Risk & Position Sizing
Pure-math calculator: fixed-fractional, ATR-normalized, and fractional Kelly. Enter account size, risk %, and trade levels to see shares and expected P&L.
Account
size $
risk %
Trade
entry
stop
target
ATR / Kelly
atr
atr mult
win rate
avg win (R)
avg loss (R)
Fixed-R Sizing
shares: 83
$ risk: 498.00
$ exposure: 16600.00
leverage: 0.166x
ATR Sizing
shares: 83
$ risk: 498.00
stop dist: 6.00
$ exposure: 16600.00
Fractional Kelly
raw f*: 0.2000
capped: 5.00%
$ alloc: 5000.00
Trade Stats
R-multiple (reward:risk): 3.33
expectancy per R: 0.440
expected P&L on this trade @ fixed-R: $1660.00