How to use Excel to calculate strategies

Excel is a great polygon for quick calculations and simulations. Below is the minimum "toolkit" that allows you to test ideas without code: tables (Ctrl + T), structured links, dynamic arrays, pivot tables, "Hypothesis analysis" (Goal Seek, Data Table, Scenario Manager), Monte Carlo on RAND (), as well as Solver for matching the size of the bet.

1) Basic file structure (3 sheets)

Sheet'Parameters'

'Bet '(fix)

'Bank _ start'
'HF '(share of winning spins, if necessary)
'q_≥×10' (chance of a "meaningful" event)

"Distribution Passport" (pay baskets):

Threshold/value	Probability	Cumulative
—	—
Example: 0; 0,5; 2; 10; 50; 200 - with the sum of probabilities = 1.

Sheet 'Simulation'

Table'tblSpins' (Ctrl + T):

`Spin` (1…N)
'Bet '(= Parameters [Bet])
'U '(= RAND ()) - uniform random
'X '(multiplier) - by cumulative table
`Win` (=BetX)
`Hit` (=`--(X>0)`)
`Hit_≥×10` (=`--(X>=10)`)
`Net` (=Win−Bet)
'Bank '(cumulative from'Bank _ start')

Sheet 'Report'

summary tables/graphs: distribution of winnings, bank cumulative, frequencies, intervals.

2) How to turn RAND () into a "spin payoff"

On the Parameters panel, specify the cumulative:

Value _ X	p	CumP
Example CumP: 0. 70; 0. 90; 0. 97; 0. 99; 0. 999; 1. 000

In 'tblSpins [X]', use cumulative search:

Make a named range'CumP 'and'ValsX'.

Formula (Excel 365):


=XLOOKUP([@U], CumP, ValsX,, 1)

Argument '1' gives the search "less than or equal to" (step function).

Alternative (without XLOOKUP):


=INDEX(ValsX, MATCH([@U], CumP, 1))

3) Waiting frequencies and intervals

Hit Frequency (HF) samples:


=AVERAGE(tblSpins[Hit])

Chance of a "significant" event (≥×10), sample:


=AVERAGE(tblSpins[Hit_≥×10])

Interval to event (geometric approximation): if threshold parameter has probability 'q' (from "Parameters"), then

Mean interval: '= 1/q'

Median: '= ROUNDUP (LN (0. 5)/LN(1-q),0)`

Empirical intervals from the log:

Create an auxiliary column 'Schyotchik_bez_≥×10'that resets to 0 on hit and grows by 1 otherwise. The list of values at the moments of "hit" are intervals. For them, read the median and percentiles (PERCENTILE/QUARTILE).

4) RTP, spread and drawdowns

Actual RTP:


=SUM(tblSpins[Win])/SUM(tblSpins[Bet])

percent × 100%.

Losing streak (L-streak):

Column'Lose '=' -- (tblSpins [Win]
Column'L _ Run '= "current run length" (formula with IF and previous row reference)
'MAX (L_Run) '- maximum series.

max drawdown

Column'Peak '= "cumulative maximum" from'Bank': '= MAX ([@ [Bank]]; pre _ row [Peak]) '

Column 'DD' = '= [@ Peak] - [@ Bank]'

'MAX (DD) '- depth;' MAX (DD )/Bank _ start '- in bank shares.

5) Summary tables and graphs

Histogram of multipliers: group'X 'with baskets (≤×1, × 1- × 5, × 5- × 20, ≥×20).

Bank line: 'Bank' chart by 'Spin'.

Cumulative frequency of "significant" hits: share of hits in blocks of 100/500 spins.

Slicers will allow you to filter by slots/strategies if you keep a general journal.

6) "What-if" analysis: Goal Seek, Data Table, Scenarios

Goal Seek

Examples:

Find the rate at which the median drawdown ≤ 150 rates.
"Find a starter bank for survival of the two median ≥×10 intervals."

Data table (1- and 2-factor)

Parameters along the axes: rate and session length.

The metric in the model cell is the chance to finish ≥0% or the median drawdown.

The table will return a grid of results for visual selection of parameters.

Script Manager

"Flat," "Soft progression," "Hard progression," "Bonus purchase" - a set of fixed parameters (bet/exit rules).

