Backtesting

Backtesting replays recent historical prices against a grid configuration. It is a simplified simulation for inspecting assumptions, not a forecast, recommendation or suitability assessment.

How to run one

Open the backtesting modal from the configuration panel with your grid set up. Choose a period:

• 7 days — the default; finest detail.
• 15 days
• 30 days — note that 30‑day backtests use 15‑minute candles, so very short‑timeframe trades may not be captured.

GRIDer simulates the grid over that window and reports modelled closed trades, simulated PnL, simulated volume, and a historical result annualised from the selected window, plus separate estimates for exchange fees and funding. Annualising a short window can produce extreme percentages and must not be read as an expected yearly return.

What it includes — and what it doesn't

Backtesting is a guide, not a guarantee. Read the numbers with these limits in mind:

• ✅ Closed trades within the range are simulated, and PnL/volume come from them.
• ✅ Estimated exchange fees and estimated funding are shown separately and included in the modelled net result, but they remain estimates for the analysed window rather than exact settlement.
• ❌ Open‑position PnL is not included. If price ends mid‑range, the value of what the grid would still be holding isn't in the figure.
• ❌ It doesn't stop at your stop‑loss. If price would have hit your stop, the backtest flags it as information but keeps simulating — so a result that "looks great" may have blown through a stop you'd have wanted to honour. Check that.
• ❌ Past behaviour ≠ future behaviour. A range that held for 7 days can break on day 8.

If there's no available balance for the market, the backtest runs against a default reference grid size so you can still compare setups.

How to read it

• More closed trades in the window generally means the spacing suited the token's volatility.
• A very high annualised simulated result often comes from a short, volatile sample. It is not a target or evidence that a setup is suitable; it can coincide with greater breakout, liquidity and liquidation risk.
• Compare a few configurations: tighten/loosen spacing, widen/narrow the range, and watch how trade count and the stop‑loss flag change.

Export and reuse a setup

The interface may let you export the result card or reuse the configuration you entered:

• Copy image / Save image export the backtest card. Its figures are a simulated historical result — not verified performance and not a recommendation.
• Copy grid link copies a link that loads the same parameters into the editor for review. Loading a link does not start a grid.

Next: review every parameter and the omitted risks in Create a grid, then follow any grid you choose to activate in Monitor & manage.