RISK Calculator
Calculate the optimal position ratio using the Kelly formula based on win rate and profit/loss ratio to maximize assets in the long term.
Input
💡 Guide: Enter your actual long-term win rate. If you don't have backtest results or sufficient trading records, we recommend 50% or less.
Average profit rate when you win
Average loss rate when you lose
Risk:Reward Ratio
Risk:Reward Ratio
2.00 : 1
Result
Quarter Kelly (Very Conservative)
Suitable for beginners. Stable and low risk.
Half Kelly (Conservative)
A balanced approach between risk and return. Recommended by many experts.
Kelly Ratio
Calculation Information
Win Rate: 60%
Risk:Reward (R:R) 2.00 : 1
Win Probability: 60.0%
Loss Probability: 40.0%
Kelly Formula: f = (bp - q) / b
All values assume long-term repeated trading.
What is the Kelly Criterion?
The result of the Kelly formula tells you what percentage of your assets you can use in a single trade.
Formula: f = (bp - q) / b
- f: Ratio of funds to invest
- b: Win odds (average profit / average loss)
- p: Win rate
- q: Loss probability (1 - p)