Recently, I watched a promotional video about electricity barriers, which mentioned a doubling betting strategy. In the film, the loss was based on the dealer's black box. If this is placed in a Contract Trading scenario with relatively less black box, would the situation become more optimistic or more sci-fi?

Specifically, we give the contract account a fixed asset, invest a certain amount of chips each time we open a position, set the take-profit slightly higher than the stop-loss, and the stop-loss is liquidation. We use isolated margin for position allocation, and if the stop-loss is hit, we double the investment. As long as we hit the take-profit once, we can recover the loss and make a small profit, then restart the strategy. For example, with a total capital of 1000u, 20-40-80-160-320-640 will be basically used up. If 100x leverage is used, it can continue to 640-1280-2560-5120-10240-20480-4096-81920, which will be basically used up. It can participate in about 13 rounds, and as long as one round hits the take-profit, the investment can be recovered and a small profit can be made.
So what is the actual probability?