  Testing by betting has been a cornerstone of the game-theoretic statistics
literature. In this framework, a betting score (or more generally an
e-process), as opposed to a traditional p-value, is used to quantify the
evidence against a null hypothesis: the higher the betting score, the more
money one has made betting against the null, and thus the larger the evidence
that the null is false. A key ingredient assumed throughout past works is that
one cannot bet more money than one currently has. In this paper, we ask what
happens if the bettor is allowed to borrow money after going bankrupt, allowing
further financial flexibility in this game of hypothesis testing. We propose
various definitions of (adjusted) evidence relative to the wealth borrowed,
indebted, and accumulated. We also ask what happens if the bettor can
"bargain", in order to obtain odds bettor than specified by the null
hypothesis. The adjustment of wealth in order to serve as evidence appeals to
the characterization of arbitrage, interest rates, and num\'eraire-adjusted
pricing in this setting.
