From April 15th to now, the investor profit has been pretty much sideways throughout.
There's been quite a few players that have been pushing Martingale pretty hard.
With that type of strategy, player wins are small and steady, but when the martingale strategy inevitably fails at one point, you can see a big drop from a player.
I'm more just asking from a general mathematics standpoint, like at what point can you consider variance satisfied
Technically, for variance to be equalized over a period of time, it takes tens of billions of repetitions. For a straight 50/50 chance, it's something like 1b rolls before you start to get on par with expectations (or at least expect to as per statistics).
A far more interesting metric would be dealing with the rolls themselves, as opposed to amounts won/lost. For example:
Player 1 is rolling at 0.001 BTC and does 100 rolls. They won 45 and lost 55, so they're at -0.005 BTC
Player 2 is rolling at 1.000 BTC and does 100 rolls. They won 55 and lost 45, so they're at +5.000 BTC
From the BR standpoint, it's down 4.995 BTC. But from a variance standpoint, it's exactly on par.
I've had many runs where I have 10-15%+ more wins than losses at 49.5% on different sites. But because they're small amounts, they don't make a difference. At the same time, a whale losing 10-15% more than wins would show a massive turnaround.