Configure a grid strategy, run Monte Carlo simulation or historical backtesting, and see the full distribution of outcomes — all in the browser, no sign-up required.
A grid bot places a ladder of buy and sell limit orders at fixed price intervals. When price oscillates within the range, each round trip captures the spread between adjacent levels. The strategy earns steadily in sideways markets — and loses steadily in trending ones.
Before deploying real capital, you need to know: how often does my configuration get liquidated? What does the fee drag look like over 30 days? How does changing leverage from 3× to 5× affect my risk profile?
A grid bot simulator answers these questions by running your configuration through hundreds of synthetic price paths (Monte Carlo) or real historical data (backtesting) — without touching an exchange.
xBot is a free, client-side simulator built specifically for perpetual futures grid bots. Everything runs in your browser. Nothing is sent to a server.
Set your price range, number of grid levels, leverage, capital, fees, and grid direction (long, short, or neutral). The simulator pre-fills entry price and volatility from live market data.
Choose Monte Carlo (synthetic price paths using your volatility inputs) or backtest mode (upload real OHLCV CSV data). The engine replays your exact order book against each price path.
See median P&L, win rate, Sharpe ratio, max drawdown, liquidation probability, and a percentile fan chart across all simulated paths. Adjust and re-run until you find a configuration worth deploying.
The most important choice in grid bot configuration isn't the number of levels or the range — it's direction. Long, short, and neutral grids behave completely differently when price trends.
Runs buy orders below entry and sell orders above entry simultaneously. Starts flat and builds exposure in the direction price moves. Earns in both directions as long as price oscillates — but exposure grows on both sides as fills accumulate.
Places buy orders across the entire range. Each fill opens a long position; the corresponding sell closes it at a profit. Starts with full long exposure. Benefits from upward drift — funding hurts if market is bearish.
Places sell orders across the range and earns as price falls and recovers. Starts fully short. Benefits from downward drift and typically receives funding rather than paying it in bearish markets.
→ Read more: Long vs Short vs Neutral grid: when to use each direction
Run 100–1,000 synthetic price paths using your volatility (IV) and drift inputs. See the full outcome distribution including tail risks — not just an average.
Upload real OHLCV data from any exchange in CSV format. The engine replays your exact grid configuration against historical price tick by tick.
Entry price, funding rate, and 30-day volatility auto-populate from live exchange feeds. The Market Analysis panel flags trending vs ranging conditions using ADX.
Run two configurations against the same price paths side by side. Change one variable — leverage, grid count, direction — and see the exact impact on every metric.
Taker and maker fees applied to every fill. Funding rate drag modelled across the simulation period. See exactly how much the invisible costs eat into grid income.
Liquidation price recalculated dynamically as position size changes with each fill. Liquidation probability reported across all simulated paths. Stop-loss and take-profit support included.
No account. No installation. Configure your grid, click Run, and see what happens before you touch the exchange.
Launch the Simulator →