🎯Quant
凯利准则计算器
输入您的获胜概率和胜负比例，获得凯利百分比 — 每笔交易风险资本的数学最优比例。包括全额凯利、半额凯利和四分之一凯利输出。
Percentage of trades that win
Avg win ÷ avg loss
Full Kelly
32.50%
Risk this fraction of capital per trade
½ Kelly (recommended)
16.25%
Lower drawdown
¼ Kelly (conservative)
8.13%
Very stable equity
Formula
Kelly = W − (1−W) / RW = win rate, R = win/loss ratio
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How it works
This 凯利准则计算器 runs entirely in your browser — no data is sent to any server. Simply fill in the fields above and the result updates instantly. You can copy the output with the copy button provided.
Frequently Asked Questions
什么是凯利准则？
凯利准则是一种公式，用于确定在具有正期望值机会上下注的最优资本比例，以最大化长期增长率。
什么是半凯利？
半凯利是指下注金额为凯利推荐规模的一半。这样可以显著降低波动性，同时获得约75%的增长率 — 专业交易员的常用方法。
如果凯利结果为负数怎么办？
负的凯利值意味着边际为负 — 您没有数学优势，不应该进行此交易。