Calculator
Fractional Kelly Sizer
Fractional Kelly bet-size calculator: full/half/quarter Kelly, Monte Carlo drawdown simulation, ruin probability, per-trade cap. Browser-only. Free.
- Inputs
- Form inputs / CSV
- Runtime
- Instant
- Privacy
- Client-side · no upload
- API key
- Not required
- Methodology
- Open →
Inputs
Bet size
6.25%
quarter Kelly · within cap · Strong edge
Raw Kelly: 25.00% · Fractional: 6.25%
Bankroll paths (Monte Carlo)
Median = line · 5–95% band = shaded
What this tool computes
Kelly fraction is the bet size that maximizes expected long-run log-growth of bankroll, given a known win rate and win/loss ratio. Fractional Kelly (half, quarter, eighth) reduces that size — a common practical choice because real-world win rates are estimated, not known, and full Kelly is unforgiving of overestimates.
The Monte Carlo simulator then runs N independent paths of the same strategy to show the distribution of outcomes — not just the expected value. The shaded band is the 5–95% confidence band. The ruin rate is the fraction of paths that touched the ruin threshold at least once.
See the methodology page for formulas, assumptions, and limitations.
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