Bankroll Simulator
Monte Carlo variance calculator for roulette, blackjack & slots
Expected value only tells you the average. This bankroll simulator shows the truth around it: Monte Carlo distribution, max drawdown, risk of ruin and percentiles — how 1,000 players actually fare with your stake.
Bankroll & Variance Simulator
What actually happens if you play 500 rounds of roulette? This Monte Carlo simulation runs up to 5,000 players through your scenario at once and shows the full distribution — median, percentiles, drawdown and bust rate.
How to use this bankroll simulator — step by step
Get a full variance breakdown in under a minute:
- 1Set your starting bankroll
Enter the bankroll the session starts with (e.g. €200).
- 2Pick a game or custom edge
Choose a profile (European roulette, slot, blackjack, fair coinflip) or enter custom house edge and volatility.
- 3Stake & session length
Pick flat stakes (fixed amount) or proportional stakes (% of bankroll) plus the number of rounds per simulated session.
- 4Stop-loss / take-profit (optional)
Set the limits at which a simulated player stops — so you can see if bankroll management lowers risk of ruin.
- 5Read the results
You get median, percentiles P5/P25/P75/P95, max drawdown, ruin rate, plus a histogram and 10 sample trajectories. Share via permalink.
How is a bankroll simulator different from an EV calculator?
A house edge calculator returns the average loss. A bankroll simulator returns the full distribution: how many players are in profit? How many go broke? How big is the typical max drawdown? That's the only way to make variance tangible.
What is a Monte Carlo simulation?
A Monte Carlo simulation rolls many random trajectories and plots the distribution of ending bankrolls. Instead of asking 'will I lose?' it asks 'what percentage of players lose how much?' — an honest answer instead of a soothing average.
Why does variance matter more than RTP?
A 96 % RTP slot sounds fair. Reality: over 100 spins your result can land anywhere between −80 % and +500 %. Only after tens of thousands of spins does your average converge toward the RTP — until then, variance rules, and the simulator visualises exactly that.
What is risk of ruin?
Risk of ruin is the probability of losing your entire bankroll before the session ends. The simulator measures it empirically: the share of simulated players whose bankroll hits zero during the session. It depends on edge, volatility, bet size and session length.
What does the drawdown analysis give me?
Max drawdown is the largest drop from an intra-session peak. Even players who finish in profit often endure a 30–60 % swing along the way. Players who don't expect that cash out too early or double up uncontrollably — the most common path to total loss.
Can I use the simulator for sports betting or Kelly tests?
Yes. In custom mode you enter your edge and odds and simulate any betting sequence — ideal for comparing flat stakes against half-Kelly or full-Kelly and validating bankroll-management strategies before risking real money.