum": 1000000000
},
"monthly": {
"type": "number",
"description": "Contribution in dollars per chosen frequency (DCA), or per month (compound interest).",
"default": 200,
"minimum": 0,
"maximum": 10000000
},
"rate": {
"type": "number",
"description": "Assumed gross annual percentage return.",
"default": 8,
"minimum": -50,
"maximum": 50
},
"years": {
"type": "integer",
"description": "Number of years, 1 to 40.",
"default": 10,
"minimum": 1,
"maximum": 40
},
"timing": {
"type": "string",
"description": "Deposit at the beginning or end of each month.",
"default": "end",
"enum": [
"end",
"beginning"
]
},
"annualFee": {
"type": "number",
"description": "Annual asset fee in percent.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"inflation": {
"type": "number",
"description": "Assumed annual inflation in percent.",
"default": 0,
"minimum": -5,
"maximum": 30
},
"contributionGrowth": {
"type": "number",
"description": "Annual increase in contributions, in percent.",
"default": 0,
"minimum": 0,
"maximum": 50
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"principal": {
"type": "number",
"description": "Initial investment, or peak account balance for recovery, in dollars.",
"default": 10000,
"minimum": 0,
"maximum": 1000000000
},
"monthly": {
"type": "number",
"description": "Contribution in dollars per chosen frequency (DCA), or per month (compound interest).",
"default": 200,
"minimum": 0,
"maximum": 10000000
},
"rate": {
"type": "number",
"description": "Assumed gross annual percentage return.",
"default": 8,
"minimum": -50,
"maximum": 50
},
"years": {
"type": "integer",
"description": "Number of years, 1 to 40.",
"default": 10,
"minimum": 1,
"maximum": 40
},
"timing": {
"type": "string",
"description": "Deposit at the beginning or end of each month.",
"default": "end",
"enum": [
"end",
"beginning"
]
},
"annualFee": {
"type": "number",
"description": "Annual asset fee in percent.",
"default": 0,
"minimum": 0,
"maximum": 20
},
"inflation": {
"type": "number",
"description": "Assumed annual inflation in percent.",
"default": 0,
"minimum": -5,
"maximum": 30
},
"contributionGrowth": {
"type": "number",
"description": "Annual increase in contributions, in percent.",
"default": 0,
"minimum": 0,
"maximum": 50
}
},
"required": [
"principal",
"monthly",
"rate",
"years",
"timing",
"annualFee",
"inflation",
"contributionGrowth"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}🟢position_size(balance, risk, entry, stop, target, ...)
Position sizing for linear USD shares/coins: prices in USD, account risk in percent, fees/slippage in basis points, quantity increment in units. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"balance": {
"type": "number",
"description": "Account balance in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000
},
"risk": {
"type": "number",
"description": "Loss budget as a percentage of the account.",
"default": 1,
"minimum": 0.01,
"maximum": 100
},
"entry": {
"type": "number",
"description": "Trade entry price.",
"default": 100,
"minimum": 0.000001,
"maximum": 1000000000
},
"stop": {
"type": "number",
"description": "Stop price.",
"default": 95,
"minimum": 0.000001,
"maximum": 1000000000
},
"target": {
"type": "number",
"description": "Trade target price, or target inventory percentage for inventory quotes.",
"default": 110,
"minimum": 0.000001,
"maximum": 1000000000
},
"direction": {
"type": "string",
"description": "long or short.",
"default": "long",
"enum": [
"long",
"short"
]
},
"fee": {
"type": "number",
"description": "Fee per fill in basis points; negative maker fees are rebates in the spread model.",
"default": 5,
"minimum": 0,
"maximum": 500
},
"slippage": {
"type": "number",
"description": "Slippage per side in basis points.",
"default": 0,
"minimum": 0,
"maximum": 500
},
"unitStep": {
"type": "number",
"description": "Quantity increment; 0 disables rounding.",
"default": 0.0001,
"minimum": 0,
"maximum": 1000000000
},
"maxLeverage": {
"type": "number",
"description": "Maximum notional exposure divided by equity.",
"default": 1,
"minimum": 0.01,
"maximum": 100
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"balance": {
"type": "number",
