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Here is my set up.

I am running a simulation of a gambler betting over time

Here are the givens I am using.

Probability of win = 35% which is in B1 table

Odds = 2 which is in B3 table

Kelly # (amount of current bankroll to bet each time) = 2.5% which is in D1 table

Bankroll = $10,000 which is in A6 table

I am going to put in formulas I have for other cells in my simulation of bets, but will provide the data that those tables hold as well

SOME OTHER COLUMNS B6: =$D$1*A6

C6: =randbetween(1,000) column

D6: =if(C6<36,"Win","Loss")

E6: =if(D6="Win",B6*$B$3,(-B6))

A7: =A6+E6

Then I drag these down to run 2000 simulation of random bets

Near the bottom I have a table that has the capital gain the final bankroll - the beginning $10,000 bankroll.

(is there a way to graph these wins on a line graph just the start of $10,000 to my final bankroll?)

also what i need most

How to make a what if analysis... comparing different outcomes if the Kelly # (the percentage of my current bankroll I am betting) was different.

0.01 0.015 0.02 0.025 0.03 0.035 0.04

and under each column of the different percentages I want the final capital gain in them... and I want to have like 200 examples of this new capital gain...

Then I will average each column above for the 200 capital gains of the different percentages.

My confusion is this...

First off what is the value on the left of the percentages that I need to put in that block that will be concrete and unchanging? Is it $10,000 my beginning bankroll?

Then what are the values under that number?

I know I need to highlight the grid beginning with that concrete block (set as $10,000?) and then highlight down the 200 simulations I want.

Then I go to data > what if analysis > data table

Now what do i put in the table for row input cell? what about for the column input cell? <--- I believe I am supposed to leave this as a blank box - so I will just chose $G$1 an unused cell

HELP!

Also here is a screen cap of my excel sheet (I am unable to link to my second screen cap... here it is:

Excel screenshot

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    Note that [Zoho](http://sheet.zoho.com/) or [Google Docs](http://www.google.com/google-d-s/spreadsheets/) allow you to publish your spreadsheets online, for other people to play with them.2010-12-20
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    Your spreadsheet looks perfectly fine to me. Yes, 10000 is the beginning bankroll and you seem to have made proper use of the constants. In column D, you could fix the equation to use the value in A2 so it would reflect different win probabilities. My version of Excel (1997) doesn't have the what if analysis, so I can't help there.2010-12-20

1 Answers 1