GridTradeLab

Grid Range Stress Test

Direct answer

The Grid Range Stress Test lines price declines up as a scenario table: given the range, grid count and capital it auto-generates the current price, the lower bound and 95%/90%/85%/80%/75% of it, showing filled grids, capital used, floating loss and recovery rise row by row.

The Grid Range Stress Test runs a scenario table of what happens as price falls: enter the range, grid count and capital, and it auto-generates scenarios from the current price down through the lower bound and below, showing filled grids, capital used, floating loss, loss rate and the rise needed to recover in each row.

It answers “what if price drops to X” in one pass — one of the most useful screens before deciding grid size.

Assumptions & notes
  • Scenario prices are auto-generated: the current price, the lower bound, and 95% / 90% / 85% / 80% / 75% of the lower bound (positive, deduplicated).
  • Each row shares one model: when price falls to that level, every buy level above it has filled.
  • The recovery rise applies from the scenario price back to the average cost.

Scenarios / details

Scenario priceGrids filledCapital used (USDT)Floating PnL (USDT)Loss rateRise to break even

Key data & facts

Scenario prices
Current price, lower bound, and 95% / 90% / 85% / 80% / 75% of the lower bound
Filled grids
Buy levels above the scenario price P
Capital used
Filled grids × capital per grid
Floating loss
Σ(coins per grid × P) − capital used
Recovery rise
Average cost ÷ P − 1Reported only when in loss

What is the Grid Range Stress Test?

A single number cannot describe downside risk — different drops mean different usage and losses. A stress test lines the key prices up in a table so you read a curve, not a point.

Scenarios run below the lower bound so the post-breakout case is visible.

How to use it

  1. Enter the range, grid count and capital; the current price is optional.
  2. Click Calculate and read each scenario row's usage, loss and recovery rise.
  3. Focus on the lower-bound rows and below — that is the worst case.
  4. Export the scenarios to CSV for later review.

Formulas

Scenario row (for each price P)
Filled = buy levels ABOVE P
Used = filled × capital per grid
Loss = Σ(coins × P) − used

Recovery rise = average cost ÷ P − 1 when in loss.

Worked example

Range 2500–3500, 50 grids, 1000 USDT at a current price of 3000: the table auto-includes levels such as 3000, 2500, 2375, 2250, 2125, 2000 and 1875.

At the 2500 row (lower bound) you see full usage of 1000 USDT and its floating loss; at 2000 you see the deeper post-breakout loss and a larger recovery rise.

Practical tips

  • Treat the below-range rows as the real question. Range breaks are not rare; the worst row should be bearable for both your capital and emotions.
  • Compare grid counts. Fewer grids exhaust capital faster for the same drop; weigh that against single-grid economics with the risk tools.

FAQ

Why stress-test instead of computing one price?

Real declines are continuous. The table shows how usage and loss evolve across drops, revealing whether risk grows linearly or deteriorates at some point.

Can I customise scenario prices?

Not yet — fixed ratios are generated automatically. For an arbitrary price, use the drawdown calculator on that single level.

Does a stress test predict losses?

No. It shows hypothetical outcomes under assumed scenarios; real moves can go deeper than the worst row, so keep a safety margin.

Sources & references

Related tools

  • Grid Drawdown CalculatorGrids keep buying as price falls. Given the range, grid count and capital, estimate how many grids are filled, capital used, floating loss and average cost when price drops to a level.
  • Grid Risk CalculatorEvaluate the worst case for a grid: average cost when fully filled, floating loss at the lower bound and at your stop price, and the rise needed to recover cost.
  • Grid Capital Usage CalculatorEnter the current price to see how many buys have filled, capital already used, how much is left for more grids, and the floating PnL of current holdings.

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Want to automate these parameters? See CubeQuants