"description": "Account balance in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000
},
"risk": {
"type": "number",
"description": "Loss budget as a percentage of the account.",
"default": 1,
"minimum": 0.01,
"maximum": 100
},
"entry": {
"type": "number",
"description": "Trade entry price.",
"default": 100,
"minimum": 0.000001,
"maximum": 1000000000
},
"stop": {
"type": "number",
"description": "Stop price.",
"default": 95,
"minimum": 0.000001,
"maximum": 1000000000
},
"target": {
"type": "number",
"description": "Trade target price, or target inventory percentage for inventory quotes.",
"default": 110,
"minimum": 0.000001,
"maximum": 1000000000
},
"direction": {
"type": "string",
"description": "long or short.",
"default": "long",
"enum": [
"long",
"short"
]
},
"fee": {
"type": "number",
"description": "Fee per fill in basis points; negative maker fees are rebates in the spread model.",
"default": 5,
"minimum": 0,
"maximum": 500
},
"slippage": {
"type": "number",
"description": "Slippage per side in basis points.",
"default": 0,
"minimum": 0,
"maximum": 500
},
"unitStep": {
"type": "number",
"description": "Quantity increment; 0 disables rounding.",
"default": 0.0001,
"minimum": 0,
"maximum": 1000000000
},
"maxLeverage": {
"type": "number",
"description": "Maximum notional exposure divided by equity.",
"default": 1,
"minimum": 0.01,
"maximum": 100
}
},
"required": [
"balance",
"risk",
"entry",
"stop",
"target",
"direction",
"fee",
"slippage",
"unitStep",
"maxLeverage"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}🟢trade_expectancy(balance, winRate, avgWin, avgLoss, cost, ...)
Trade expectancy and fractional Kelly: balance in USD, win rate/buffer/cap in percent, wins/losses/cost in R, fraction 0–1. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"balance": {
"type": "number",
"description": "Account balance in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000
},
"winRate": {
"type": "number",
"description": "Estimated win rate in percent.",
"default": 55,
"minimum": 0,
"maximum": 100
},
"avgWin": {
"type": "number",
"description": "Average winning trade in R units.",
"default": 1.5,
"minimum": 0.001,
"maximum": 100
},
"avgLoss": {
"type": "number",
"description": "Average losing trade in R units.",
"default": 1,
"minimum": 0.001,
"maximum": 100
},
"cost": {
"type": "number",
"description": "Cost per trade in R units.",
"default": 0.05,
"minimum": 0,
"maximum": 100
},
"fraction": {
"type": "number",
"description": "Kelly multiplier, e.g. 0.25 for quarter Kelly.",
"default": 0.25,
"minimum": 0,
"maximum": 1
},
"winBuffer": {
"type": "number",
"description": "Conservative reduction in win rate, in percentage points.",
"default": 0,
"minimum": 0,
"maximum": 100
},
"riskCap": {
"type": "number",
"description": "Maximum account risk in percent.",
"default": 5,
"minimum": 0,
"maximum": 100
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"balance": {
"type": "number",
"description": "Account balance in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000
},
"winRate": {
"type": "number",
"description": "Estimated win rate in percent.",
"default": 55,
"minimum": 0,
"maximum": 100
},
"avgWin": {
"type": "number",
"description": "Average winning trade in R units.",
"default": 1.5,
"minimum": 0.001,
"maximum": 100
},
"avgLoss": {
"type": "number",
"description": "Average losing trade in R units.",
"default": 1,
"minimum": 0.001,
"maximum": 100
},
"cost": {
"type": "number",
"description": "Cost per trade in R units.",
"default": 0.05,
"minimum": 0,
"maximum": 100
},
"fraction": {
"type": "number",
"description": "Kelly multiplier, e.g. 0.25 for quarter Kelly.",
"default": 0.25,
"minimum": 0,
"maximum": 1
},
"winBuffer": {
"type": "number",
"description": "Conservative reduction in win rate, in percentage points.",
"default": 0,
"minimum": 0,
"maximum": 100
},
"riskCap": {
"type": "number",
"description": "Maximum account risk in percent.",
"default": 5,
"minimum": 0,
"maximum": 100
}
},
"required": [
"balance",
"winRate",
"avgWin",
"avgLoss",
"cost",
"fraction",
"winBuffer",
"riskCap"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}🟢drawdown_recovery(principal, scenario, loss, current, riskPerTrade, ...)
