謝謝科普，不過我算了一下，你的計算好像不夠精確：

你用的Kelly Criterion 是個簡化版本。公示應該是

Kelly's Criterion is used to determine the optimal fraction of your capital to bet in order to maximize long-term growth. The formula is:

x=p/a−q/b?

Where:

• x is the fraction of your capital to bet (as a percentage),

• p is the probability of winning (in your case, 60% or 0.6),

• q is the probability of losing (40% or 0.4),

• b is the payout rate (here, 65/415 ≈ 0.157),

• a is the loss rate per bet (here, 20/415=0.048).

Plugging in the numbers:

$$=9.952$$

So, according to Kelly’s Criterion, the optimal bet size is approximately 995.2% of your bankroll.

 

也就是說你需要借更多的錢來投資，或者用杠杆。