Критерий на Кели calculator: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a букмейкър with 40 000+ пазари. This free Критерий на Кели calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registration and put your bankroll to work immediately.
Критерий на Кели calculator
Как работи този калкулатор
The Критерий на Кели is a mathematical formula developed by John L. Kelly Jr. in 1956 to determine the fraction of a bankroll that maximises the long-run logarithmic growth rate of wealth. It is the most rigorously derived bankroll management rule in existence.
The full Kelly formula is: f* = (bp - q) / b, where b is the net decimal коефициенти (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the коефициенти are 2.00 (b = 1.00) and you estimate a 55% win probability, f* = (1.00 x 0.55 - 0.45) / 1.00 = 0.10, meaning 10% of your bankroll.
A negative Kelly result means the bet has no edge: the implied probability of the коефициенти exceeds your estimated win probability. The calculator displays this as 0% and flags the negative edge.
Many professional bettors use Half Kelly (0.5x) or Quarter Kelly (0.25x). These fractions reduce variance significantly at a modest cost to long-run growth rate. Full Kelly is mathematically optimal but carries substantial short-term drawdown risk. With Half Kelly, the standard deviation of outcomes roughly halves.
Показаното edge число е (p × десетично) - 1, представляващо очакваната ви възвращаемост на залагана единица. 5% edge на залог от 10 единици генерира средно 0,50 единици очаквана стойност на залог.
Accurately estimating win probability is the hardest part of applying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners apply a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.
Защо да го използвате в 1win
1win covers 30+ спорта with competitive коефициенти across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. Регистрирай се with XLBONUS to open an акаунт and start applying systematic bankroll management from your first bet.
FAQ
What is Full Kelly vs Half Kelly?
Full Kelly залага теоретично оптималния дял, но има висока краткосрочна дисперсия. Half Kelly залага половината от този дял, което намалява дисперсията приблизително наполовина, като запазва около 75% от оптималния темп на растеж. Quarter Kelly е още по-консервативен.
What does a negative Kelly result mean?
Отрицателен резултат означава, че залогът няма предимство: цената на букмейкъра предполага по-висока вероятност за победа от вашата собствена оценка. Не трябва да поставяте този залог според теорията на Кели.
How accurate must my probability estimate be?
Even a 2-3 percentage point error in probability can materially change the recommended stake. Always apply a margin of safety, and many professionals use Half or Quarter Kelly to акаунт for estimation error.
Can Kelly be used for casino games?
Kelly applies to any bet with known коефициенти and positive expected value. Most казино игри have negative expected value, making Kelly recommend zero stake. It is most useful for спортни залози and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal коефициенти) - 1. It represents expected return per unit staked. A 5% edge means you gain 0.05 units on average per unit bet over many repetitions.