Show that Martingale doesn't work.

bad_martingale.py

import random
import matplotlib.pyplot as plt

NUMBER_OF_ROUNDS = 10000
POT_LIMIT = 500
INITIAL_CASH_IN_HAND = 500  # Dollars
IS_ABLE_TO_OVERDRAFT = True
NUMBERS_IN_ROULETTE = 36  # 1 will be added to represent 0.
STARTING_BET_SIZE = 1
BET_MULTIPLICATION_FACTOR = 2

RED_NUMBERS = [1, 3, 5, 7, 9, 12, 14, 16, 18, 19,
               21, 23, 25, 27, 30, 32, 34, 36]

cash_in_hand = INITIAL_CASH_IN_HAND
total_money_by_round = []
bet_size = STARTING_BET_SIZE

i = 0
while (i < NUMBER_OF_ROUNDS and
      ((cash_in_hand - bet_size > 0) or IS_ABLE_TO_OVERDRAFT)):
    cash_in_hand -= bet_size

    number = random.choice(range(NUMBERS_IN_ROULETTE+1))
    if number in RED_NUMBERS:
        cash_in_hand += bet_size * 2
        bet_size = STARTING_BET_SIZE
    else:
        bet_size *= BET_MULTIPLICATION_FACTOR
        if bet_size > POT_LIMIT:
            bet_size = STARTING_BET_SIZE

    total_money_by_round.append(cash_in_hand)

    i += 1

plt.plot(range(NUMBER_OF_ROUNDS), total_money_by_round)
plt.show()