Trading Calculators

Win rate + R/R → optimal bet fraction via Kelly formula

How to read the percentages

priceHow much the coin price moved. Independent of leverage.How far the price moved. Leverage-independentaccountGain/loss as a share of your total account. Leverage is already applied.Gain/loss vs. total account. Leverage appliedpositionGain/loss as a share of position notional value. Leverage is applied.Gain/loss vs. position notional. Leverage applied

Account return = price move × effective leverage

Win Rate (%)

Probability of winning

Profit % — When WinpositionGain/loss as a share of position notional value. Leverage is applied.

Position gain when you win (leverage included)

Loss % — When LosepositionGain/loss as a share of position notional value. Leverage is applied.

Position loss when you lose (leverage included)

Initial Capital (USDT)

For amount calc

Risk/Reward (R)2.00

Edge per Trade+3.25%

Breakeven Win Rate33.3%

Requires more than your capital — 6.50×

Above 1× you need leverage to take this size.10,000 × 6.50 = 65,000 USDT

Theoretical Max (Full)

leverage needed

Full Kelly f*

6.50×

650.0%

Fraction of Capital

-5.00%positionGain/loss as a share of position notional value. Leverage is applied.×6.50×=-32.50%accountGain/loss as a share of your total account. Leverage is already applied.

Win+65.00% (+6,500)

Loss-32.50% (-3,250)

Position Value65,000 USDT

Max growth, max variance. Treat it as a ceiling you never reach, not a target.

Half Kelly

leverage needed

Half Kelly ½f*

3.25×

325.0%

Fraction of Capital

-5.00%positionGain/loss as a share of position notional value. Leverage is applied.×3.25×=-16.25%accountGain/loss as a share of your total account. Leverage is already applied.

Win+32.50% (+3,250)

Loss-16.25% (-1,625)

Position Value32,500 USDT

Half of full Kelly. A single losing streak still cuts deep.

Quarter Kelly

leverage needed

Quarter Kelly ¼f*

1.63×

162.5%

Fraction of Capital

-5.00%positionGain/loss as a share of position notional value. Leverage is applied.×1.63×=-8.13%accountGain/loss as a share of your total account. Leverage is already applied.

Win+16.25% (+1,625)

Loss-8.13% (-812.5)

Position Value16,250 USDT

Conservative by Kelly standards, but still larger than the common 1–2% risk rule.

Size from your risk limit

Treat Kelly as the ceiling and size your actual orders with this multiple.

Account loss per trade (%)accountGain/loss as a share of your total account. Leverage is already applied.

Most traders use 1–2%.

Required entry multiple

0.20×

2,000 USDT

Fraction of Kelly

1/33

After 5 losses

-4.9%

9,509.9 USDT

After 10 losses

-9.6%

9,043.82 USDT

Compound Growth Curve by Bet Size

X: Fraction of capital per trade · Y: Log compound growth rate per trade (long run)
Peak fraction = Full Kelly. Betting more reduces growth and increases ruin risk.

Full Kelly · Double KellyHalf KellyPositive zone (profit)Negative zone (ruin direction)

What survives a losing streak

What is left in your account after a losing streak. Bigger multiples break faster.

Remaining = capital × (1 − multiple × loss rate)^streak

Loss Streak	Full 6.50×	1/2 3.25×	1/4 1.63×	1/8 0.81×	Yours 0.20×
1× L-streak	67.5% -32.5% (-3,250)	83.7% -16.3% (-1,625)	91.9% -8.1% (-812.5)	95.9% -4.1% (-406.25)	99.0% -1.0% (-100)
2× L-streak	45.6% -54.4% (-5,443.75)	70.1% -29.9% (-2,985.94)	84.4% -15.6% (-1,558.98)	92.0% -8.0% (-796)	98.0% -2.0% (-199)
3× L-streak	30.8% -69.2% (-6,924.53)	58.7% -41.3% (-4,125.72)	77.6% -22.4% (-2,244.82)	88.3% -11.7% (-1,169.91)	97.0% -3.0% (-297.01)
5× L-streak	14.0% -86.0% (-8,598.74)	41.2% -58.8% (-5,879.75)	65.5% -34.5% (-3,453.84)	81.3% -18.7% (-1,872.78)	95.1% -4.9% (-490.1)
7× L-streak	6.4% -93.6% (-9,361.55)	28.9% -71.1% (-7,110.03)	55.3% -44.7% (-4,474.37)	74.8% -25.2% (-2,519.7)	93.2% -6.8% (-679.35)
10× L-streak	2.0% -98.0% (-9,803.65)	17.0% -83.0% (-8,302.35)	42.9% -57.1% (-5,714.78)	66.1% -33.9% (-3,394.83)	90.4% -9.6% (-956.18)

Loss Streak

Full
6.50×

1/2
3.25×

1/4
1.63×

1/8
0.81×

Yours
0.20×

Account loss per trade

-32.50%

-16.25%

-8.13%

-4.06%

-1.00%

1× L-streak

67.5%

-32.5% (-3,250)

83.7%

-16.3% (-1,625)

91.9%

-8.1% (-812.5)

95.9%

-4.1% (-406.25)

99.0%

-1.0% (-100)

2× L-streak

45.6%

-54.4% (-5,443.75)

70.1%

-29.9% (-2,985.94)

84.4%

-15.6% (-1,558.98)

92.0%

-8.0% (-796)

98.0%

-2.0% (-199)

3× L-streak

30.8%

-69.2% (-6,924.53)

58.7%

-41.3% (-4,125.72)

77.6%

-22.4% (-2,244.82)

88.3%

-11.7% (-1,169.91)

97.0%

-3.0% (-297.01)

5× L-streak

14.0%

-86.0% (-8,598.74)

41.2%

-58.8% (-5,879.75)

65.5%

-34.5% (-3,453.84)

81.3%

-18.7% (-1,872.78)

95.1%

-4.9% (-490.1)

7× L-streak

6.4%

-93.6% (-9,361.55)

28.9%

-71.1% (-7,110.03)

55.3%

-44.7% (-4,474.37)

74.8%

-25.2% (-2,519.7)

93.2%

-6.8% (-679.35)

10× L-streak

2.0%

-98.0% (-9,803.65)

17.0%

-83.0% (-8,302.35)

42.9%

-57.1% (-5,714.78)

66.1%

-33.9% (-3,394.83)

90.4%

-9.6% (-956.18)

Above 80% remaining is recoverable; below 60% is dangerous.

How often streaks happen

Odds of losing N in a row, and the chance of hitting it at least once over 500 trades. 55.0%

P(N losses) = (1 − win rate)^N

Streak	Probability	Roughly	At least once in 500 trades
1× L-streak	45.00%	1 in 2.2	100.0%
2× L-streak	20.25%	1 in 4.9	100.0%
3× L-streak	9.11%	1 in 11	100.0%
5× L-streak	1.85%	1 in 54	99.3%
7× L-streak	0.374%	1 in 268	63.7%
10× L-streak	0.034%	1 in 2937	8.8%

Rare per attempt, but you will meet it if you keep trading. Only size up to a multiple that survives these streaks.

What Kelly assumes — break any one and f* is overstated

·You know win rate and R:R exactly (in reality they are sample estimates)
·Those values never change
·Losses always stop exactly at your stop (no gaps, slippage, or liquidation)
·You repeat the trade a very large number of times