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Performance

Kelly Criterion Calculator

The growth-optimal fraction, and the reason most traders size well below it.

Inputs it asks for
Number of trades count
Win rate %
Average win R or currency
Average loss R or currency
Formula shown · assumptions disclosed

What it computes

The growth-optimal fraction, and the reason most traders size well below it. The page states the equation, the units it expects and the rounding it applies, so the result can be reproduced by hand.

Where it sits in the chain

A calculator gives you a number. This one feeds the next: account to risk, risk to position size, position size to the trade, and the trade to expectancy, drawdown and risk of ruin.

See the performance tools →
Inputs
Result
Full Kelly 17.5%
Half Kelly 8.8%
Quarter Kelly 4.4%
Full Kelly assumes your win rate and ratio are exactly right. Any estimation error makes half or quarter Kelly the safer choice.
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More in performance

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Expectancy Calculator

Average outcome per trade from win rate and average win and loss. The number win rate hides.

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Win Rate Calculator

Your hit rate, and the rate a given risk/reward needs before it earns anything.

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Drawdown Calculator

Peak-to-trough decline, and the gain required to climb back out of it.

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Risk of Ruin Calculator

The probability that a losing run takes out a defined share of the account.

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Quantify the trade, then keep the record.