This is a comparison across families. Martingale is a negative progression that chases losses, while Paroli is a positive progression that presses wins. The contrast makes the risk difference very clear.
Quick Comparison Table
| Feature | Martingale | Paroli |
|---|---|---|
| Family | Negative progression | Positive progression |
| Increase after | Loss | Win |
| Big bets during | Losing streaks | Winning streaks |
| Typical result | Many small wins, rare big loss | Many small losses, rare big win |
| House edge | Unchanged | Unchanged |
Martingale Rule
Double after each loss and reset after a win, so large bets fall during bad runs and are funded from your bankroll. The full method is in the Martingale strategy guide.
Paroli Rule
Increase the bet after a win, usually for three consecutive wins, then reset to the base bet and bank the profit. Large bets fall during good runs and are funded mostly by winnings, closely related to the reverse Martingale.
Negative vs Positive Progression
The families are opposites. Martingale risks big money to recover losses; Paroli risks mostly winnings to extend gains. This is why their session patterns are mirror images of each other.
Risk Profile
Martingale wins most sessions by a little and loses rarely by a lot. Paroli loses most sessions by a little and wins rarely by a lot. Neither pattern is inherently better; they simply distribute the same negative expectation differently.
Bankroll Pressure
Paroli is far gentler on bankroll because a loss only costs the current small stake, whereas Martingale can demand large sums exactly when you are losing. This makes Paroli less likely to produce a sudden ruinous drawdown.
Volatility
Both concentrate their key outcomes into rare events, but on opposite sides. Martingale's rare event is a devastating loss; Paroli's rare event is a rewarding winning run. Your comfort with each shape is the real deciding factor.
Expected Value Reminder
Despite the opposite mechanics, the destination is the same. Every bet in both systems carries the house edge, so the long-run expected value is negative for each. Choosing between them is choosing a risk shape, not an edge.