Staircase Martingale

A staircase: size holds flat for N levels, then steps up by one base unit. It is the mode for operators who think in structure rather than in formulas — you can align each step with a support shelf, a session low, or a volatility band, and the capital profile stays piecewise-linear and easy to cap mentally.

Size at level i is 1 + floor((i − 1)/N), with N defaulting to 2. Within a step the ladder is flat; at each boundary it gains one unit. Large N approaches fixed mode; N = 1 reproduces linear sizing with a single order 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.

Piecewise-linear and among the easiest to reason about: the cost of a ladder is the sum of a few flat blocks. That makes worst-case estimation a mental exercise rather than a spreadsheet one.

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 93.17 against a base of 100 and a deepest rung of 90.00 — so the average sits 68% of the way down the covered range. Getting back to flat from the bottom therefore needs a 3.52% bounce, against 5.00% for a flat ladder of the same depth — 1.48% less work.

Size holds flat for N levels then steps up one base unit, giving a staircase. Capital is piecewise-linear and very easy to cap mentally.

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 30.0× base to collect 3.3 bps of it when the first rung completes.

Instruments with visible structural levels, and any situation where you want size changes to be discrete and explainable rather than continuous.

Holds size flat for N levels, then steps up by one base unit. Creates a staircase profile that averages down periodically without smooth per-level growth — easy to reason about and cap.

Between fixed and linear depending on N. There is no convexity, so the tail is proportional and the failure mode is coverage exhaustion with mild escalation.

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.

• You want discrete, predictable size jumps rather than smooth growth.
• You are matching size changes to chart structure — a bump below each support shelf.
• You want a curve a non-technical reviewer can verify by eye.

• You need smooth averaging; the flat stretches mean the average entry moves in bursts.
• You want multi-order partial exits — this mode is single-order.

• N is the dial. Large N (6–10) is effectively fixed with an occasional bump; N = 1 is linear sizing.
• Choose N from the instrument's structure, then verify the resulting cost in the capital table rather than assuming it.

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.

• Note which step the deepest fill sits in; step boundaries are where exposure changes character.
• 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
   Step misalignment

   If the steps do not line up with the structure you chose them for, the mode is just a coarse linear curve with extra explanation attached.
2. 2
   Coverage exhaustion

   Same as the other mild curves: the range ends 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
   What N should I use?

   Start from the structure: the number of rungs between the levels you actually care about. If there is no structural reason, N = 2–3 keeps the curve close to a gentle linear ramp.

• 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 Staircase 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