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  • David Orkin thinks this is interesting:

If I make this trade to infinity, both of us will have the same P & L, minus commissions. Since our capital is not infinite and commissions are, both of us will eventually end up broke

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This is incorrect, it makes the assumption that we each win 50% of the time. Win rate and the actual commission need to be known to calculate P&L. Assuming there is only two players, someone would win before all money goes to the house.