Interface ISizingCalculateParamsKelly

Parameters for Kelly Criterion sizing calculation.

interface ISizingCalculateParamsKelly {
    accountBalance: number;
    method: "kelly-criterion";
    priceOpen: number;
    symbol: string;
    winLossRatio: number;
    winRate: number;
}

Properties

accountBalance: number

Current account balance

method: "kelly-criterion"

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)