What happened here is not a normal progressive grid drawdown.
It is a forced basket liquidation.

You can see it clearly in the daily results: on 2026/04/20 there were 9 closed trades, gross loss of -124.45, and net loss of -112.06. On the equity curve, this appears as a vertical collapse after a period where the system was still holding positive banked return.

This is exactly the kind of behavior that can happen when the original strategy has an exit based on an indicator signal.

The problem is structural.

A normal strategy with indicator exit is designed to manage a single position.
A grid, instead, is a multi-position structure. It needs time, price movement, and basket management logic to work properly.

So when you combine the two, a conflict appears:

* the grid is still trying to recover the basket
* pair closing may still have room to work
* but the indicator exit from the original strategy says: close now

And when that happens, all open positions can be closed at once, including the ones still in floating loss.
So instead of allowing the grid to complete its recovery process, the system realizes the full basket loss immediately.

That is why the drop is so violent.

In my view, this confirms an important practical rule:

Grid should be applied only to strategies that were created and tested with exit logic based on Stop Loss and Take Profit, not with indicator-based closing.

Why?

Because SL and TP are price-based boundaries.
They are stable, explicit, and compatible with basket management.

Indicator closing is different.
It may be perfectly valid for a normal EA, but in a grid structure it can interrupt the whole recovery mechanism at the worst possible moment.

So the issue is not that grid “does not work”.
The issue is that the grid is being overruled by an exit logic that was never designed for a multi-entry basket.

This is also why I think strategies intended for grid use should be built from the start with that purpose in mind:

* entry logic can come from the strategy
* but exit logic should be coherent with basket behavior
* and that usually means SL/TP-based structure, not indicator-based exit

So yes, the initial hypothesis seems confirmed:

If a strategy has an indicator exit, using it inside a grid can be dangerous, because the indicator may close the whole basket before the grid has had the chance to do its job.

Happy to catch it and share here.

Vincenzo

Hi everyone,

here’s a structured update after 37 trading sessions on the grid portfolio.

⸻ 
Performance Snapshot

* Total Return: +1.8% 
* Monthly Return: +2.2% 
* Profit Factor: 2.94 
* Trades: 374 
* Win Rate: 72.7% 

⸻ 
Execution Profile

* Avg Win / Avg Loss: ~1:1 
* Expectancy: ~$5.9 per trade 
* Trades per day: ~20 
* Avg duration: ~27h 

Performance is driven by consistency and frequency, not large winners.

⸻ 
Risk (early observations)

* Floating DD: ~0.4% 
* No meaningful drawdown phase observed yet 
* Track record still short → risk profile not fully expressed 

⸻ 
EA-Level View (Incubator Perspective)

Total EAs (magic numbers): 18 
EAs currently in profit: 13 

EA success rate (early read): ~72%

⸻ 
How to read this number

* This is a raw indicator (profit vs loss per EA) 
* It does not account for trade count or maturity

Important context:

* Several EAs have very low number of trades (<5) 
  → in some cases, the grid cycle has not activated yet 

* Many EAs are still in the early incubation phase
This should be read as:
early directional signal, not a robust metric

⸻ 
Remark on maturity

A more meaningful success rate should consider:
* EAs with >30 trades

At the moment, the sample is still too small for that filter 
→ this will be evaluated in future updates 

⸻ 
Symbol Insight

* Performance currently driven mainly by XAUUSD 
* Other symbols still in early-stage validation

This reflects edge emerging under specific market conditions

⸻ 
Gold – Strategy vs Grid (EA-level comparison)

To isolate the effect of the grid, I compared the same EA with and without the grid overlay.

Original EA (single trades):
* Trades: 81 
* Profit Factor: 1.50 
* Win Rate: 65% 
* Net Profit: ~11k 
→ Higher volatility and more pronounced equity swings 

Grid version (same EA):
* Trades: 129 
* Profit Factor: 3.10 
* Win Rate: 79% 
* Net Profit: ~1.7k (current test window) 
→ Smoother equity curve and more stable progression 

⸻ 
Key takeaway

The underlying strategy remains the same, but the execution changes:

The grid does not change the edge 
It changes how the edge is extracted from price

Specifically:

* Transforms fewer large trades into multiple smaller realizations 
* Uses pair closing to capture oscillations 
* Increases trade frequency and win rate 
* Reduces observed equity volatility 

⸻ 
Trade-off

* Smoother performance in ranging conditions 
* BUT potential risk accumulation in directional phases still to evaluate

This remains the key validation step going forward 

⸻ 
Full stats available here:  https://www.fxblue.com/users/i70_Eastudio_grid

Hi everyone,

quick update on how we are currently defining the Grid Take Profit (currency).

