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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



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.