Help & FAQ
Everything you need to know about grid trading analysis and portfolio optimization
Frequently Asked Questions
What is this app for?
This app helps you analyze and optimize grid trading strategies for cryptocurrencies. It provides historical backtesting, portfolio optimization, and actionable deployment parameters for grid bots.
How do I start analyzing a cryptocurrency?
Go to the Discovery page to browse pre-analyzed cryptocurrencies with ratings and scores. You can sort and filter by grade, return, or risk metrics. Click any crypto to see detailed analysis.
What subscription do I need?
Free users can view basic grid analysis. Premium subscribers get access to Dynamic Grid strategies, portfolio analysis, and the Efficient Frontier optimizer. Pro subscribers get additional features like Strategy Lab and priority support.
Glossary of Terms
Trading Strategies
- Grid Trading
- A trading strategy that places buy and sell orders at regular price intervals (a "grid") around a base price. Profits are generated when prices oscillate within the grid range.
- Dynamic Grid
- Our optimized grid strategy that automatically adjusts grid levels and includes trailing up functionality to capture profits in trending markets while maintaining buy opportunities.
- Trailing Up
- A feature that adds new grid levels when price moves above the highest level, capturing profits in uptrends while maintaining buy levels below.
Indicators
- ATR (Average True Range)
- A volatility indicator that measures the average range between high and low prices over a period. Used to set optimal grid spacing.
- ETS (Entropic Trend Score)
- A proprietary indicator (0-100) measuring how well a cryptocurrency's price action suits grid trading. Higher scores indicate more oscillating, grid-friendly behavior.
- CS-Score
- Crypto Sentiment Score - measures social media sentiment on a -10 (extremely bearish) to +10 (extremely bullish) scale. Neutral scores (near 0) are often best for grid trading.
- Rating Grade
- Overall assessment (A+ to D) combining grid return, Sortino, Calmar, sentiment, alpha, ETS, and liquidity. B- and above historically shows 100% win rates.
- Liquidity Score
- Measure of trading volume and market depth. Higher liquidity means easier trade execution with less slippage.
- Data Quality
- Assessment of sentiment data reliability (poor to excellent) based on sample size, source diversity, and recency.
Performance Metrics
- Max Drawdown
- The largest peak-to-trough decline in portfolio value before a new high is reached. Represents the worst-case loss an investor would have experienced.
- Sharpe Ratio
- A measure of risk-adjusted return calculated as (Return - Risk-Free Rate) / Volatility. Higher values indicate better return per unit of risk.
- Calmar Ratio
- A measure of risk-adjusted return calculated as Annual Return / Maximum Drawdown. Better suited for grid trading as it focuses on actual losses rather than volatility.
- Grid Profit
- Realized profit from completed grid trades (buy low, sell high cycles). Always positive as it only counts successful trades.
- Total PNL
- Total Profit and Loss including both realized grid profits AND unrealized gains/losses from open positions. Can be negative if asset price dropped significantly.
- Volatility
- A statistical measure of price dispersion, typically measured as standard deviation of returns. High volatility means larger price swings.
- Win Rate
- The percentage of trades that were profitable. For grid trading, this is typically very high (60-80%) due to the nature of the strategy.
- Sortino Ratio
- Like Sharpe ratio but only penalizes downside volatility. Better for grid trading since upward volatility is actually beneficial (triggers profitable sells).
- Alpha
- Excess return compared to what would be expected given the risk taken. Positive alpha means the strategy genuinely outperforms, not just from taking more risk.
- Realized Profit
- Locked-in gains from completed buy-sell pairs. This is actual cash earned that can be withdrawn, unlike unrealized gains.
- Unrealized PnL
- Paper gains or losses from open positions not yet sold. Grid strategies often have unrealized losses while having positive realized profits.
Portfolio Concepts
- Efficient Frontier
- A set of optimal portfolios that offer the highest expected return for a given level of risk. Used to determine ideal asset allocation.
- CDaR (Conditional Drawdown at Risk)
- The average of the worst drawdowns at a given confidence level. More comprehensive than max drawdown alone as it considers multiple bad scenarios.
- Drawdown Correlation
- How synchronized drawdowns are between assets. Crypto drawdowns are ~90% correlated (they crash together), which is higher than return correlations (~75%).
Methodology
- Year 1 / Year 2 Analysis
- Our blind forward-test methodology. Year 1 data is used to calculate grid parameters. Year 2 data is used to simulate trading with those parameters - preventing look-ahead bias.
- Blind Forward Test
- Testing methodology where Year 1 data sets parameters and Year 2 data measures performance - prevents overfitting and gives realistic expectations.
Research & Articles
Research Papers
Rigorous validation studies and methodology papers with statistical analysis, blind forward testing, and comprehensive data tables.
View all researchArticles & Guides
Practical guides, trading tips, and educational content for cryptocurrency grid trading and portfolio management.
View all articlesStill have questions?
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