Calculate the mathematically perfect position size to maximize account growth.
Loading Kelly Criterion Calculator...
In proprietary trading, a single mathematical error can lead to a breached account. Calculators remove emotion and human error from the equation, ensuring your risk parameters align perfectly with your firm's strict rulesets.
Whether you are calculating pip value, margin, or risk-reward ratios, standardizing your calculations is the only proven method to survive a losing streak without hitting your maximum drawdown limit.
Input your current funded account balance or trailing peak.
Define your risk percentage or target parameters.
Use the precise mathematical output to structure your live trade.
The fastest scaling plan in the industry with up to 95% profit splits.
Calculate the mathematically optimal position size based on your edge.
8.75%
17.50%
Extremely volatile equity swings
4.38%
Slow, extremely safe growth
Full Kelly generates the fastest possible account growth mathematically, but comes with violent drawdowns often reaching 30-50%.
Half Kelly is the universal gold standard. You get 75% of the growth speed of Full Kelly but with half the drawdown volatility. Since prop firms limit max drawdown tightly, Half or Quarter Kelly is mandatory.