Grid Trading Profitability Research

Why Exchange Choice Matters More Than Crypto Selection: Analysis of 480 backtests across 20 cryptocurrencies and 4 exchanges

85%
Binance.US Win Rate
45%
Coinbase Win Rate
480
Total Backtests
2.59%
Min Profitable Spacing

1 Exchange Success Rates

Key Finding: Binance.US achieves 85% profitability vs Coinbase at 45% - a 40 percentage point swing!

2 Exchange Fee Breakdown

Key Finding: Coinbase costs 4.4x more than Binance.US per round-trip trade (1.1% vs 0.25%)

3 Crypto Returns on Binance.US (All 20)

Excellent (>10%)
Good (5-10%)
Marginal (0-5%)
Loss (<0%)
Key Finding: LTC leads at 40.6%, while ALGO, VET, and NEAR lose money even on the best exchange.

4 1% Spacing Disaster

Warning: NEVER use 1% spacing. Coinbase: 0/20 profitable, -11.3% average loss!

5 Spacing Impact on Returns

Key Finding: 2.59% spacing is the minimum for profitability. Wider spacing = higher per-trade profit but fewer trades.

6 Profitability Heatmap: Crypto x Exchange

>15%
5-15%
0-5%
-5% to 0%
<-5%
Key Finding: Green clusters in top-left (good cryptos + low-fee exchanges). Avoid bottom-right red zone entirely.

7 Universal Winners vs Losers

Key Finding: LTC and ETH are profitable on ALL exchanges. ALGO, VET lose money on ALL exchanges.

8 Break-even Spacing by Exchange

Key Finding: Coinbase requires 4.4% minimum spacing to break even. Binance.US only needs 1%.