Trading Expectancy & Kelly Calculator

Turn your win rate and average win/loss into expectancy per trade, profit factor, and the Kelly position size your edge supports.

Your Stats

Win Rate %

Average Win ($)

Average Loss ($, positive)

Results

Expectancy / Trade—

Expectancy (R)—

Profit Factor—

Kelly Fraction—

Half-Kelly—

Kelly suggests the % of capital to risk for maximum long-term growth. Most traders use half-Kelly or less to reduce variance.

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