Adaptive grid trading strategy that dynamically adjusts to market conditions. Places a grid of buy orders below and sell orders above a calculated center price, profiting from price oscillations within the grid range. Detects the current market regime (ranging, trending up/down, or high volatility) and adapts grid spacing, center bias, and position sizing accordingly. Grid spacing is ATR-based and automatically adjusts to current volatility. Includes margin ratio gating, max filled level limits, trailing stops on accumulated positions, and emergency close for when price breaks the grid boundary.
Each bot's return on this version since it became stable (at most the last 30 days), averaged over bots with 5+ trades on it; drawdown marks open positions to their last stored price. Live bots only, else paper bots.
Lost money in nearly every market we backtested. Try it on paper first.
Real historical candles, the same engine the bots use. Equity curve against buy-and-hold, win rate, drawdown. The strategy code stays server-side.
One row per exchange with a recorded backtest: the best public run on that exchange, on the pair and timeframe it was run against. These are backtests, not bot records. 0 of 15 compatible exchanges have one; the other 15 are listed below without numbers.
Strategy Lab uses AI to mutate and backtest strategies like this one, keeping only the changes that beat the numbers above — validated on data it never trained on.
Free calculator — set your risk per trade and stop-loss to get the exact position size before you deploy. Pick your exchange or broker. No signup.
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