Half-Slope Linear

Linear growth at half slope: 1.5×, 2×, 2.5× and so on. It exists because full linear martingale is often exactly twice as expensive as an operator wants, and the slope is tunable, which makes this the simplest way to express "linear, but less".

Size at level i is 1 + m·i with m defaulting to 0.5, so the curve is a straight line with an adjustable gradient. Unlike linear martingale it is single-order: one entry and one take-profit per level.

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.

Linear with a gentler gradient — roughly half the ladder cost of full linear martingale at the same depth, and exactly predictable because there is no curvature to model.

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 93.40 against a base of 100 and a deepest rung of 90.00 — so the average sits 66% of the way down the covered range. Getting back to flat from the bottom therefore needs a 3.78% bounce, against 5.00% for a flat ladder of the same depth — 1.22% less work.

Linear growth at half slope: 1.5×, 2×, 2.5×… Predictable and gently rising, roughly half the capital of full linear martingale.

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 37.5× base to collect 4.0 bps of it when the first rung completes.

Moderate mean-reversion where linear martingale's shape is right but its capital is not.

Linear growth at half the slope: 1.5×, 2×, 2.5×… A middle ground between additive and full linear, giving moderate averaging with predictable, gently rising capital.

Linear in depth, so the tail is heavy but not convex. The absence of multi-order behaviour also means fewer moving parts than linear martingale, and no order-slot pressure.

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.

• Moderate mean-reversion where you want linear behaviour at a lower cost.
• You want a single-order ladder — no multi-order complexity or order-slot pressure.
• You need the capital number to be trivially predictable while still growing.

• You need the partial-exit granularity of linear martingale.
• You want faster-than-linear recovery.

• The slope m is the dial: m = 0.25 gives a very gentle ramp, m = 1 reproduces linear martingale sizing without its multi-order structure.
• Because cost is linear in m, halving the slope halves the ladder cost exactly — the easiest capital trade in the catalog.

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.

• 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
   Slope creep

   Raising m toward 1 doubles the ladder cost without changing the mode name. Record m in the deployment note.
2. 2
   Trend absorption

   Linear growth in a trend still puts the largest orders at the worst prices. The stop remains the only bound.

• 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
   Why is this not multi-order like linear martingale?

   Because the multi-order behaviour is a property of the `marti_grid`/`marti_grid_linear` values specifically. Half-slope places one order per level, which is usually what operators want when they are trying to reduce complexity as well as cost.

• 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.Martingale family — What every curve in this family has in common
• 3.Capital Allocation — Sizing an account to a Half-Slope 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