Futures grid bot: where's the money?🤔

The pain point of any grid trader is the misunderstanding of where the profit actually comes from. The system calculates in its own way, fees eat into income, and the full picture is unclear.

Three Layers of Profit

Grid Profit is what the strategy itself brings. Let's say you created a grid bot for BTC with the following parameters:

• Range: 10,000–30,000 USDT
• Networks: 5 ( interval 4,000)
• Leverage: 2x
• Current price: 20,248 USDT

When the price fell to 18,000, the long position was triggered, then up to 22,000 — closing the short. One completed grid trade made a profit:

Grid Profit = 604.66 USDT ( minus 3.34 USDT fees )

The formula is simple: interval × grid size × number of complete cycles − fees.

APR Grid shows income in annual percentage:

• 604.66 / 10,000 (initial capital) / 1 day × 365 = 22.06% per annum

Looks beautiful? But this is just grid profit.

Полная картина — Total P&L

The situation here is more complicated. Total P&L = realized profit + unrealized loss/profit.

Andrei's bot example after 2.75 days:

• Grid profit: 1,214.66 USDT ✅
• Trading fees: −1.34 USDT
• Financing fee: −2.50 USDT
• Unrealized P&L: −20 USDT ( positions in the red )

Total P&L = 1,195.82 USDT

This is less than grid profit. Why? Because the remaining open positions are currently working against you.

Total APR = 1,195.82 / 10,000 / 2.75 × 365 = 15.86% per annum

What to pay attention to

1. Grid profit is always higher than Total P&L — it is normal if the market moves against open positions.

2. Fees work both ways: when opening and closing a position, you pay a taker fee. It's cheaper for VIP.

3. Funding fee — fee for leverage. On a volatile market, it can accumulate considerably.

4. Don't just believe APR — look at the absolute numbers. 22% APR for 1 day looks insane, but it's just extrapolation, not a promise.

Conclusion

Grid bot works as intended if:

• The market remains in a range
• Your shoulder is moderate
• Commissions do not exceed 10% of the grid profit.

Before launching real money, calculate the numbers. The system guarantees a positive grid profit even with the maximum number of grids, but Total P&L is your responsibility.