Capped Linear

Linear growth with a hard ceiling: 1×, 2×, 3× and so on up to the cap, then flat. It is the most conservative genuine growth curve in the catalog — enough averaging to matter, a maximum per-level commitment you choose, and a capital profile that stays affordable at depths where linear martingale would be out of reach.

Size at level i is min(i, cap), with the cap defaulting to 5× base. Below the cap the ladder is linear martingale sizing (with one order per level); at and beyond the cap it is a flat ladder at cap × base.

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.

Convex only for the first few levels, then linear at cap × base per level. Worst case is a two-term calculation, and depth is genuinely purchasable.

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 93.63 against a base of 100 and a deepest rung of 90.00 — so the average sits 64% of the way down the covered range. Getting back to flat from the bottom therefore needs a 4.03% bounce, against 5.00% for a flat ladder of the same depth — 0.97% less work.

Grows linearly (1×, 2×, 3×…) until the cap (default 5×) and then holds. Predictable averaging with a hard maximum commitment per level, so deep ladders stay affordable.

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 40.0× base to collect 2.5 bps of it when the first rung completes.

Almost any regime, which is what makes it a sensible default for conservative mandates. In a range it averages; in a trend it degrades into a flat ladder rather than into a capital problem.

Grows linearly (1×, 2×, 3×…) but stops increasing once it hits the cap (default 5×). Predictable averaging with a hard maximum commitment per level — very risk-controlled.

Coverage exhaustion with mild escalation. Past the cap the mode carries the same risk shape as fixed, at cap times the size.

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.

• Risk-controlled averaging on any market.
• Conservative mandates that still require an adverse-move response.
• Deep ladders where linear martingale would be unaffordable.

• You need aggressive recovery from a deep drawdown — the ceiling is the point, and it binds.
• The cap is set so high that the mode is simply linear martingale.

• Cap 3–5 is conservative; 10 is assertive; beyond that you are running linear martingale with extra bookkeeping.
• Because post-cap cost is exactly cap × base per level, buy coverage by adding levels rather than by raising the cap.

This mode is parametric. The wizard and the settings panel show only the dial(s) it actually uses, and changing one is a structural edit — the resting ladder is cancelled and re-placed at the new sizes.

• Record the cap with the mode. Two capped-linear strategies with different caps are different strategies.
• Watch the deepest filled level, not the P&L. Depth is the leading indicator; P&L is the lagging one.
• Compare peak committed notional against the account, weekly. A growth curve that has never been deep has never been tested.
• Treat every level increase as a capital decision: adding levels to a growth curve is not a linear cost.

1. 1
   Coverage exhaustion

   Beyond the cap the ladder is flat, so a long trend still ends with a full position and no rungs left. Depth and the stop are the mitigations.
2. 2
   Cap set too high

   A cap near the level count removes the ceiling entirely and reproduces linear martingale's capital profile.

• Pairs well with deep ladders and trailing, because post-cap rungs are uniform and cheap to re-place.
• 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
   Capped linear or capped martingale?

   Capped linear for conservative mandates and deep coverage; capped martingale when recovery speed from shallow excursions is the priority. Run both in the sweep — they are close enough that the instrument decides.

• 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.Capped family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Capped Linear 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