Grid Profit/Loss Simulator - Calculate Grid Trading P&L
Simulate profit and loss outcomes for your grid trading strategies under different price movement scenarios. This free grid P&L calculator helps you evaluate grid strategy profitability, optimize parameters, and assess risk before deploying capital.
Grid strategies profit from range-bound markets by buying at lower prices and selling at higher prices. This simulator shows how your grid performs under best, base, and worst case price scenarios to help you make informed decisions.
Starting price for your grid strategy
Size of your first grid order
Price distance between grid orders
Multiplier for each subsequent order (1.5x = 50% increase)
Maximum number of grid orders to place
Price Scenarios
Optimistic price movement scenario
Most likely price movement scenario
Pessimistic price movement scenario (use negative for drops)
Grid P&L Analysis
Win Rate
100%
Want these limits enforced automatically?
Jungle Rebounder helps execute structured strategies with hard caps.
See Jungle RebounderP&L by Scenario
How the Grid Profit/Loss Simulator Works
Calculation Methodology
The grid P&L simulator calculates profit and loss for grid trading strategies by simulating order fills at different price levels and calculating outcomes based on exit prices. It accounts for grid parameters including step size, size multiplier, and maximum steps to determine which orders fill and what the average entry price becomes.
Key Insight: Grid strategies profit from range-bound markets by accumulating positions at lower prices and selling at higher prices. The simulator shows how different price movements affect profitability. Positive scenarios indicate profitable outcomes, while negative scenarios show potential losses.
Learn more about grid trading:
Grid strategies guideGrid P&L Example Scenario
Setup: Entry $100, Initial $100, Step 2%, Multiplier 1.5x, Max Steps 10, Scenarios: +20%, +5%, -15%
What this means: With a grid strategy buying below entry, you accumulate positions at lower average prices. If price moves up (best/base cases), you profit. If price drops further (worst case), you lose. The win rate shows 67% of scenarios are profitable.
Common Mistakes & Warnings
- ⚠Ignoring worst case: Grid strategies can show high win rates but still lose money if worst case losses are large. Always check worst case P&L.
- ⚠Too tight step sizes: Very small step sizes mean many orders but high capital usage. Use Grid Spacing Planner to find optimal spacing.
- ⚠High multipliers: Large multipliers increase capital deployed quickly. Use Grid Drawdown Tool to check worst-case exposure.
- ⚠Not accounting for fees: Grid strategies involve many orders. Trading fees can significantly reduce profits, especially on small grids.
Grid P&L Examples - Real Scenarios
Try these realistic grid trading scenarios to understand how different parameters and price movements affect profitability.
Scenario 1: Conservative Grid (Wide Steps)
Wide step sizes with moderate multiplier for lower capital usage.
What this means: Wide 5% steps mean fewer orders but lower capital usage. Moderate 1.2x multiplier keeps exposure manageable. This conservative setup works well in range-bound markets with moderate volatility.
Scenario 2: Aggressive Grid (Tight Steps)
Tight step sizes with high multiplier for better average entry.
What this means: Tight 1% steps with 2x multiplier means many orders and high capital usage, but better average entry. This aggressive setup requires significant capital and has higher risk if price continues down.
Warning: Aggressive grids with high multipliers require substantial capital. Use the Grid Drawdown Tool to check worst-case exposure before deploying.
Grid Profit/Loss Simulator - Frequently Asked Questions
When should I use this tool?
Use this tool before setting up a grid strategy to understand potential outcomes under different price scenarios. It helps you evaluate if a grid strategy is profitable, assess risk/reward, and optimize grid parameters. Essential for planning grid trading strategies.
What is grid profit/loss simulation?
Grid P&L simulation calculates how much profit or loss your grid strategy would generate under different price movement scenarios. It accounts for all your grid orders filling at different price levels and calculates the net result based on where price ends up.
How does the grid simulation work?
The simulator places your grid orders at calculated price levels based on step size and multiplier. It then simulates what happens if price moves to your best, base, or worst case scenarios. It calculates which orders fill, your average entry, and final P&L based on the exit price.
What price scenarios should I use?
Best case: Where you expect price to move favorably (e.g., +20%). Base case: Most likely outcome based on your analysis (e.g., +5%). Worst case: Realistic downside scenario (e.g., -15%). Use recent volatility and support/resistance levels as guides.
How do grid parameters affect P&L?
Initial size determines your first order size. Step size controls spacing between orders — wider steps mean fewer orders but more capital efficiency. Multiplier increases order size as price moves against you — higher multipliers mean more capital deployed but better average entry. Max steps limits total orders.
What if all scenarios show losses?
If all scenarios show losses, your grid strategy may be poorly configured. Consider: adjusting entry price, changing step size, reducing multiplier, or waiting for a better entry. Use the Grid Drawdown Tool to check worst-case exposure first.
Should I include fees in the simulation?
This tool shows raw P&L. For accuracy, mentally subtract trading fees from profits. Grid strategies involve many orders, so fees can add up. For perpetual futures grids, also consider funding costs using the Funding Rate Impact Tool.
What's a good win rate for grid strategies?
Grid strategies typically have high win rates (60-80%) because they profit from range-bound markets. However, high win rate doesn't mean high profit — one big loss can wipe out many small wins. Focus on net P&L across scenarios, not just win rate.
How do I optimize grid parameters?
Use this tool to test different parameter combinations. Wider step sizes reduce capital usage but may miss fills. Higher multipliers improve average entry but increase exposure. Find the balance that gives positive P&L in base case while keeping worst case manageable.
What's the difference between this and Grid Drawdown Tool?
Grid Drawdown Tool shows worst-case exposure and capital requirements. Grid P&L Simulator shows actual profit/loss outcomes under different price scenarios. Use Drawdown Tool for risk planning, P&L Simulator for profitability evaluation.
Can I use this for multiple grids?
This tool simulates one grid at a time. For multiple grids, use the Multi-Sequence Exposure Planner to see combined exposure, then use this tool individually for each grid to evaluate profitability.
Related Tools
Sequence Profitability Analyzer
Analyze profitability of averaging and grid sequences at different entry points. Find optimal entry zones and evaluate risk/reward ratios.
1 matching tag
Grid Drawdown Tool
Calculate max exposure, capital required, and worst-case drawdown for grid/averaging strategies.
Similar use case