Grid Bot Backtest
What would a KuCoin Custom Spot Grid have returned in period X?
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.
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.
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.
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 / Leverage
Like the KuCoin Spot Grid. Immediately buys coins for all sell orders above entry (slightly more than half of the capital when entering mid-range) — remaining USDT covers buy orders below. Suited to sideways and moderately rising markets.
Order size: every grid trades the same coin amount — as on KuCoin, Binance and Bybit. Until 29 Oct 2026 each grid got the same USDT amount here; runs saved before keep their numbers. Measured, the switch changes the return by 0.3 percentage points on narrow ranges (±10 %), by up to 1.3 on medium ranges (±30 %) and by 21 to 60 on very wide ones (BTC 30k–140k, ETH 1k–5k) — there mainly because the grid starts with far more coins (BTC: 90 instead of 46 % of the capital) and so tracks the price more closely, up and down.
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.
Simulates an isolated-margin futures long grid: your investment is the margin, the grid trades investment × leverage. Default is the Binance/KuCoin start rule: at the start the bot buys one grid amount for every level above the price (initial position), with buy orders below — economically a neutral grid with leverage. From the first candle funding accrues and the grid can be liquidated (checked per candle at the low, loss capped at the investment). Alternatively choose the cash start: it buys only on dips and stays idle after a rising start. Margin grids with hourly loan interest are not modelled.
Measured on 35 windows of 90 days per asset (2017–2026, range around the entry): with initial position, BTC 2× / 3× / 5× was liquidated in 1 / 6 / 10 windows, ETH in 5 / 10 / 15. The return was nowhere measurably higher than neutral 1×; the maximum drawdown per window at 5× was a median 45 (BTC) / 48 (ETH) percentage points deeper than at 1×. With cash start: no liquidation in 210 runs.