The goal was to make TP consistent with the actual risk structure of the grid, instead of using arbitrary or fixed values.

⸻

Core idea

Grid TP is now directly linked to the first grid distance, which itself reflects the underlying volatility.

So instead of:
    •    fixed TP values
    •    or unrelated targets

we use:

TP as a function of the initial grid distance

⸻

How it is calculated

The logic is:

Grid TP (€) = GridDistancePip × coefficient (per asset) × (LotSize / 0.01)

Where:
    •    GridDistancePips = first grid level (already set in the EA)
    •    the coefficient is calibrated per asset
    •    0.01 is the reference size

So TP always scales with:
    •    volatility (through distance, monthly review)
    •    position size (through lot scaling)

⸻

Example – XAUUSD

For gold, the first grid distance was derived from daily volatility:
    •    typical daily range is around $130–140
    •    we used ~0.4× of that range → ≈ $54 ≈ 5400 pips

Then:
    •    GridDistance = 5400 pips
    •    Coefficient ≈ 0.0126
    •    Lot = 0.01

→ TP ≈ 5400 × 0.0126 ≈ 68 €

⸻

These are my settings settings (reference size 0.01)
GridDistanceSizing = Fibonacci
GridPairClosing = true

Asset    Grid Distance    TP (€)
AUDCAD                45    6
AUDUSD                30    6
EURCAD                45    6
EURGBP                20    5
EURJPY                50    8
GBPJPY                70    10
GBPUSD                35    6
NZDCAD                45    6
XAGUSD               200    8
XAUUSD             5400    68

⸻

Why this approach
    •    TP is no longer arbitrary
    •    it is proportional to the grid structure
    •    it keeps risk/reward consistent across assets
    •    and scales naturally with position size

⸻

Curious to hear your thoughts…

Vincenzo

any idea about the Why for some EAs it opens 2 initial positions (pos0)?

thx
Vincenzo

It is completely understandable that grid systems are not for everyone. Many traders have had difficult experiences with them at least once, and Popov himself has repeatedly highlighted the risks and the need for proper testing before using anything live.

Still, the purpose of this thread is clear: to discuss the grid approach, share experiences, evaluate its real contribution, and, if possible, collaborate in a constructive way.

Popov has contributed a lot here. As usual, he has put significant effort, time, and professional dedication into developing this new option for EA Studio. He deserves constructive feedback and honest opinions about the feature, but in a respectful and technically useful way.

That is also why I started this DOE and why I am trying to help keep the discussion focused here.

I have more than five years of experience with different types of grid systems, with both good and bad lessons learned, and I still work with them today. For that reason, I decided to share my work here openly. I could easily discuss everything privately with Popov, get his feedback directly, organize 1:1 calls, and keep the whole process to myself.

But that is not the point of a forum.

I am sharing it here because I want to involve people who are genuinely interested in validating this EA Studio Plus feature, sharing thei experience with grid systems (e.g. gabdecster) and also to be challenged constructively, and to receive real contributions from others who are testing it as well or are simply curious, such as, @footon, and anyone else interested in contributing constructively.

For me, this should remain about technical contribution, constructive discussion and oservation, and mutual respect.

Thanks,
Vincenzo

Very interesting approach, and I agree with the idea of separating the base strategy from the grid layer during the generation and validation phase. That makes sense to me. And it is exactly what I designed in with my DOE.

At the same time, looking at the actual behavior of the system, I would say that the final result still seems much closer to a pure grid system in terms of floating exposure and drawdown profile than to a standard strategy with just a supportive recovery layer.

In other words, even if the grid is introduced only later, once it is active the overall risk behavior appears to be dominated by the grid logic. This might be due to different reasons, including that fact that the grid is activated too often.

For this reason, it could be very interesting if you benchmarked your current implementation against the recently added EA Studio / EA Studio Plus grid option.

A practical way could be:
    1.    import your base EAs back into EA Studio
    2.    activate the grid there
    3.    export them again with a defined and tailored set of grid settings
    4.    run both versions in parallel under the same conditions

That would allow a cleaner comparison between:
    •    your custom implementation
    •    the EA Studio Plus grid approach

and, more importantly, it would show whether the behavior really stays “strategy-led” or whether it effectively converges toward a classic grid profile once floating drawdown starts expanding.

I think that kind of parallel benchmark would be very valuable.

