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There are various explanations for why the strategy doesn't work, among which are: you don't have an infinite amount of money to bet with, the bank doesn't have an infinite amount of money, and you can't play for an infinite amount of time.
Since each bet in roulette has a negative expected value, no matter what you do, you expect to end up with a negative amount of money after any finite number of bets.
At only 3000 games in each run of your simulation, it may take quite a few runs before you encounter a disastrous outcome, so after a limited number of simulations it may appear to you that this system works well.
But that would only be because you haven't done enough trials to correctly discover the risk.15 Years ago, the developer of sex game Chathouse 3D were sitting together talking about ideas and the future.