I would like to have the Kelly Criterion value calculated for each strategy and available as a parameter to view in the databank. The formula is very simple and can be derived from other parameters already available in the databank. The formula is: K = (win %) - ((1 - win %) / (avg. win / avg. loss)). K is expressed as a percent, and is the theoretical maximum percentage of an account that should be bet in each instance on series of probabilistic events. Plenty of information for this available in open sources.