Variance program

[Yerma]

I posted this as a reply to someone else's post in micro stakes initially. And I think it's worth it's own post here.

Anyways, here's the post:
I wrote a little something for questions like these. You can get your bankroll requirements for various win rates and standard deviations experimentally. I put it at http://www.pokervillain.com/HoldemSimSetup.zip

If anyone wants the source code for this (it's all C#), send me a PM.

Anyways, I'm getting that someone who plays 100,000 brick and mortar hours (about 300K hands) while winning at 1BB/hr (about 3BB/100 hands) with a standard deviation of 10BB/hr (I'm not sure what that is in BB/100) can have downswings of 620BB, although this is very rare! Usually when I run the simulation for 100,000 hours, it suggests that the worst downswing the player experiences is between 280-550 BB. Anyways, prepare for a 600BB downswing if you're winning at 3BB/100 is the lesson here?

In a bizarre twist, I just ran it and got that the player had a 595 BB downswing, but still ended up posting a 102,618 BB win in 100,000 hours--so he ran hot?! Go figure.