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.
Kelly Criterion Formula
Kelly % = W - [(1 - W) / R]
Where W = win rate and R = avg win / avg loss