Grid and martingale Expert Advisors: how they work and how they fail

How a grid works

A grid opens positions at fixed price steps and closes the basket when the group reaches a small profit. In a range it collects many small wins. In a strong trend the basket grows against the market.

What martingale adds

Martingale increases the size of the next position after a loss, so one favourable move repays everything. It raises the win rate and it also raises the size of the loss you carry at the worst moment.

Where the smooth curve comes from

Open losses sit in floating equity until the basket closes. Balance rises in small steps while equity can fall deeply in between. Always read the equity drawdown, not the balance curve.

How these systems fail

They fail in a long one-way move, with a margin call, or when costs and delay break the exit. The failure is rare and large, which is why short backtests flatter them.

What to check before you run one

Maximum equity drawdown on real ticks, the largest open basket, margin level at the worst point, a hard stop or equity limit, behaviour at rollover and during news, and a live record that includes a hard market period.

Position sizing is the real control

The same grid can be a calm product or an extreme one depending on lot size and deposit. Choose a risk level you can hold through the full drawdown, and start with the lowest preset.

Grids done with geometry

Crux is a grid with a brain: a machine learning model of about 400 decision trees scores every trigger before it becomes an order, and each level is placed farther than the last with calibrated lot sizes. Its profit factor sits between 4.51 and 4.66 in all five modes, and Albireo builds its baskets with constant lot per level, no martingale, no doubling.