Kelly criterion calculator
calculate_kelly_criterionRead-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
| Name | Required | Description | Default |
|---|---|---|---|
| lang | No | Language of the returned text: "en" (default) or "zh" (Simplified Chinese). | en |
| payoff | Yes | Payoff ratio: average win divided by average loss (2 = winners twice the size of losers). | |
| winRate | Yes | Win rate in percent. Above 0, below 100. | |
| fraction | Yes | Share of full Kelly to use, in percent: 25 = quarter Kelly, 50 = half, 100 = full. Above 0, at most 100. |