Leverage Behaviour Alert

This alert takes a consecutive 14 trading days of performance and calculates your Optimal F Kelly Factor.

The Kelly criterion is a mathematical model to calculate the optimal amount of capital to invest in a trading strategy to produce a theoretically maximum amount of profit. The Optimal F (fraction) of Kelly allows one to build a risk constraint overlay into the model and provide a more realistic trading experience as Kelly on its own does not take any drawdown threshold into account. If Optimal F is less than 1 you should decrease your trade sizes. An Optimal F greater than 1 will increase the chances of your profitability significantly.