Model your risk before it models you
Your own numbers in, a real figure out. Runs in your browser. No account, no card, no call.
Positive expectancy of 0.35R per trade at a defensible size.
Expectancy per trade
0.35R
$175.00
Expected per month
$3,500
84.0% a year
Risk of 50% drawdown
0.0%
Dollars at risk per trade
$500
Position size versus Kelly
Full Kelly maximises growth and is far too volatile to trade. Half-Kelly is the practical ceiling.
You are risking1.0%
Half Kelly (ceiling)8.8%
The losing streak you should plan for
Over 240 trades a year, a 10-trade losing streak is likely at 95% confidence. At 1.0% per trade that is a 9.6% drawdown — and it says nothing about whether the system is broken.
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KofiOptions — risk model · 0.35R expectancy at 45.0% win rate, 2R payoff · 1.0% per trade vs 8.8% half-Kelly ceiling · Plan for a 10-trade losing streak (9.6% drawdown) Run it yourself: https://kofioptions.com
Not financial advice. This is arithmetic on numbers you supplied. It models no real account, predicts no outcome, and does not account for slippage, fees, gaps or correlated positions. Trading involves risk of total loss.
Model your risk before it models you
Your own numbers in, a real figure out. Runs in your browser. No account, no card, no call.
Open the free toolIt runs in your browser. KofiOptions never sees your inputs.