Many users ask us why PnL calculations in the Grid Bot futures are different from those on the exchange.


The fact is that the exchange calculates profit on average for the current open position created by the Grid bot (there can be many positions opened and closed over the lifetime of a Grid bot).

For example, you start a Futures Grid bot with the following grids: 400, 300, 200, 100.

The starting price was 450, then dropped to 50, and after increased to 250.

This is what the Grid bot would have done:
BUY on 400
BUY on 300
BUY on 200
BUY on 100
SELL on 200

Currently the Grid Bot display shows us a profit of +100, which it thinks is right because it sold at 200 but last bought at 100.

At the same time the Exchange considers this a partial position closing with an average buy price at 250 according to the DCA value of the position:

(400 + 300 + 200 + 100)/4 = 250 (DCA price of open position)

That means you actually see a -50 loss on the Exchange.

Such differences may occur at the early stages of Grid Bot operation BUT over time the average price will be much more profitable, as each BUY level will DCA (Dollar Cost Average) the open position entry price. Thus the profit on the exchange will grow faster than shown by the Grid Bot, which is by design.


As a result, once all bought grids are sold, the PnL in the Grid Bot and on the exchange should be identical.

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