7) Monte Carlo (with one formula)

The idea: run M "mini-sessions" over N spins and collect the distribution of results.

Excel 365 (dynamic arrays), in the Report worksheet:

1. Parameters: 'N = 1000' (spins), 'M = 1000' (sessions).

2. Generate'U 'matrix of size'N × M':


=RANDARRAY(N; M)

3. Convert to'X 'via cumulative (reception with MAP/LAMBDA):

Create LAMBDA'Fdraw (u) = XLOOKUP (u; CumP; ValsX;;1)`


=MAP(RANDARRAY(N; M); LAMBDA(u; Fdraw(u)))

4. Total of each session (by column):


=BYCOL(X_mat; LAMBDA(col; SUM (colRate) - NStack))

5. According to the vector of "results," count quantiles, average, share of ≥0%, etc.

💡 Tip: for "heavy tails" increase M; if Excel "breathed hard," reduce N/M and use basket aggregation.

8) Confidence interval bootstrap (without VBA)

There is an empirical column 'X' (multiplier per spin). Make an array of indexes:


=RANDBETWEEN(1; ROWS (X) )//vector of length N

Pull sample:


=INDEX(X; Indices)

Calculate the mean/quantiles; repeat on columns'M'times (BYCOL) - get the distribution of estimates and confidence intervals for RTP/HF/quantiles.

9) Comparison of betting strategies

Add a'Bet 'column with the strategy rule:

Flat: '= Parameters [Bet]'
Mild progression: '= IF (Lose; Bet1,2; Parameters [Rate]) '(example)

Teik profit/stop loss:

'= IF (Bank <= Bank _ start-stopLoss; 0; IF (Bank> = Bank _ start + TeikProfit; 0; Bet))`
A zero bid "stops" the session. Then compare metrics by batches/scenarios: median result, IQR, max drawdown, ≥0% chance.

💡 Important: strategies do not change the expectation of fair play; you compare the risk profile rather than "excess profits."

10) Solver: selection of the rate share from the bank

Purpose: to minimize the 95th percentile of drawdown or to maximize the chance to complete the session ≥0% with the variable 'f' (rate = 'fBank _ current', with restrictions' 0

Target cell: risk/success metric.

Modifiable: 'f'.

Restrictions: 'f_min≤f≤f_max'; "risk of ruin ≤ target."

Solver will select 'f' based on your simulation (you may need to reduce N/M).

11) Report for article/client (template)

RTP slot/version/strategy: .../.../flat/progression

Spins per session:...; Sessions (M):...

Actual RTP (median by session): ...% (IQR... -...%)

HF (median): ...%

Pre- ≥×10 interval: median... spins (75th percentile...)

Max drawdown (median/90th percentile): .../... rates

Finish chance ≥0 %/ ≥+20%: .../...

Risk conclusion: low/medium/high; rate/limit recommendations.

12) Frequent mistakes and how to avoid them

Mixing RTP slots/versions in one sample - results are invalid.

Conclusions on short series (spin ≤1000) without intervals are an anecdote, not statistics.

RAND () without fixing the seed - compare strategies on one set of'U': use one array of random numbers for all scenarios (so that the "noise" is canceled).

Progressions for the sake of "early compensation" - change the form of distribution, not expectation.

Lack of drawdown control - always read max drawdown and duration of deserts.

13) Mini-guide by Excel 365 features (with replacements)

XLOOKUP/XMATCH - search for thresholds (VLOOKUP/MATCH replacement).

LET/LAMBDA - Design models as functions (reuse).

SEQUENCE/RANDARRAY/BYROW/BYCOL/MAP/SCAN - dynamic arrays for Monte Carlo and aggregations.

PERCENTILE. INC / QUARTILE. INC - quantiles; COUNTIFS/SUMIFS - baskets.

No 365? Use INDEX + MATCH, massive formulas (Ctrl + Shift + Enter), Data Table instead of MAP/BYCOL.

Bottom line: Excel allows you to assemble a working laboratory for strategies in a couple of hours: from generating outcomes according to a given distribution to Monte Carlo with reports on RTP, hit frequency, intervals and drawdowns. Compare strategies on the same noise, show quantiles and confidence intervals, use what-if and Solver to choose a bet and limits. So you get reproducible conclusions about risk and stability - without illusions and "timing."