Unit sizing

Your unit should be small enough that normal variance does not destroy the bankroll. Conservative plans use more bankroll units; aggressive plans accept deeper drawdowns.

Risk of ruin

Risk of ruin estimates the chance the bankroll is depleted before the long-run edge can materialize. It improves with bigger bankroll, smaller unit, better edge, and lower variance.

Session controls

Stop losses and win targets do not change the math of a game, but they protect discipline and reduce the chance that one session forces bad decisions.