Courtside Lab · Experiment

Kelly Bankroll Simulator

Monte-Carlo a bankroll across hundreds of bets to compare full vs fractional Kelly and the risk of going broke.

The experimentInteractive · no signup
Simulation Parameters
implied 50.0%·edge +5.0%·f* = 10.0%
Kelly Fraction
Bankroll over time200 runs · log scale
$1$5$20$100$500$2.0K$10.0K0255075100BETS →median10th–90th %start $1.0K

Bet size is the whole game. There's a mathematically perfect bet size that grows your bankroll the fastest, but betting bigger than that actually grows it slower and makes you far more likely to go broke. Betting a fraction of it (half or quarter) gives up a little growth for a lot less risk of busting, which is why most careful bettors do exactly that.

Frequently asked2 questions
What does this simulator show?
It runs many simulated betting sequences at your chosen edge and stake size, then plots how the bankroll grows or busts over time so you can compare full vs fractional Kelly.
Why does full Kelly bust so often?
Full Kelly maximizes long-run growth but is highly volatile, a run of losses can cripple the bankroll. Fractional Kelly trades a little growth for far lower ruin risk.
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