📐 Kelly Criterion Calculator
Find the mathematically optimal position size to maximize long-term growth of your trading capital.
كيفية استخدام حاسبة معيار كيلي
- Enter your win rate — Historical percentage of winning trades
- Average win — Mean profit per winning trade
- Average loss — Mean loss per losing trade
- Total capital — Your current trading account balance
- Click Calculate — Get optimal position sizing
ما هو معيار كيلي؟
The Kelly Criterion is a mathematical formula that determines the optimal size of a series of bets to maximize long-term capital growth. Developed by John Kelly at Bell Labs in 1956.
Formula: Kelly % = (bp - q) / b
- b = win/loss ratio
- p = probability of winning
- q = probability of losing (1 - p)
لماذا استخدام نصف كيلي؟
Most professional traders use Half Kelly or even Quarter Kelly because:
- Full Kelly is mathematically optimal but extremely volatile
- Half Kelly gives ~75% of the growth with ~50% of the drawdown
- It provides a psychological buffer for estimation errors
Key Warning
The Kelly Criterion assumes your win rate and win/loss ratio are accurate and stable. Overestimating either leads to dangerous over-sizing.
إخلاء المسؤولية عن المخاطر
CFD trading involves significant risk. Past performance does not guarantee future results. Use Kelly sizing as a guide, not an absolute rule.
الوسيط الموصى به
Smart position sizing needs a broker with flexible lot sizes. UZFX — micro lots from 0.01, minimum deposit just $10.