Linear Subtractive

Subtractive decay: each level removes a fixed amount of size. Because the decrement is absolute rather than proportional, the curve's behaviour depends entirely on the base lot — on a large base it is a shallow taper, on a small one it hits the floor almost immediately.

Size at level i is (100 − i)/100 against a nominal base of 100, i.e. one unit minus a flat step per level. The subtraction is linear, so the taper is a straight line down to the one-lot floor.

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.

Slightly below a flat ladder, and exactly predictable. There is no curvature to model, which makes this the most legible decay curve for someone who has to explain the strategy to a risk committee.

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 94.59 against a base of 100 and a deepest rung of 90.00 — so the average sits 54% of the way down the covered range. Getting back to flat from the bottom therefore needs a 5.10% bounce, against 5.00% for a flat ladder of the same depth — 0.10% more work.

Decreases by a flat amount per level until the one-lot floor. Simple and predictable, but on a large base lot the taper is relatively shallow.

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 9.45× base to collect 10.5 bps of it when the first rung completes.

Gentle trend protection where you want size changes you can compute in your head and defend in a review.

Decreases by a flat step per level until it floors at 1 lot. Simple, predictable taper that reduces commitment gradually as drawdown deepens.

Low. The specific hazard is the base-lot dependency: the same configuration behaves very differently at grid size 50 and grid size 5,000.

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.

• Gentle trend protection with steps you can compute in your head.
• Reviews and mandates that require a linear, explainable size rule.

• Small base lots — the subtraction reaches the floor almost immediately.
• You want a decay whose shape is independent of the grid size.

• Check the plan's per-level sizes against the venue minimum before deploying; that is where this mode surprises people.
• If the taper is too shallow to matter, geometric decay gives you an explicit rate 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.

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   Base-lot sensitivity

   The decrement is absolute, so doubling the grid size halves the taper's relative effect. The mode name does not warn you; the plan table does.

• 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.

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   How far down does it stay meaningful?

   Until the subtraction reaches the minimum lot. Read the exact depth off the ladder table above rather than estimating it.

• 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 Linear Subtractive 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