Your stake-weighted interval is selected.
s ÷ AAdjust one position and follow it through candidate selection, payout coverage, and bankroll risk. All values are illustrative test ETH.
Your stake-weighted interval is selected.
s ÷ AThe payout-coverage gate passes.
A ÷ PThe bankroll-risk gate passes.
1 − G ÷ B10.00% × 100.00% × 100.00% = 10.00% win chance
s · T · EStake, payout target, edge capBRound activity and bankroll investmentP · Pr(win)Final payout and win chanceThe contract computes in wei and floors integer divisions. This teaching view uses decimal ETH, so only sub-wei rounding is omitted.
A = s + other stakes10 = 1 + 9 ETHG = min(max(A,T) − A, B × E)0 = min(0, 50) ETHP = A + G10 = 10 + 0 ETHPr(win) = s/A × A/P × (1 − G/B)10.00% = 10% × 100% × 100%e = G ÷ B0% = 0 ÷ 100EV = Pr(win) × P − s = −s × e0 = 10.00% × 10 − 1 ETHIf the requested gap needs more edge than allowed, G shrinks and the payout falls. The actual edge never exceeds the stored maximum.
With B = 0, the payout equals aggregate stake, the risk gate passes automatically, and expected edge is zero.
Other positions can choose different targets and caps. A whole round’s bankroller profit probability needs every position’s terms; the expected bankroll gain shown here is this position’s contribution.