Sub Dalembert2()
    Dim player As Long
    Dim trial As Long
    Dim session As Long
    Dim winLoss As Long
    Dim bet As Integer
    Dim handle As Double
    Dim wins As Long
    Dim losses As Long

    Const PLAYERS = 1000000 'One million players
    Const TRIALS = 1000 'One thousand rounds per player
    Const MAX = 1000 'One thousand unit max bet

    Randomize 'Init RNG

    For player = 1 To PLAYERS
        bet = 1 'Start at a 1 unit
        For trial = 1 To TRIALS
            handle = handle + bet 'Get the handle to be used for the average bet
            If Int(2 * Rnd) = 1 Then 'WINNER!
                wins = wins + 1 'Win counter
                winLoss = winLoss + bet 'Add the bet to the current win
                'A round was won so drop the bet by 1 unit to a minimum of 1 unit
                If bet > 1 Then
                    bet = bet - 1
                End If
            Else 'Loser
                losses = losses + 1 'Loss counter
                winLoss = winLoss - bet 'Subtract the bet from the current win
                'A round was lost so add one to the bet
                If bet < MAX Then
                    bet = bet + 1
                End If
            End If
        Next trial
    Next player

    Debug.Print "Trials: " & TRIALS
    Debug.Print "Wins: " & wins & " (" & wins / TRIALS * 100 & "%)"
    Debug.Print "Losses: " & losses & " (" & losses / TRIALS * 100 & "%)"
    Debug.Print "Total Bet: " & handle
    Debug.Print "Average Bet: " & handle / TRIALS
    Debug.Print "Win/Loss: " & winLoss
    Debug.Print "Edge: " & winLoss / handle
End Sub