Trading Calculators
Optimal leverage from win rate and take-profit / stop-loss
Moves are raw price changes without leverage. E.g. a stop from 100 to 98 is 2.
Optimal leverage (quarter Kelly)
4.06x
Enter at 4.06x capital; a stop-out loses 8.13% of capital.
LeverageLoss if stopped
Full Kelly16.25x-32.50% (3,250)
Half Kelly8.13x-16.25% (1,625)
Quarter Kelly4.06x-8.13% (813)
Quarter Kelly position40,625 USDT
Reward/risk2.00 : 1
Breakeven win rate33.33%
Full Kelly is a theoretical ceiling and overstates size when estimates are off. Use a quarter or less.
Capital left after a losing streak
Share of starting capital left. Odds use your win rate.
| Streak | Odds | Full (16.25x) | 1/2 (8.13x) | 1/4 (4.06x) |
|---|---|---|---|---|
| 1 in a row | 45.00% | 67.5% | 83.7% | 91.9% |
| 2 in a row | 20.25% | 45.6% | 70.1% | 84.4% |
| 3 in a row | 9.11% | 30.8% | 58.7% | 77.6% |
| 5 in a row | 1.85% | 14.0% | 41.2% | 65.5% |
| 7 in a row | 0.37% | 6.4% | 28.9% | 55.3% |
| 10 in a row | 0.03% | 2.0% | 17.0% | 42.9% |