Skip to main content
Glama

Clear Tape

Kelly criterion calculator

calculate_kelly_criterion
Read-onlyIdempotent

Full and fractional Kelly risk per trade from a win rate and payoff ratio, with the edge per 1R and the break-even win rate. Computed with the same function as Clear Tape's free kelly criterion calculator page (linked in the result), not estimated. Returns the inputs, each result with its unit, the formula and the page link. Educational, not investment advice.

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
langNoLanguage of the returned text: "en" (default) or "zh" (Simplified Chinese).en
payoffYesPayoff ratio: average win divided by average loss (2 = winners twice the size of losers).
winRateYesWin rate in percent. Above 0, below 100.
fractionYesShare of full Kelly to use, in percent: 25 = quarter Kelly, 50 = half, 100 = full. Above 0, at most 100.

Schema Changelog

Changes observed during successful MCP inspections.

  1. First observed

TDQS

Score is being calculated.

Try in Browser

Glama MCP Gateway

Add one secure layer between your agents and this server.

Resources