Logarithmic Martingale

The gentlest growth curve in the catalog. Size rises with the logarithm of depth, so even a very deep ladder ends up only a few times the base lot at its deepest rung. Choose it when you want fixed-mode economics with a marginal, measurable averaging edge.

Size at level i is 1 + ln(i + 1). The increase between consecutive levels shrinks continuously, and at twenty levels the deepest rung is only around four times 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.

Barely above linear. Capital planning can be done as though the ladder were flat with a modest premium, which is what makes very deep configurations practical.

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 93.97 against a base of 100 and a deepest rung of 90.00 — so the average sits 60% of the way down the covered range. Getting back to flat from the bottom therefore needs a 4.41% bounce, against 5.00% for a flat ladder of the same depth — 0.59% less work.

The gentlest growth curve available. Size barely rises even on very deep ladders, so it behaves almost like fixed while still averaging down slightly faster.

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 27.5× base to collect 6.2 bps of it when the first rung completes.

Wide grids on instruments with large but slow adverse moves. The mode is built for depth, not for response.

Adds only a logarithmic amount with depth, so size barely grows even on deep ladders. Nearly as safe as fixed but still averages down a touch faster. Floored at 1 lot.

Effectively the fixed-mode risk profile. The hazard is expectation: the label says martingale, the behaviour says flat.

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.

• Wide grids with many levels.
• Capital-sensitive averaging where predictability outranks recovery.
• You want fixed-mode planning with a small structural edge.

• You expect the size growth to matter — at level 20 the deepest rung is only about 4× base.
• You need to recover a deep drawdown on a schedule.

• Treat depth as the dial. This curve exists to make depth affordable.
• If the measured averaging benefit over fixed is inside the noise, use fixed and keep the simpler mental model.

• 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
   Expectation mismatch

   Chosen as a martingale, behaves as fixed. Verify against a fixed run before assuming any recovery advantage.
2. 2
   Coverage exhaustion

   As with every flat-ish curve, the real risk is the covered range ending before the move 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.

1. 1
   Why choose this over square-root?

   When depth is very large and even square-root growth is more than you want to fund. Below about twenty levels, square-root is usually the better trade.

• 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 Logarithmic Martingale 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