Happy to contribute…if you are interested i can share my settings.

Vincenzo

But the point is, I believe both you and I are good traders. I believe we are good strategy creators, and we've both made money from the market. At the end of the day, that is what matters. So yes, I respect your point. It was a healthy discussion, and thank you for your feedback.

But for me, there is still a very important difference.

Yes, of course the goal is to make money.

But the real question is: how do you make that money?

For me, the goal is not just profit.

It is profit in a way that is calm, sustainable, and structurally trustworthy over time.

That is where I personally cannot place grid systems in the same category as non-recovery systems.

If you have one small experimental account that does not really matter to you, and on that account you want to test grid or martingale ideas, then fine, I can understand that.

But that is something completely different from building your whole approach around grid only.

Because then the whole structure depends on recovery.

And that is exactly the problem.

For me, if a system needs averaging, recovery, or intervention to survive, then it is not truly robust.

It may still make money.

It may even make money for years.

But that is not the same thing as being robust.

That is the point.

A grid system can work for 3 years, 5 years, maybe longer.

But if one bad phase can take back everything, then in my eyes that is not robustness.

That is delayed fragility.

And that is also why I say: if I want to gamble with robots, I can just go to a casino.

Because the principle is the same.

In the casino, people also keep trying recovery tricks, doubling, chasing, trying to come back.

And in the end, one day the casino just takes it all back.

That is exactly how I see grid and martingale systems on a trading account.

Yes, they can recover.

Yes, they can survive for a while.

But the structure underneath is still dangerous.

And if I constantly need to watch a robot to see whether it is about to damage the account, or if I need to stop it because market conditions are no longer right for the recovery structure, then for me that already says enough.

That is not peace of mind.

That is not robustness.

That is active damage control.

For me, robust systems should not need to be rescued.

That is the difference.

And yes, even strong non-grid systems can stop working at some point.

Of course.

But when that happens, the account is usually not structurally being eaten alive in the same way.

The losses are visible, realistic, and limited by the design of the system.

That difference matters a lot.

So yes, of course the goal is money.

But is the goal not also to build systems that are actually robust?

Because in your method, you use the word robustness.

And that is exactly where I disagree.

For me, grid is far from robust, and I do not believe it can ever truly be robust in the same way as a non-recovery strategy.

That is just being realistic.

Every algo builder who has had real long-term success without grid will tell you the same thing.

Just my perspective.

There are other types of management out there. For example, I have a system that applies a Martingale to the next trade. It was also created using EA Studio. When I use this trading system, as soon as it loses a trade, it tries to win on the next one. If it loses the next one, it doubles the lot size and tries to win the next. It just keeps applying the Martingale to the subsequent trade. So, with a 1:1 risk-to-reward ratio—for example, a 200-point Take Profit and a 200-point Stop Loss—it works incredibly well too.

So the question I leave you with is this: Isn't our ultimate goal profit? Isn't it to put money in our pockets? That is exactly what I have been doing. That's why I wanted to share this method with you, because we have to make a serious choice: we either use a method that, over the long term, proves to be unfunctional, or we use a method where a crash might eventually happen, but by the time that loss comes, we have already made back our initial risk. Make sense?

Today, I see the financial market as a place where dreams can be realized, you know? I'm not saying this as some fake "trading guru" talk or anything like that. I'm saying it because it's real.

So, what am I trying to say? I don't know if I managed to convey this properly through my previous texts, but the point is that I managed to find my place in the sun using the grid system—not as the core strategy, but as risk management. As I mentioned above, it is crucial that the strategy is trained without the grid, so it can be added later. If the strategy is profitable without the grid and passes all robustness tests without the grid, then we apply the grid to it.

For what purpose? To recover drawdowns and to reduce the strategy's stagnation periods precisely when it stops working well in certain market conditions. Therefore, it functions as a tool, not as the strategy itself. You see countless people blowing their accounts all the time with grids because they use the grid as the actual strategy. They don't focus on training their strategy and putting it through robustness tests without the grid first, to then use the grid merely as a tool if the base strategy proves profitable. Do you get what I mean?

That is exactly my point. The grid needs to be static. The strategy training must happen without the grid activated, and it should only be applied afterward. The best way I found to do this is what I explained above.

I don't know if I was clear enough in my answers, but well, that's what I wanted to say. I am completely open to discussions, including ways to improve my grid system if you guys have any ideas. I update it every single month. Every month, I retrain the strategies, cycle them out of the portfolio, put new ones in, and then add the grid to them. So, while this account has been running solid for 3 years, the reality is that it has been updated every single month since its creation.

