Interface IPositionSizeKellyParams

Public API parameters for Kelly Criterion sizing (without method field).

interface IPositionSizeKellyParams {
    accountBalance: number;
    priceOpen: number;
    symbol: string;
    winLossRatio: number;
    winRate: number;
}

Properties

accountBalance: number

Current account balance

priceOpen: number

Planned entry price

symbol: string

Trading pair symbol (e.g., "BTCUSDT")

winLossRatio: number

Average win/loss ratio

winRate: number

Win rate (0-1)