Crash simulator with the real multiplier distribution: test auto-cashout targets and martingale strategies without risking money.
Crash draws a multiplier from a distribution where the chance of reaching x is roughly the house edge subtracted from 1/x. Cashing out at 2.00 succeeds a little under half the time; at 10.00 a little under a tenth. The expected value is identical at every target.
That last point is what the simulator makes visible: a low target wins often and small, a high target rarely and large, and both cost the same over enough rounds.
A 2.00 target loses five in a row about 3% of the time, which happens several times an hour at speed. Sizing that assumes it will not is how bankrolls disappear.
Test any progression here first. Doubling after a loss needs an unbroken bankroll through the worst streak the distribution allows, and the simulator will find that streak faster than you expect.
Most crash implementations reserve a small share of rounds — typically around 1 in 100 — that bust immediately at 1.00x. That single rule is where a large part of the house edge lives, and it is also why no cashout target, however low, is ever safe.
It matters for strategy testing because a progression that assumes a 1.01x target almost always wins is wrong in exactly the way that empties a bankroll. Set the target low in the simulator and watch what the instant-crash rate does to a doubling sequence.
No. Each round draws independently; a run of low multipliers makes a high one no more likely.
For expected value, none — they are equivalent. For variance, lower targets are smoother and higher targets are lumpier.