Kellija kritērijs calculator: optimal stake sizing

1win ir licencēts saskaņā ar Curaçao 8048/JAZ and offers 400,000+ reģistrētiesed spēlētāji a sporta grāmata with 40,000+ tirguss. This free Kellija kritērijs calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at reģistrācija and put your bankroll to work nekavējoties.

Kellija kritērijs 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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Kā šis kalkulators darbojas

The Kellija kritērijs 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. Tas ir the most rigorously derived bankroll management rule in existence.

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

Parādītais priekšrocību skaitlis ir (p x decimāls) - 1, kas atspoguļo jūsu paredzamo atdevi vienai likmes vienībai. 5% priekšrocība ar 10 vienību likmi vidēji ģenerē 0,50 paredzamās vērtības vienības vienai likmei.

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

Kāpēc to izmantot 1win

1win covers 30+ sports with competitive koeficienti across 40,000+ daily tirguss. If you have identified an edge, Kelly tells you exactly how much to stake. Reģistrēties with XLBONUS to open an konts and start lietotnelying systematic bankroll management from your pirmais bet.

Reģistrēties at 1win and claim XLBONUS

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What is Full Kelly vs Half Kelly?

Full Kelly aizliek teorētiski optimālo daļskaitli, bet tai ir augsta īstermiņa izkliede. Half Kelly liek pusi no tās daļas, kas aptuveni uz pusi samazina izkliedi, saglabājot apmēram 75% no optimālās izaugsmes tempa. Quarter Kelly ir vēl konservatīvāks.

What does a negative Kelly result mean?

Negatīvs rezultāts nozīmē, ka likmei nav priekšrocību: bukmekera cena liek domāt par augstāku uzvaras varbūtību nekā jūsu pašu novērtējums. Jums nevajadzētu izdarīt šo likmi saskaņā ar Kellija teoriju.

How accurate must my probability estimate be?

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

Can Kelly be used for kazino spēles?

Kelly lietotnelies to any bet with known koeficienti and positive expected value. Most kazino spēles have negative expected value, making Kelly recommend zero stake. Tas ir most useful for sporta derības and trading.

What is the "edge" in the Kelly formula?

Edge = (probability x decimal koeficienti) - 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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