Position Sizing & Risk of Ruin Simulator

READY
Expected Value (EV)
-10.0%
Negative EV per trade
Optimal Kelly ($f^*$)
-20.0%
Do Not Trade (Negative)
Empirical Ruin Rate
100.0%
Accounts dropping >90%
Max Drawdown Avg
-99.8%
Across simulated paths
Bankroll Trajectories (Log Scale)
Initial: $10,000
Quantitative Mechanics & Proof Summary

Kelly Criterion Equation

f* = (p · b - q) / b

Where p is win rate, q = 1-p is loss rate, and b is win/loss payoff ratio.

Expected Value per Trade

EV = p · b - (1 - p)

Winning 60% with a 0.5 R:R gives 0.60 × 0.5 - 0.40 = -0.10 (-10%) per trade. No position size survives negative EV.

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