This JavaScript program will allow you to input the appropriate parameters to determine the probability of increasing bankroll A by a specified amount before depleting it by a specified amount. The defaults are set to determine the probability for doubling ones bankroll before halving it provided one sizes ones bets using full Kelly (ie Kelly fraction = 1). See Equation 2 in Don Schlesinger's Two Risk of Ruin Equations article.

Enter the Kelly fraction:
Enter the "Endbank" to "Startbank" multiple you wish to end up winning ("y"):
Enter the "Endbank" to "Startbank" multiple you are willing to end up losing ("x"):
The probability of bankroll A reaching yA before xA is: