In this game, you're given an unfair coin, which lands heads anywhere from 50% to 90% of the time. You won't know the probability.
You start with $100. Each coin flip, you can bet as much of your money as you'd like.
If the coin lands heads, you earn double your bet. If the coin lands tails, you lose your bet.
After all the rounds are completed, your final earnings will be compared to earnings of a Kelly Criterion betting strategy.
The Kelly Criterion is a formula which optimizes the long-term growth rate of a bankroll.