Kelly Criterion Position Sizer

Calculate the mathematically optimal number of contracts for your trading stats. Uses Kelly Criterion with Monte Carlo risk-of-ruin simulation, constrained by prop firm rules across 25 firm/account combinations.

Prop Firm Simulator →Compare Firms →

Upload Trade History

Drop a CSV here or click to browse

CSV with columns: date, pnl

or enter manually

Your Trading Stats

Average Win$150

Average Loss$100

Win Rate55%

Trades per Day3

Product

Prop Firm

Edge per Trade

$37.50

Profit Factor

1.83x

Ready to Calculate

Upload a trade history CSV or enter your stats manually. Click "Calculate Kelly" for optimal sizing, or "Compare All 25 Firms" to see which gives you the most contracts at safe ruin levels.

Full Kelly — Mathematically optimal but extremely aggressive. Most traders avoid this.

Half Kelly — ~75% of full growth with ~50% less drawdown. Common for experienced traders.

Quarter Kelly — Conservative. Used by most professionals. Recommended starting point.