Drawdown recovery: balances/deposits in USD, drawdown and monthly return in percent, target horizon in whole months. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"principal": {
"type": "number",
"description": "Initial investment, or peak account balance for recovery, in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000000
},
"scenario": {
"type": "string",
"description": "drawdown, balance or streak.",
"default": "drawdown",
"enum": [
"drawdown",
"balance",
"streak"
]
},
"loss": {
"type": "number",
"description": "Drawdown in percent, from 0 to 100.",
"default": 30,
"minimum": 0,
"maximum": 100
},
"current": {
"type": "number",
"description": "Current base inventory percentage, or current balance in dollars in recovery.",
"default": 7000,
"minimum": 0,
"maximum": 1000000000000
},
"riskPerTrade": {
"type": "number",
"description": "Loss per trade as a percentage of remaining equity.",
"default": 2,
"minimum": 0,
"maximum": 100
},
"losses": {
"type": "integer",
"description": "Number of consecutive losing trades.",
"default": 10,
"minimum": 1,
"maximum": 500
},
"monthlyReturn": {
"type": "number",
"description": "Assumed net monthly return in percent; not a forecast.",
"default": 2,
"minimum": -20,
"maximum": 30
},
"monthlyDeposit": {
"type": "number",
"description": "New monthly deposit in dollars.",
"default": 0,
"minimum": 0,
"maximum": 1000000000
},
"targetMonths": {
"type": "integer",
"description": "Recovery target horizon in months.",
"default": 12,
"minimum": 1,
"maximum": 120
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"principal": {
"type": "number",
"description": "Initial investment, or peak account balance for recovery, in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000000
},
"scenario": {
"type": "string",
"description": "drawdown, balance or streak.",
"default": "drawdown",
"enum": [
"drawdown",
"balance",
"streak"
]
},
"loss": {
"type": "number",
"description": "Drawdown in percent, from 0 to 100.",
"default": 30,
"minimum": 0,
"maximum": 100
},
"current": {
"type": "number",
"description": "Current base inventory percentage, or current balance in dollars in recovery.",
"default": 7000,
"minimum": 0,
"maximum": 1000000000000
},
"riskPerTrade": {
"type": "number",
"description": "Loss per trade as a percentage of remaining equity.",
"default": 2,
"minimum": 0,
"maximum": 100
},
"losses": {
"type": "integer",
"description": "Number of consecutive losing trades.",
"default": 10,
"minimum": 1,
"maximum": 500
},
"monthlyReturn": {
"type": "number",
"description": "Assumed net monthly return in percent; not a forecast.",
"default": 2,
"minimum": -20,
"maximum": 30
},
"monthlyDeposit": {
"type": "number",
"description": "New monthly deposit in dollars.",
"default": 0,
"minimum": 0,
"maximum": 1000000000
},
"targetMonths": {
"type": "integer",
"description": "Recovery target horizon in months.",
"default": 12,
"minimum": 1,
"maximum": 120
}
},
"required": [
"principal",
"scenario",
"loss",
"current",
"riskPerTrade",
"losses",
"monthlyReturn",
"monthlyDeposit",
"targetMonths"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}🟢spread_and_fees(notional, spread, fee, adverse, include_image)
Round-trip spread economics: one-side notional in USD; full spread, fee per fill and adverse cost in basis points (1 bp = 0.01%). Negative fees are rebates. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"notional": {
"type": "number",
"description": "One-side trade notional in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000000
},
"spread": {
"type": "number",
"description": "Full quoted spread in basis points.",
"default": 12,
"minimum": 0,
"maximum": 2000
},
"fee": {
"type": "number",
"description": "Fee per fill in basis points; negative maker fees are rebates in the spread model.",
"default": 2,
"minimum": -100,
"maximum": 500
},
"adverse": {
"type": "number",
"description": "Adverse-selection cost in basis points.",
"default": 3,
"minimum": 0,
"maximum": 2000
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"notional": {
"type": "number",
"description": "One-side trade notional in dollars.",
"default": 10000,
"minimum": 1,
"maximum": 1000000000000
},
"spread": {
"type": "number",
"description": "Full quoted spread in basis points.",
"default": 12,
"minimum": 0,
"maximum": 2000
},
"fee": {
"type": "number",
"description": "Fee per fill in basis points; negative maker fees are rebates in the spread model.",
"default": 2,
"minimum": -100,
"maximum": 500
},
"adverse": {
"type": "number",
"description": "Adverse-selection cost in basis points.",
"default": 3,
"minimum": 0,
"maximum": 2000
}
},
"required": [
"notional",
"spread",
"fee",
"adverse"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}🟢inventory_quotes(mid, current, target, spread, skew, ...)
