Guides

What NuxGrid’s Bitcoin Grid Trading Backtest Actually Simulates

The NuxGrid backtest replays a Bitcoin grid trading strategy on historical 5-minute candles. It lets you observe buys, sells, fees, open positions and capital changes, with limits compared with live trading.

01REPLAY HISTORICAL CANDLES

How NuxGrid replays historical candles

The database backtest uses 5-minute OHLC historical candles. The public web flow is centred on BTC_USDT and Binance-style USDT markets.

For each candle, the engine first checks existing positions. An existing sell is considered triggered when the candle high reaches its target. The engine then calculates a new buy candidate. A buy is considered triggered when the candle low reaches that level and sufficient simulated cash is available.

The model does not assume the exact sequence inside a candle. A position opened during the current candle is not immediately sold during that same candle.

BTC / USDT (5 min)Illustration · Demonstration data
Buy · touched by the candle lowTake-profit sell · touched by the candle high
02WHAT IS INCLUDED

What is included

A run can include the initial bankroll, purchase amount, percentage grid spacing, take-profit percentage, fee percentage, optional profit-to-BTC conversion, and up to four strategies sharing one simulated wallet.

NuxGrid uses closed 5-minute candles and records unavailable ranges when history is missing. Simulated buy and sell fees are applied. Conversion contributions can accumulate until the simulated exchange minimum is reached; amounts below that minimum may remain pending.

Initial capitalStarting amount
Purchase amountOrder size
SpacingPercentage based
Take-profitPercentage based
FeesBuy and sell
Up to 4 strategiesShared wallet
5-minute candlesOptional BTC conversionMissing-data detection
03MEASURING RESULTS

How results are measured

Realized profit comes from completed sell cycles after the simulated trading fees used by the engine. It does not include the market value of positions that remain open.

Final equity combines remaining cash, open positions marked at the last candle close, and BTC reserve value when applicable. Other metrics include ROI, maximum drawdown, fees paid, completed cycles, open positions, minimum cash, capital engaged, concurrent positions, unrealized loss, and blocked buy attempts. A buy-and-hold BTC comparison is also calculated.

Backtest results (example)Illustration · Demonstration data
Final equity10,742 USDT+7.4%
Realized profit+486 USDTCompleted cycles
ROI+7.4%Static illustration
Maximum drawdown−8.1%Drawdown
Total fees−86 USDTBuy + sell
Open positions3Value: 256 USDT

Realized profit ≠ final equity: marked open positions contribute to final equity.

04WHAT IS NOT SIMULATED

What is not simulated

The backtest does not reproduce order-book depth, slippage, network latency, exchange API failures, live partial fills, cancellation races, or the exact order of prices inside a candle.

Order-book depthSlippageNetwork latencyAPI failuresLive partial fillsIntracandle order
05INTERPRETING A RESULT

How to interpret a result

A useful report should state the symbol, dates, candle resolution, strategy settings, fee assumption, data gaps, open positions, realized profit, and final equity. The result describes historical behaviour under defined assumptions. It should not be presented as an expected return or as evidence that the same result will occur in live trading.

Checklist for interpreting a report
Period / marketResolution (5 minutes)Strategy settingsFee assumption (buy and sell)Data gapsOpen positionsRealized profitFinal equity