Kelly Criterion Calculator
Calculate the optimal position size using the Kelly Criterion formula. Enter your win rate, average win, and average loss to find the mathematically optimal percentage of your account to risk per trade.
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Enter your win rate, average win, and average loss, then click Calculate Kelly % to see the optimal position size.
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Position Size Calculator
Apply Kelly % to calculate exact position size
Risk of Ruin Calculator
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Breakeven Calculator
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Not sure which sizing method to use? Compare Position Size vs Kelly Criterion →
Want the bigger picture? See the full risk management framework →
Kelly Criterion Formula
Kelly % = W - [(1 - W) / R]
Where W = win rate and R = avg win / avg loss