Inventory quotes: mid and tick in USD, inventory weights in percent, spread/skew/cap in basis points. Skew is bps per 10 percentage points of inventory deviation. Returns results, conditions, assumptions, an editable link, share page and PNG. No account access or order execution.
입력 스키마
{
"type": "object",
"properties": {
"mid": {
"type": "number",
"description": "Market mid price.",
"default": 100,
"minimum": 0.000001,
"maximum": 1000000000
},
"current": {
"type": "number",
"description": "Current base inventory percentage, or current balance in dollars in recovery.",
"default": 70,
"minimum": 0,
"maximum": 100
},
"target": {
"type": "number",
"description": "Trade target price, or target inventory percentage for inventory quotes.",
"default": 50,
"minimum": 0,
"maximum": 100
},
"spread": {
"type": "number",
"description": "Full quoted spread in basis points.",
"default": 12,
"minimum": 0.01,
"maximum": 2000
},
"skew": {
"type": "number",
"description": "Quote shift in basis points per 10 percentage points of inventory deviation.",
"default": 2,
"minimum": 0,
"maximum": 100
},
"tickSize": {
"type": "number",
"description": "Price tick size; 0 disables rounding.",
"default": 0.01,
"minimum": 0,
"maximum": 100000000
},
"skewCap": {
"type": "number",
"description": "Maximum quote-center shift in basis points.",
"default": 20,
"minimum": 0,
"maximum": 1000
},
"include_image": {
"type": "boolean",
"default": false,
"description": "Also inline a PNG no wider than 1000 pixels. Image URL is always returned."
}
},
"additionalProperties": false
}출력 스키마
{
"type": "object",
"properties": {
"calculator": {
"type": "string"
},
"metrics": {
"type": "array",
"items": {
"type": "object",
"properties": {
"label": {
"type": "string"
},
"value": {
"type": "string"
},
"sub": {
"type": "string"
},
"negative": {
"type": "boolean"
}
},
"required": [
"label",
"value",
"sub"
],
"additionalProperties": false
}
},
"results": {
"type": "object",
"additionalProperties": {
"type": [
"number",
"string",
"boolean",
"null"
]
}
},
"conditions": {
"type": "object",
"additionalProperties": false,
"properties": {
"mid": {
"type": "number",
"description": "Market mid price.",
"default": 100,
"minimum": 0.000001,
"maximum": 1000000000
},
"current": {
"type": "number",
"description": "Current base inventory percentage, or current balance in dollars in recovery.",
"default": 70,
"minimum": 0,
"maximum": 100
},
"target": {
"type": "number",
"description": "Trade target price, or target inventory percentage for inventory quotes.",
"default": 50,
"minimum": 0,
"maximum": 100
},
"spread": {
"type": "number",
"description": "Full quoted spread in basis points.",
"default": 12,
"minimum": 0.01,
"maximum": 2000
},
"skew": {
"type": "number",
"description": "Quote shift in basis points per 10 percentage points of inventory deviation.",
"default": 2,
"minimum": 0,
"maximum": 100
},
"tickSize": {
"type": "number",
"description": "Price tick size; 0 disables rounding.",
"default": 0.01,
"minimum": 0,
"maximum": 100000000
},
"skewCap": {
"type": "number",
"description": "Maximum quote-center shift in basis points.",
"default": 20,
"minimum": 0,
"maximum": 1000
}
},
"required": [
"mid",
"current",
"target",
"spread",
"skew",
"tickSize",
"skewCap"
]
},
"assumptions": {
"type": "array",
"items": {
"type": "string"
}
},
"edit_url": {
"type": "string",
"format": "uri"
},
"share_url": {
"type": "string",
"format": "uri"
},
"image_url": {
"type": "string",
"format": "uri"
},
"disclaimer": {
"type": "string"
}
},
"required": [
"calculator",
"metrics",
"results",
"conditions",
"assumptions",
"edit_url",
"share_url",
"image_url",
"disclaimer"
],
"additionalProperties": false
}커뮤니티
증거
최근 관측
검증됨버전이 기록되지 않음도구 8개