Risk of ruin calculator

Risk of ruin is the probability your bankroll cannot place another bet before the session ends. For flat betting this page solves it exactly — the figures below carry no margin of error, because none exists. Preloaded: a $200 bankroll betting $10 at 49% over 1,000 rounds.

Scenario

Current game: an abstract betting round — each round wins with probability 49.00%, paying 1 to 1. This is not any real casino game; to try one, pick a preset above, such as baccarat.

Drag this first. It changes the conclusion more than anything else on the page.

Advanced — win chance, payout, push, table limits, seed

Rounds are capped at 100,000.

19.35% of sessions finish ahead — typically by $180.

72.94% run out of bankroll or can no longer place the next required bet, typically down $200.

Across every possible sequence of 1,000 rounds, the expectation is −$108.

Computed exactly — no simulation involved, so there is no margin of error.

startmedianmean
Ending bankroll. Grey shows flat betting on the same scenario. Computed exactly.

Expected versus typical

Expected ending bankroll
$92

The average across every simulated session (−$108).

Typical ending bankroll
$0

What the middle session experienced (−$200).

These differ because the distribution is lopsided. The average is pulled by outcomes that occur rarely; the median describes the session in the middle.

Preparing sample paths…

Outcomes

Finish ahead
19.35%
Finish behind
79.51%
Bankroll exhausted
72.94%

Could not place even the minimum bet.

Strategy could not continue
0.00%

The next required bet exceeded the bankroll or the table maximum, with money still left.

Full detail — percentiles, risk metrics, and the exact figures

Distribution of ending bankroll

P1
$0
P5
$0
P25
$0
P50
$0
P75
$100
P95
$500
P99
$740

Risk

Average largest bet
$10
Median maximum drawdown
$270
Average longest losing streak
8
Average total wagered
$5,436

Exact figures

Computed in closed form. No simulation, no margin of error.

Expected loss per $100 wagered
$2
Fair payout for this win chance
1.0408 to 1
Break-even win chance at this payout
50.00%
Chance the next 10 resolved rounds all lose
0.12%
Chance of at least one 10-loss streak within 1,000 rounds
44.13%

A different question from the one above, and a much larger number.

Typical longest losing streak
9

95th percentile: 13.

Why a 2% edge ruins so often

At this configuration the ruin probability is 72.94% — computed exactly. A 49% win chance sounds nearly fair, but a $200 bankroll is only 20 bets deep, and ordinary variance crosses 20 bets easily: the typical longest losing streak alone is 9. Ruin risk is a race between a small negative drift and a bankroll's depth; more rounds always favour the drift. Double the bankroll or halve the bet and watch the number fall.

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