Backtesting Arena

Backtesting Arena

Grid Bot Backtest

What would a KuCoin Custom Spot Grid have returned in period X?

You're testing as a guest. Sign in to save runs and unlock more pairs / deeper history.
Enter a configuration and click "Run backtest".

How does the Grid Bot Backtest work?

A grid bot places buy and sell orders at regular intervals within a price range. When a buy fills, a sell spawns one level above — and vice versa. Every oscillation within the range generates profit.

🪄 Auto

Enter pair, period and investment — the bot computes range, grid count and grid type automatically from 7-day historical volatility. Best starting point if you are new to grid trading.

"Edit manually" transfers the suggestion into Custom mode for fine-tuning.

Custom

Full manual control: set your exact price range, grid count, grid type, fee rate and grid mode. Use this if you have a specific market view or want to refine a suggestion from Auto or IV mode.

📐 IV (Implied Volatility)

Uses options market data from Deribit instead of historical price swings. Implied volatility (IV) reflects what options traders expect: how much movement is priced in over a given time horizon (DTE)? The range is centred on the actual backtest start price.

Formula

σ = IV × √(DTE / 365)

Range = ±(Multiplier × σ) × Startpreis

Multiplier 1 = ~68 % of expected movement (1 std dev). 1.5x = ~87 %.

Only BTC and ETH available (Deribit offers options on these two assets only).

📊 Grid Mode: Neutral / Long
Neutral (Default)

KuCoin-compatible Spot Grid. Immediately buys coins for all sell orders above entry (~50 % of capital when entering mid-range) — remaining USDT covers buy orders below. Suited to sideways and moderately rising markets. Backtests in this mode map directly to a real KuCoin bot.

Long

Custom extension — not available on KuCoin Spot. Starts 100 % USDT with no upfront coin purchase. Buy orders active below entry; sell orders spawn one level above each filled buy. Suited for expected dips followed by recovery. Outperforms Neutral in a straight-down market because no capital is pre-deployed into declining coins.