I appreciate you sharing your method and especially the fact that you included a verified account.

That already puts you above most discussions here.

At the same time, when I look at the actual results, something important stands out.

The profitability is there, no doubt.

But the equity behavior and drawdown structure tell a very different story.

You can clearly see multiple deep drawdown phases, including very sharp equity drops and recoveries.

That is not just normal fluctuation.

That is structural behavior.

And that is exactly the core issue with grid-based systems.

They can look very stable for long periods, and then suddenly compress a large amount of risk into a short time window.

From a distance, the curve looks smooth.

But when you zoom in on the equity vs balance and the drawdown distribution, you start to see the real mechanics behind it.

For me personally, that is the key difference.

I am not only looking at profitability.

I am looking at:

how risk is distributed

how drawdowns develop

and whether the system requires recovery cycles to stay alive

Because once a strategy depends on those recovery dynamics, you are no longer dealing with a stable structure.

You are managing risk, not removing it.

And I think that leads to a more important question:

Why would we want to use a grid robot in the first place?

For me, the answer is not technical first.

It is psychological.

Most people want money fast.

And not just money fast, but a lot of money fast.

At the same time, most people do not handle losses well.

Loss creates pain.

It affects the mind and the nervous system.

So what do grid and martingale systems try to do?

They try to reduce that pain through recovery.

Instead of accepting the loss, they try to fix it by increasing exposure and recovering the position.

And yes, this can work.

You can build softer grid systems.

You can build softer martingale systems.

But the principle stays the same.

The structure is still based on recovery.

And because of that, I do not believe you can ever run those systems with complete peace of mind.

You always need to watch them.

You need to monitor them closely.

Sometimes you even need to stop them when the market is no longer behaving the way the system needs it to behave.

And in my eyes, that already says a lot.

If a robot constantly needs to be watched because it could damage the account, or because it has already almost damaged the account before, then for me that is not a truly robust system.

If you need to stop grid systems between phases to protect the account, then in my opinion that is already proof that the structure itself cannot be trusted in a fully robust way.

That is why, in my eyes, the mental comfort is only temporary.

Yes, recovery can feel better in the short term because the system is “doing something” about the loss.

But underneath that, the account becomes a ticking time bomb.

To be honest, I personally do not believe grid or martingale systems can ever truly be called robust in the same way as non-recovery systems.

Can they work for years? Yes, of course.

A grid system can work for 3 years, 5 years, maybe even longer.

But that is not the point.

The point is that one bad phase can undo everything.

A system that survives for years but can still destroy the account in one later phase is, in my view, not robust.

It is simply delayed fragility.

And yes, even robust non-grid systems can stop working at some point. That is true.

But there is still a major difference.

When a normal non-recovery system stops working, the account is usually not being structurally eaten alive in the same way.

The losses are visible, realistic, and limited by the design of the system.

That difference matters.

For me, the goal with robots is long-term survival.

Long-term survival of the strategy.

Long-term survival of the account.

That is why I would always prefer slower, more stable account growth with a realistic curve, realistic losses, and realistic drawdown over fast money built on ticking bombs.

And this is also what I keep seeing online.

A lot of people selling robots focus on grid systems because they produce smooth and attractive equity curves.

That is what people like to see.

But in my opinion, that is exactly where the danger is.

The curve looks good, but the structure behind it is not something I personally trust.

And if I cannot trust the structure, I will not put it on a live account.

It is as simple as that.

That is also why I take a different approach.

I prefer strategies that:

do not rely on averaging

do not depend on recovery cycles

and can survive without needing to “come back” from deep drawdowns

Not because grid cannot make money.

But because the risk profile behaves very differently over time.

Still, I respect that you shared both your method and real results.

That is always more valuable than theory.

Again, this is just my personal perspective.

But for me, the priority is not how good the curve looks.

The priority is whether the system can be trusted over time.

***

Hello, good afternoon everyone. For some time now, I've been following the discussions here. Many of you really have great points, but I would like to highlight some areas where I have profitable experience executing this type of strategy, and I can prove it. I have audited accounts, I provide signals, and I would really like to share my method with you here.

First point: the correct way to generate the strategy is, initially, without money management. No strategy should be created with the grid active during the backtesting period. The grid needs to be static and non-optimizable, and it should be adapted to the strategy later. I will give you an example of the technique I currently use.

First, I take the last 5 years of data. I train it using EA Studio from our dear Popov so it can find all strategies with a **300-point take profit** and a **5000-point stop loss**.

