Exponential Decay

Halving decay: size is 1/2ⁱ. Exposure beyond the first few rungs is negligible and the whole ladder converges to under twice the base lot no matter how deep it goes. It is the cheapest possible tail in the catalog, bought by giving up averaging entirely below the surface.

Size at level i is 2⁻ⁱ. By level 4 the theoretical size is a sixteenth of base, which is below any venue minimum, so the executed ladder is one base lot near the top and the minimum lot everywhere else.

Below is the wizard's own ladder table and the trading terminal's chart engine, both driven by buildLadderPlan for this mode. Change the level count, spread or target and the rung prices, sizes, capital ramp and chart lines recompute exactly as they would in the grid designer.

Bounded at roughly 2× base regardless of depth. Adding levels is effectively free, which makes hundred-level coverage a realistic configuration.

Read the cost vs 5 levels column as the escalation test. A flat ladder doubles when the depth doubles; anything materially above that is a curve whose coverage has to be bought rather than simply configured.

With every rung filled, the volume-weighted average entry is 98.01 against a base of 100 and a deepest rung of 90.00 — so the average sits 20% of the way down the covered range. Getting back to flat from the bottom therefore needs a 8.90% bounce, against 5.00% for a flat ladder of the same depth — 3.90% more work.

Size halves every level, so exposure beyond a few rungs is negligible and the total ladder converges to under 2× base. Almost all capital sits near the entry.

The last row is the metric that separates modes. Profit for a full cycle is the target percentage of deployed capital in every mode, so it cannot discriminate. What differs is how much capital has to sit reserved to earn one shallow cycle: this mode reserves 1.00× base to collect 50.0 bps of it when the first rung completes.

Strong, persistent trends where deep levels are likely to keep running. It is the correct choice when your honest expectation is "this will keep going and I want to be barely involved if it does".

Position halves every level, so deep exposure vanishes fast. Almost all capital sits near the entry; excellent protection against sustained adverse trends. Floored at 1 lot.

Almost no capital risk; substantial opportunity cost. The position that matters is the opening batch and the first rung — everything else is a rounding error, so the strategy is closer to "hold a small position and harvest bounces" than to a grid.

This is the product's grid backtester, not a summary of one. It fetches public candles for the instrument you pick, rebuilds the ladder anchored on the first candle of the window, then applies the engine's own fill, take-profit, refill and stop-loss rules bar by bar. The caveat block inside the panel is part of the output — read it before trusting a number.

First the arithmetic, then the market. The table below is computed from the size curves alone; the sweep underneath replays every one of those ladders over the same real candle window, with grid_mode as the only variable.

• Strong trends where deep levels are likely to keep running.
• You want the cheapest possible tail risk with maximum coverage.
• You are trading an instrument whose drawdowns have historically been deep and slow.

• You need deep levels to contribute meaningfully to the average entry.
• The venue's minimum lot is large relative to your base lot — the curve becomes flat immediately.

• Depth is nearly free; spread is the real dial, because it decides how much range those first two meaningful rungs cover.
• If you want a decaying curve where level 5 still matters, use square-root or logarithmic decay instead.

• Watch how quickly executed size hits the one-lot floor — beyond that point extra levels add coverage but almost no averaging.
• Track realised cycles per day. Decay curves earn from frequency, so a falling cycle count is the signal that the market has left the window.
• Check the gap between average entry and mark. Decay curves keep it wide by design, so recovery expectations must be set from it, not from hope.

1. 1
   Immediate floor

   The one-lot floor bites by rung 3–4, so the live ladder is flat at minimum size. The mode's distinctive shape exists only in the first few rungs.
2. 2
   Under-participation

   If the instrument does mean-revert sharply, the strategy captures very little of it. That is the deliberate trade, but it should be a chosen one.

• Spread sets how fast the ladder consumes depth. Widening it buys coverage for the same level count at the cost of fewer fills.
• Target sets what each cycle books. Below round-trip fees plus slippage, a grid is a fee generator regardless of the size curve.
• The stop loss is the only bound on the tail. Without it, the curve's worst case is whatever the market does, not what you planned.

1. 1
   Is there any point running many levels?

   Yes — coverage. The rungs cost almost nothing, and a filled minimum-lot rung still carries a take-profit that can complete on a bounce.

• Sizes and capital: levelMultiplier / gridModeCurve in lib/grid/gridModes.ts, mirrored from grid_modes.hpp and the Python engine's lot calculator.
• Rung and exit prices, capital ramp, init targets and the stop line: buildLadderPlan — the same builder the wizard and grid designer use.
• Backtest fills, cycles and P&L: runBacktest / runBacktestSweep over public broker candles, applying the engine's fill, exit, refill and stop rules.
• Price charts: the trading terminal's chart engine, with the ladder drawn through its own price-line API.

• 1.Grid Modes — Overview — The full taxonomy and how to choose
• 2.Anti-Martingale family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Exponential Decay ladder
• 4.Stop Loss — Bounding this curve's tail
• 5.Reading the Ladder Plan — Verifying the curve before deploying
• 6.Grid Structure — Levels, init batch and base size