Futures Grid Calculator

Direct answer

The Futures Grid Calculator models margin and leverage in grid math: it returns margin per grid, notional value and leveraged gross/net profit, and estimates a long liquidation price from the fully-filled average entry at a 0.5% maintenance rate.

The Futures Grid Calculator brings margin and leverage into grid math: enter range, grid count, total margin and leverage to get margin per grid, notional value, leveraged gross/net profit and an estimated liquidation price for the fully-filled average entry.

Futures grids earn on notional (margin × leverage), not on margin, so per-grid profits look larger — but downside losses scale the same way. This tool shows both sides of leverage.

Futures Grid Calculator

Assumptions & notes
  • Notional = margin × leverage; margin per grid = margin ÷ grids; returns are modeled on notional.
  • The net rate is reported vs margin so it can be compared with spot.
  • Liquidation uses the fully-filled average entry and a 0.5% maintenance rate (long model), ignoring funding and platform differences.

Key data & facts

Notional
Notional = Margin × LeverageMargin per grid = Margin ÷ GridCount
Liquidation (long)
Liq ≈ Entry × (1 − (1 − mmr) ÷ Leverage)mmr defaults to 0.5%; check your exchange tier
Return basis
Net profit ÷ marginReturns modeled on notional for spot comparison
Example leverage
5×1000 USDT margin → 5000 USDT notional; liquidation ~19% below entry

What is the Futures Grid Calculator?

The core difference from a spot grid is position notional: the same price move produces far larger monetary gains and losses under leverage.

This tool shows the return side (notional net profit) and the risk side (liquidation price) together, so neither is missed.

How to use it

  1. Enter the range and grid count as with a spot grid.
  2. Enter the total margin and leverage you plan to use.
  3. Enter the one-side fee rate.
  4. Click Calculate and weigh net profit against the liquidation distance: is the return worth it?

Formulas

Notional and margin per grid
Notional = Margin × Leverage
MarginPerGrid = Margin ÷ GridCount
Liquidation (long, average entry Entry)
Liq ≈ Entry × (1 − (1 − mmr) ÷ Leverage)

mmr defaults to 0.5%; check your exchange tier.

Worked example

1000 USDT margin at 5× leverage over 2500–3500 with 50 grids: notional 5000 USDT and 100 USDT per grid; net is modeled on notional then divided by the 1000 margin for the leveraged rate.

The fully-filled average entry (~2990) maps to a liquidation around 19% below it at 5× — its position relative to the grid's lower bound defines your safety margin.

Practical tips

  • Make liquidation sit below the grid range before chasing returns. Grids want price to oscillate inside the range; if liquidation sits inside it, you are wiped out before the lower bound is even reached.
  • Futures fees apply to notional. Larger notional means larger absolute fees — fold the rate into net profit with this tool.

FAQ

Are futures grids more profitable than spot?

With the same parameters the notional is larger and per-round profit is higher, but risk scales equally and funding fees add drag. Higher profit presupposes higher risk.

Why show a liquidation price?

Under leverage, an out-of-range move triggers liquidation before it simply becomes floating loss. Liquidation is the real risk floor of a futures grid.

How do funding fees affect futures grids?

Positions pay or receive funding on notional at regular intervals; an adverse funding direction steadily erodes profit. It is not auto-included here — deduct your expected funding rate yourself.

Sources & references