im looking for a system for grid bots. lets say i place orders every 0.2% within a range of 10% above and below the current coin price. is there a way to check the last 2-3 days and see how many trades would have happened and how much profit it would have made? im mainly interested in how many trades would actually get executed.
Grid bot backtesting
- Thread starter Serbia777
- Start date
RR Official
Newbie
- Oct 18, 2026
- 3
- 1
Grid bot backtesting is important because a strategy that looks profitable in theory may perform very differently under real market conditions. I think it's essential to include trading fees, slippage, market volatility, and different market trends when testing. It's also worth checking how the bot performs during strong upward and downward movements, not just sideways markets. A strategy should be evaluated based on risk management and consistency, rather than profit alone.
olivia6699
Registered Member
- Sep 30, 2026
- 87
- 11
A simple backtest script should do the job. Feed it the last few days of price data, set your 0.2% grid levels and count each time an order gets filled. Don't forget trading fees though, because they can eat into the profit pretty quickly.
Run a Python script using the CCXT library to pull three days of candle data for the coin and simulate a grid with orders every two tenths of a percent between ten percent above and below the price. This lets you count exactly how many grid orders would have filled and total profit without risking real capital.