Kelly Criterion Calculator - Optimal Position Size by Win Rate & Reward Ratio
Use the Kelly Criterion to calculate the optimal position size based on your historical win rate and profit/loss ratio.
Instructions
The Kelly Criterion is a scientific money management method. The formula is: f = p - (1-p)/b, where p is the win rate and b is the profit/loss ratio. The result indicates the optimal proportion of total capital to invest. In actual trading, it is recommended to use half-Kelly (50% of the result) to reduce volatility risk.
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