Kelly Criterion Calculator

Calculate optimal bet sizing with the Kelly Criterion. Maximize your bankroll growth long-term.

Your parameters

Recommended stake
Kelly %
Adjusted Kelly %
Expected Value
Edge

The Kelly Criterion

The Kelly Criterion is a mathematical formula that determines the optimal bet size to maximize your bankroll growth long-term.

The formula

Kelly % = (p × b - q) / b

Where:

  • p = probability of winning
  • q = probability of losing (1 - p)
  • b = net odds (decimal odds - 1)

Why use Half Kelly?

Full Kelly is mathematically optimal but very aggressive. Variance is high and a few bad results can seriously dent your bankroll. Most professional bettors use Half Kelly (50%) or Quarter Kelly (25%) to reduce variance while maintaining solid growth.