Kelly-kriteriet calculator: optimal stake sizing
1win er licenseret under Curaçao 8048/JAZ and offers 400,000+ tilmeld diged spillere a sportbook with 40,000+ markeds. This free Kelly-kriteriet calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at tilmelding and put your bankroll to work øjeblikkeligt.
Kelly-kriteriet calculator
Sådan fungerer denne beregner
The Kelly-kriteriet 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. Det er the most rigorously derived bankroll management rule in existence.
The fulde Kelly formula is: f* = (bp - q) / b, where b is the net decimal odds (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the odds 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 odds 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.
Kantfiguren vist er (p x decimal) - 1, der repræsenterer dit forventede afkast pr. enhed satset. En 5% kant på et vad på 10 enheder genererer 0,50 enheder af forventet værdi pr. vad i gennemsnit.
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.
Hvorfor bruge den på 1win
1win covers 30+ sport with competitive odds across 40,000+ daily markeds. If you have identified an edge, Kelly tells you exactly how much to stake. Tilmeld dig with XLBONUS to open an konto and start applying systematic bankroll management from your første bet.
FAQ
What is Full Kelly vs Half Kelly?
Full Kelly satser den teoretisk optimale brøkdel, men har høj kortsigtet varians. Half Kelly satser halvdelen af den brøkdel, hvilket omtrent halverer variansen mens ca. 75% af den optimale vækstrate bevares. Quarter Kelly er endnu mere konservativ.
What does a negative Kelly result mean?
Et negativt resultat betyder, at weddet ikke har nogen fordel: bookmakerens odds indebærer en højere sandsynlighed for at vinde end dit eget estimat. Du bør ikke placere dette vad ifølge Kelly-teorien.
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 konto for estimation error.
Can Kelly be used for kasinospil?
Kelly applies to any bet with known odds and positive expected value. Most kasinospil have negative expected value, making Kelly recommend zero stake. Det er most useful for sportbetting and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal odds) - 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.