I will select only the strategies that had absolutely no losses during this period—meaning they didn't draw down more than 25% of the account and didn't hit any stop loss. Because, at the end of the day, if the strategy draws down 5000 points, it means it's not worthy of a cost-averaging (grid) strategy, as it will blow my account. I do all the normal steps everyone here is used to doing, using active robustness tools.

After that, once the strategy is ready, I add the grid option to it. I do this directly in the code, sometimes even using a good coding LLM.

It works like this: first of all, so you can continue optimizing the bot using **"Open Prices Only" (Bar Open)**—just like we already do in EA Studio—you need to set the grid system to work solely on the bar open as well. Forget **"Every tick" (OnTick)** once and for all. It's simply not functional; we would waste massive amounts of computing power just to optimize this bot in MT5 on every tick when there's absolutely no need for it. Just give up on OnTick and force the reprocessing of all orders, including the initial grid entries, exclusively on the bar open—exactly how the bot comes out of the box when we export it from EA Studio.

After that, it's very simple. With the cost-averaging already implemented the way I explained, and having created the strategy under the condition of a 300-point take profit and a 5000-point stop loss, all you need to do is add **16 averaging levels spaced 300 points apart**. Then, add an average price reset (take profit target) 100 points above the standard average price. And there you go, your consistent grid EA is ready.

When you are going to run an optimization, turn off the cost-averaging. If you want to optimize using the MT5 backtester, it is crucial that the EA is NOT optimized with the averaging option turned on. The averaging should be added later, and *only* later.

I don't know if everyone was able to grasp the context here, but basically, this is the method I use, and this is what has been working for me. I have 11 champion bots that I use on my own accounts, and I also sell this exact software, which was largely made using EA Studio. I did something even more unbelievable: I used a portfolio strategy. I created 1,000 strategies that didn't draw down 5000 points in the last 5 years, and I added a grid to all of them. This is how I've been doing it. This is how I've been making money. I feel this might help some of you who are still a bit lost on this subject.

I have been working in the financial market for about 10 years, and I've been making a living off it for 7. So, I believe that if you listen to me and apply it exactly the way I just explained, you will achieve, with 100% certainty, profitability with grid bots. I'll tell you upfront that the returns aren't astronomical, but it is truly a game-changer for this technique.

By reviewing the executed trades and matching them back to the installed Grid EAs, I found that a subset of the Plus versions was still running with the original strategy stop loss active.

This is important, because it means those cases were not pure Grid tests. In some of them, the Grid loss was actually caused by the strategy SL, not by the Grid logic itself.

Operationally, this confirms a key point of the DOE:

The Grid is meant to change the exit and basket-management behavior, not the entry logic.
So if the original strategy stop loss remains active, it can cut exactly the recovery dynamics the Grid is supposed to create.

For that reason, I will remove the strategy stop loss from the Plus versions going forward, so the Grid can work without interference from the original stop structure.

The basket-level risk control will then be handled separately through the Grid logic itself, not through the original EA stop loss.

This was an important operational finding, and exactly the kind of thing this DOE is meant to surface early.

Happy Easter
Vincenzo

Yes, I agree. If the Grid changes the behavior materially, then it needs a sufficiently long observation period.

That is exactly why I do not see these early results as confirmation. At this stage, they are only the first indication that the overlay is changing the operating behavior in a meaningful way.

The important distinction, though, is that the Grid is not changing the trading logic itself. It is mainly changing the exit and trade-management behavior once the trade is open.

So these are not new strategies. They are already profitable and selected EAs from our existing workflow, and many of them have already been running for 1–2 years across demo and live environments. So we already know quite well what is behind them and how they normally behave.

That is also why this experiment is interesting for me: we are not starting from random ideas, but from strategies that have already passed several layers of selection and observation.

Right now, we are still in the setup phase of the DOE. The goal is to lock the process properly and automate as much of the monitoring workflow as possible, so that monthly tracking becomes consistent, painless, and fully reproducible.

That is why I am tracking not only profitability, but also:
    •    activation frequency
    •    depth distribution
    •    recovery time
    •    basket restructuring
    •    and risk-path proxies such as valley

For me, if after at least 6 months we get a bit better profitability, a higher survivability rate, and enough longevity with manageable additional risk, then the whole DOE is worth it.

At the same time, the last 30 days rolling check is useful as a monthly checkpoint, because it helps us detect early changes in behavior, depth, and risk path long before the full 6-month picture is complete.

If all fails, I just add another chapter to our journey about what we learned.

Vincenzo