Position Sizing Calculator
Prevent account blowups with mathematically optimal position sizing
#1 Cause of Account Blowups: Over-Leveraging
Professional traders risk only 1-2% per trade. Even with 10 consecutive losses, you'll preserve 80%+ of your capital.
Account Information
$
0.5%Moderate10%
Strategy Statistics
20%90%
Profit Factor
2.50
Expected Value
$180
Win/Loss Ratio
1.67
Current Trade
Spread width × 100, or max loss on position
Position Size Comparison
| Method | % of Account | $ Risk | Contracts | Risk Level |
|---|---|---|---|---|
| Quarter Kelly | 9.0% | $4500 | 9 | Very Low |
| Half Kelly★ Recommended | 18.0% | $9000 | 18 | Low |
| Full Kelly | 36.0% | $18000 | 36 | Medium |
| Fixed 2% | 2.0% | $1000 | 2 | Moderate |
Kelly Criterion
Full Kelly
36.0%
$18,000
Half Kelly ★
18.0%
$9,000
Recommended for most traders
Quarter Kelly
9.0%
$4,500
Ultra-conservative
Monte Carlo Simulation
Risk of Ruin0.0%
Avg Max Drawdown2.6%
Profitable Runs100%
Outcome Distribution (1000 simulations)
10th percentile$63,200
Median$68,000
90th percentile$72,800
✅ Positive Expectancy
Your strategy has edge. Use Kelly or Fixed Fractional sizing consistently.
Quick Reference
Kelly Criterion = Optimal bet size for max geometric growth
Half Kelly = Most pros use this for safety margin
1-2% Rule = Never risk more than 2% per trade
Profit Factor >1.5 = Minimum for tradeable edge