Calculator
AvailablePosition size via Kelly
Example
Position size ($)
$4000.00
Position size (units, if price = $X)
80.00
Leverage (at base deposit)
0.40×
Risk amount, $
$200.00
Formula: Size = (Deposit × Risk%) ÷ Distance%. Leverage = Size ÷ Deposit. Leverage > 1 means using margin.
What it computes
Kelly criterion — a formula from information theory: what fraction of capital to risk per trade to maximize long-term geometric growth. Often turns out higher than feels safe.
The calculator returns the Kelly fraction for your strategy and suggests fractional Kelly (typically 25-50% of full Kelly) as the practical recommendation. Full Kelly is too volatile for most traders.