Grid profit, after fees

Grid Trading Profit Calculator

Profit per completed grid net of round-trip fees, and the fee rate at which the configuration stops working.

Updated

A grid trading calculator works out what one completed buy-sell pair actually earns. Divide the range by the number of levels to get the spacing, subtract the trading fee twice — once buying, once selling — and what remains is the net profit per grid. The output that decides a configuration is the break-even fee: with 40 levels across a 58,000–72,000 range the spacing is roughly 0.62%, so any fee above about 0.31% per side leaves nothing at all.

Grid configuration

More levels means thinner spacing, not more profit

Use the maker rate only if your grid orders truly rest on the book

Runs entirely in your browser. No inputs are transmitted or stored.

Per-grid economics

Net profit per grid

Spacing minus both fees. Negative means the grid cannot profit at this spacing.

Grid spacing
Cash per completed grid
Break-even fee per side

Above this fee rate, every completed pair loses money

Capital per level

Adding grid levels feels productive because it produces more completed trades, but it narrows spacing while fees stay fixed — so past a certain density the strategy trades constantly and earns nothing. Watch net profit per grid, not trade count.

The formula

Step        = (Upper − Lower) ÷ (Grid levels − 1)
Spacing %   = Step ÷ Lower × 100
Net / grid  = Spacing % − Fee % × 2       (buy + sell)
Capital/grid= Investment ÷ Grid levels
Profit/grid = Capital per grid × Net % ÷ 100
Break-even fee = Spacing % ÷ 2

Arithmetic spacing. Ignores funding, slippage, and unfilled inventory.
  1. 1 Enter the lower and upper price bounds of the range you intend the grid to operate in.
  2. 2 Enter the number of grid levels and the capital you are allocating to the whole grid.
  3. 3 Enter your per-side fee rate — the real one, including whether your orders cross the spread.
  4. 4 Check net profit per grid against the break-even fee; if they are close, reduce the number of levels.

Why more grids is not more profit

Grid density is the parameter most often tuned in the wrong direction. Doubling the levels halves the spacing between them, and the fee is charged per fill regardless — so the gross spread per pair falls while the cost per pair does not. The result is a strategy that fills constantly, produces a busy trade history, and converges toward zero net edge. The correct constraint is not "how many levels can I fit" but "what is the tightest spacing that still clears fees with margin to spare".

What this calculator deliberately excludes

This is the per-grid arithmetic in isolation, and three real costs sit outside it. Funding: on perpetuals, grid inventory held through negative funding intervals can cost more than the spread captured. Slippage: grid orders that cross the spread pay more than the modeled fee. Inventory risk: when price leaves the range the grid stops completing pairs and you hold a position bought at every level on the way down — which is not a fee problem but a directional one, and it is where grid strategies actually lose money.

Sources

Educational calculator. Outputs describe arithmetic under the assumptions you enter — they are not a forecast, a recommendation, or investment advice. Quantitative trading can lose money.

Frequently asked

Short answers, with the assumptions stated.

How many grid levels should I use?

Enough that spacing comfortably exceeds twice your fee rate, and no more. Start from the break-even fee this calculator reports: if it is close to your actual fee, the grid is too dense. A common practical floor is spacing of at least three to four times the round-trip fee, leaving room for slippage.

Does this account for the price leaving my range?

No, and that is the largest omission by design. This tool models the economics of a completed buy-sell pair. When price breaks out of the range, pairs stop completing and the position becomes directional — the risk that dominates grid outcomes is not modeled by any per-grid profit figure.

Arithmetic or geometric spacing?

This calculator uses arithmetic spacing — equal price steps. Geometric spacing uses equal percentage steps, which keeps the percentage return per grid constant across the range instead of shrinking it as price rises. For wide ranges, geometric is usually the better structural choice; for narrow ranges the two are nearly identical.

Take the number into a terminal that enforces it

Position caps, drawdown stops, and liquidation distance are limits QANTERION applies while a strategy runs — not figures you re-check by hand.