Kelly-kriteeri calculator: optimal stake sizing

1win on lisensoitu Curaçao 8048/JAZ-lisenssin alla and offers 400,000+ rekisteröidyed pelaajat a urheilukirja with 40,000+ markkinas. This free Kelly-kriteeri calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at rekisteröinti and put your bankroll to work välittömästi.

Kelly-kriteeri calculator

Kelly fraction
Kelly result
Kelly % of bankroll
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Recommended stake
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Edge
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Expected value per unit
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The Kelly-kriteeri 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. Se on the most rigorously derived bankroll management rule in existence.

The täysi Kelly formula is: f* = (bp - q) / b, where b is the net decimal kertoimet (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the kertoimet 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 kertoimet 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.

Näytetty etukerroin on (p x desimaali) - 1, joka edustaa odotettua tuottoa per panoksen yksikkö. 5% etu 10 yksikön vedossa tuottaa keskimäärin 0,50 yksikköä odotettua arvoa per veto.

Accurately estimating win probability is the hardest part of sovelluslying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners sovellusly a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.

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1win covers 30+ urheilu with competitive kertoimet across 40,000+ daily markkinas. If you have identified an edge, Kelly tells you exactly how much to stake. Rekisteröidy with XLBONUS to open an tili and start sovelluslying systematic bankroll management from your ensimmäinen bet.

Rekisteröidy at 1win and claim XLBONUS

FAQ

What is Full Kelly vs Half Kelly?

Full Kelly lyö teoreettisesti optimaalisen murto-osan, mutta sillä on korkea lyhyen aikavälin vaihtelu. Half Kelly lyö puolet siitä murto-osasta, mikä suunnilleen puolittaa vaihtelun samalla kun säilyttää noin 75% optimaalisesta kasvuvauhdista. Quarter Kelly on vielä konservatiivisempi.

What does a negative Kelly result mean?

Negatiivinen tulos tarkoittaa, että vedolla ei ole etua: vedonlyöntitoimiston kerroin merkitsee suurempaa voittotodennäköisyyttä kuin oma arviosi. Sinun ei pidä asettaa tätä vetoa Kellyn teorian mukaan.

How accurate must my probability estimate be?

Even a 2-3 percentage point error in probability can materially change the recommended stake. Always sovellusly a margin of safety, and many professionals use Half or Quarter Kelly to tili for estimation error.

Can Kelly be used for kasinopelit?

Kelly sovelluslies to any bet with known kertoimet and positive expected value. Most kasinopelit have negative expected value, making Kelly recommend zero stake. Se on most useful for urheiluveikkaus and trading.

What is the "edge" in the Kelly formula?

Edge = (probability x decimal kertoimet) - 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.

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