\documentclass{standalone}
\usepackage{luamplib}
\begin{document}
\begin{mplibcode}
beginfig(1);
numeric w, h, n; w = 377; h = 80; n = 500;
draw (origin--right) scaled w;
draw (origin--right) scaled w shifted (0,+h/2) withcolor 3/4;
draw (origin--right) scaled w shifted (0,-h/2) withcolor 3/4;
pair zenith, nadir; zenith = nadir = origin;
color gain, lose; gain = .67 blue; lose = .85 red;
for i=1 upto 8:
path walk;
numeric y; y = 0;
walk = origin for x=w/n step w/n until w:
hide(
y := y if uniformdeviate 1 < 1/2: + else: - fi 1;
if y > ypart zenith: zenith := (x,y) ; fi
if y < ypart nadir: nadir := (x,y) ; fi
)
-- (x,y)
endfor;
undraw walk withpen pencircle scaled 3/4;
draw walk withcolor (1/2+y/h)[lose, gain];
endfor
draw origin withpen pencircle scaled 2;
drawarrow (12 up -- 2 up) shifted zenith withcolor gain;
drawarrow (12 down -- 2 down) shifted nadir withcolor lose;
endfig;
\end{mplibcode}
\end{document}