BTC/USDC grid bot settings, computed from your risk profile

Model calibrated on our own live trading data, July 2026. Educational tool, not financial advice.

Every field in the CryptoBot Pro configuration screen answers one question: how far below the price do you buy (Buy Threshold), how far above do you sell (Sell Threshold), when do you give up on a buy the market ran away from (Buy Max Days, Buy Max Price Deviation), how much capital goes into each order (% of capital, Adaptive Order), and how often the bot acts (New / Update tasks in the Plan page). This calculator fills all of them from your exchange, the BTC price and your capital, plus a risk profile. Fee and Adaptive Order are pre-filled and editable.

Companion tool: Project the compounding, what a monthly yield scenario turns into over years of deposits and reinvestment.

Recommended settings —

The five profiles side by side

“Coverage” is the price drop your capital can keep buying through before the reserve is empty. “Fees/gross” is the share of each cycle's spread that exchange fees eat. “Modeled cycle yield” is a range from a trending market (low end) to a ranging market (high end) — it counts completed-cycle profit only and is not a prediction: the BTC you hold between buy and sell moves with the market, and that move is not in this number.

Recommended schedule (Plan page)

The New task opens a fresh buy at the current price minus the Buy Threshold: its frequency is your capital deployment rate, which is where the real risk lives. The Update task checks fills, recycles expired buys and places the sell order after a buy fills — running it rarely delays every sell, so keep it frequent on any active exchange.

How the numbers are computed

The model is calibrated on our own live data (July 2026: ~2,400 completed cycles, and on Hyperliquid a $925 spread at a $62k BTC price turning over with a median cycle time of 0.95 days). Four rules produce everything you see:

1. Spread (Buy + Sell Threshold) targets 1% of the BTC price, widened when exchange fees would eat more than 15% of it:
   spread% = max(1.0, round-trip fees% / 0.15) × risk multiplier (0.6 → 1.6)
2. Buy Max Days follows first-passage scaling: the typical (median) time a random price path needs to travel a distance grows with the square of that distance.
   buy max days = 1.28 × (buy threshold as % of price)², clamped to [0.1, 2]
3. Buy Max Price Deviation keeps the odds constant at any scale: for a random walk, a buy fills before the price runs ~6× the entry distance the other way about 5 times out of 6, whatever the grid size.
   deviation% = 6 × buy threshold %, clamped to [1, 10]
4. Sizing funds a chosen drawdown coverage — one buy roughly every half-spread of falling price, from −10% (very aggressive) to −45% (very conservative). With Adaptive Order enabled, the app halves order sizes when most capital is free, so the recommended % is doubled to hit the same target order.

The yield range extrapolates our measured cycle yield to other spreads: net margin per cycle scales with (spread − fees), cycle frequency scales between 1/spread (trending market) and 1/spread² (ranging market). One calibration point (our measured setup is the 1.5% spread; tighter and wider profiles are extrapolated), two regime bounds — treat it as a shape, not a forecast.