Calculate the mathematically perfect position size to maximize account growth.
Loading Kelly Criterion Calculator...
Proprietary trading involves strict risk management parameters. The kelly criterion calculator is designed to help funded traders calculate their metrics with precision before executing a trade in the live market, safeguarding their accounts from accidental breaches.
Calculate the mathematically perfect position size to maximize account growth.
Because prop firms will terminate your account immediately if you breach a hard rule like maximum daily drawdown by even one cent. Relying on professional trading calculators keeps your edge sharp.
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.