Risk

Kelly Criterion Calculator

Estimate Kelly fraction from win probability and payoff R; negative edge returns zero.

Calculate

Enter 40 for 40%
Enter 2 for 2R reward per 1R risk

Results

    Veles

    From estimate to a live bot scenario

    Carry the same logic into Veles: set comparable parameters, preview the order grid, then backtest before you launch.

    1. Match direction, leverage, grid, Martingale, and TP/SL
    2. Inspect orders, capital allocation, and average entry
    3. Stress-test fees, drawdown, and MAE in a backtest

    Assumptions & conventions

    • f = p − (1−p)/R; negative edge → 0.
    • Educational sizing model — not a betting or trading system; ignores serial correlation and drawdowns.
    • Suggested 25% cap is a conservative display hint, not exchange margin.

    Frequently asked questions

    What is the Kelly formula used here?

    f = p − (1−p)/R where p is win probability and R is reward-to-risk (payoff ratio).

    Negative f means no edge — the calculator displays zero fraction.

    Should I use full or half Kelly?

    Full Kelly maximizes long-run growth under ideal assumptions. Half Kelly cuts volatility and estimation error sensitivity.

    Many traders treat full Kelly as an upper bound, not a literal allocation.

    What is the 25% suggested cap?

    It is min(Kelly fraction, 25%) for display — a conservative hint, not exchange margin.

    Real sizing should also respect drawdown tolerance and correlation.

    Can I plug in backtest win rate?

    You can, but sample size and regime change matter. Kelly assumes stationary odds — crypto regimes shift.

    Pair with drawdown and risk-reward calculators for context.

    Is Kelly the same as risk percent per trade?

    No. Risk percent sizing (position-size tool) uses stop distance. Kelly uses win rate and payoff ratio.

    They answer different questions — do not mix formulas blindly.

    Related calculators