Grid bot calculator with fees and breakout loss
This calculator takes a price range, a number of grids, an amount of quote currency, and a fee per side. It returns the step between levels, the net result of one completed round trip on the tightest and the widest grid, the share of the step that fees consume, and what you would be holding if price fell through the floor and every buy filled.
The last figure is the one grid advertisements leave out. A grid that collects small spreads while price oscillates becomes a long position the moment price trends down. The calculator prices that inventory at the lower bound and at a further drop you choose.
Grid bot calculator
Everything is computed in your browser. No price feed is read and nothing is sent.
- Grid step (price and % of level)
- 1 (0.92% – 1.11%)
- Quote per grid
- 50
- Net per round trip, tightest grid
- +0.72% (0.36)
- Net per round trip, widest grid
- +0.91% (0.45)
- Share of the step eaten by fees
- 21.99%
- Coins held if every buy fills
- 10.074126
- Result if price sits at the lower bound
- -93.33 (-9.33%)
- Result if price falls another 20%
- -274.66 (-27.47%)
If price leaves through the top, every sell fills and you hold quote currency instead of the coin. The grid does not follow it.
Assumptions: arithmetic grid, equal quote per level, one buy and one sell per round trip, fee taken from each side. Partial fills, slippage, and funding for any other strategy on the same coin are not modeled.
Why the tightest grid matters most
In an arithmetic grid the step is the same number of quote units at every level, so it is the smallest percentage at the top of the range. Fees are a percentage. The grid nearest the ceiling is therefore the first one that fees can turn negative. If the calculator shows a loss there, narrowing the step or adding grids makes it worse, not better.
The share of the step eaten by fees is the honest efficiency figure. At fifty percent, half of every completed cycle is paid to the venue. At one hundred percent, the cycle is free labor for the exchange. Captay will not search for a step that survives the fee on your behalf; this tool only shows you the arithmetic for the numbers you entered.
Inventory is the position you did not draw
If price leaves through the bottom, every buy level has filled and no sell has. You hold coins bought at every rung, worth less than you paid for them at the lower bound and less still after the extra drop. The grid does not sell them. It waits for price to come back, which is a hope, not a rule. The design on this site says the grid stops at the edge of the box rather than dragging the box down.
If price leaves through the top, every sell has filled. You hold quote currency and no coin. There is no loss on the ledger and there is no exposure to the move that continues above the range. Whether that is acceptable depends on why you held the coin, which is not something a calculator can know.
What is not modeled
- Partial fills and the queue position of a resting order.
- Geometric grids, where the step is a percentage instead of a fixed price distance.
- Another strategy accumulating the same coin and crowding the same quote balance.
- Any estimate of how many round trips a day the range would produce.