Define a certain gambler's ruin process $\mathbf{X}_{j}, \mbox{ \ }j\ge 0,$ such that the increments $\varepsilon_{j}:=\mathbf{X}_{j}-\mathbf{X}_{j-1}$ take values $\pm1$ and satisfy $P(\varepsilon_{j+1}=1|\varepsilon_{j}=1, |\mathbf{X}_{j}|=k)=P(\varepsilon_{j+1}=-1|\varepsilon_{j}=-1,|\mathbf{X}_{j}|=k)=a_k$, all $j\ge 1$, where $a_k=a$ if $ 0\le k\le f-1$, and $a_k=b$ if $f\le k<N$. Here $0<a, b <1$ denote persistence parameters and $ f ,N\in \mathbb{N} $ with $f<N$. The process starts at $\mathbf{X}_0=m\in (-N,N)$ and terminates when $|\mathbf{X}_j|=N$. Denote by ${\cal R}'_N$, ${\cal U}'_N$, and ${\cal L}'_N$, respectively, the numbers of runs, long runs, and steps in the meander portion of the gambler's ruin process. Define $X_N:=\left ({\cal L}'_N-\frac{1-a-b}{(1-a)(1-b)}{\cal R}'_N-\frac{1}{(1-a)(1-b)}{\cal U}'_N\right )/N$ and let $f\simηN$ for some $0<η<1$. We show $\lim_{N\to\infty} E\{e^{itX_N}\}=\hat{\varphi}(t)$ exists in an explicit form. We obtain a companion theorem for the last visit portion of the gambler's ruin.