Monte Carlo Bankroll Trajectories (Log Scale)
RUNNING 100 PATHS
Kelly Equation:
f* = (p · b - q) / b | Optimal fraction maximizes expected logarithmic growth rate g(f) = E[ln(1 + f · X)].
Quantitative Risk & Growth Telemetry
Optimal Kelly Fraction (f*)
10.0%
Suggested leverage fraction
Expected Value / Trade
+12.5%
EV = p·b - (1-p)
Log Growth Rate g(f)
0.0084
Per trade continuous growth
Simulated Ruin Risk
0.0%
< 10% Initial Bankroll
PROVED: EV = +0.1250 | Optimal Kelly f* = 0.1000 | Active f = 0.1000 | Median End Bankroll: $23,412
Strategy Presets
Simulation Parameters
Win Probability (p)
0.55
Win / Loss Payout Ratio (b)
1.50x
Kelly Multiplier (f_mult)
1.00x f*
Trade Sequence Length
500 trades
Monte Carlo Paths
100 paths
Expected Log Growth Curve g(f)