Bankroll Ruin Calculator
Run 10,000 Monte Carlo simulations to calculate your probability of ruin, expected outcomes, and the safe stake percentage to keep ruin risk below 5%.
Understanding Ruin Probability
Even with a positive expected value, aggressive staking can lead to ruin. The ruin calculator runs 10,000 simulated betting sequences (Monte Carlo simulation) to show the full distribution of possible outcomes.
What the Results Mean
Ruin Probability - The percentage of simulations where your bankroll hit the stop loss. Keep this below 5% for sustainable betting.
Median Bankroll - More realistic than the expected (mean) value, which can be skewed by a few extreme outcomes.
5th/95th Percentile - Your worst and best case scenarios, excluding the most extreme 5% of outcomes in each direction.
Sample Paths - Seeing 10 different possible futures of your bankroll is far more impactful than a single number. Each path represents one possible reality.
Reducing Ruin Risk
The single most effective way to reduce ruin probability is to lower your stake as a percentage of bankroll. The calculator recommends the highest stake % that keeps ruin probability under 5%.