Base Asset: is cryptocurrency that will be bought or sold.

Quote Asset: the quote asset determines the value of the Base Asset in the pair.

Fee: the commission charged by the exchange when making buy or sell.

Investment: is an amount of funds in Quote Asset (and/or Base Asset) that we invest in the grid trading strategy.

Date Range: is the period selected for the grid trading strategy to perform, defined by a start time From and an end time To.

Price Range: is the range formed by selecting the Upper price and the Lower price for the grid trading strategy. It defines the boundaries within which the strategy will buy and sell the asset.

Number of Grids (also called Grid Number): is an amount of grids across which the Investment is distributed. Every grid has its own defined Lower price and Upper price within a specified Price Range.

Spread: is the difference between Lower and Upper price of each grid.

Grid Mode: There are two main grid modes: Arithmetic and Geometric.

Arithmetic mode: equal Spread for each grid.

Geometric mode: equal Spread ratio.

Entry Price: is a market price when grid trading strategy starts (at a time From).

Last Price: is the market price when the grid trading strategy ends (at a time To).

Amount per Grid: is an amount of the Base Asset chosen for buying and selling in each grid. Investment is distributed in such a way as to ensure equal parts for each grid in the Base Asset.

Investment per Grid: is the portion of Investment expressed in Quote Asset that is reserved to purchase Amount per Grid for each individual grid.

Initial Distribution: is the allocation of funds in every grid in Base Asset or Quote Asset after the initial launch and purchases has been initialized (purchases at the time of launch).

Matched Trade: is the pair of executed orders BUY and SELL or SELL and BUY for the same grid cell.

Profit per Grid: is the earnings/profit generated when both the BUY and SELL (SELL and BUY) orders are executed within a grid.

$\mathrm{Profit\; per\; Grid}\left[n\right]=\mathrm{Amount\; per\; Grid}\times (1-\mathrm{fee})\times \mathrm{Upper\; Price}\left[n\right]\times (1-\mathrm{fee})-\mathrm{Amount\; per\; Grid}\times \mathrm{Lower\; Price}\left[n\right]$

Usually, Profit per Grid is also presented as a percentage. It’s calculated as the ratio of Profit per Grid[n] to the Investment per Grid[n] for the particular grid:

$\mathrm{Profit\; per\; Grid}\left[n\right]\%=\frac{\mathrm{Profit\; per\; Grid}\left[n\right]}{\mathrm{Investment\; per\; Grid}\left[n\right]}\times 100\%$

Final Distribution: is the total holdings of Quote Asset and Base Asset located in every grid at the moment of the end of date To.

Balance: is the total value of all assets at the moment when the grid trading strategy ends, and is expressed in the Quote Asset.
Balance is calculated based on the Last Price of the Base Asset with Fee deduction.

$\mathrm{Balance}=\sum \mathrm{Quote\; Asset\; Grid}\left[n\right]+\sum \mathrm{Base\; Asset\; Grid}\left[n\right]\times \mathrm{Last\; Price}\times (1-\mathrm{fee})$

Total PnL: is a metric that represents the net financial outcome from the trading activities (from the grid trading strategy operations).

$\mathrm{Total\; PnL}=\mathrm{Balance}-\mathrm{Investment}$

Annualized Return: is a measure of the yearly return on investment expressed as a percentage. It provides a possibility to estimate the performance of the grid trading strategy over a specific period.

$\mathrm{Annualized\; Return}=(\frac{\mathrm{Total\; PnL}}{\mathrm{Investment}}\times \frac{365}{\mathrm{Runtime}})\times 100\%$

Grid Profit: is the sum of Profit per Grid for each of the Matched Trades.

$\mathrm{Grid\; Profit}=\sum \mathrm{Profit\; per\; Grid} (\mathrm{of\; the\; Matched\; Trades})$

Floating PnL: is the difference between Total PnL and Grid Profit (valued in the Quote Asset). Profits from the Matched Trades aren't included.
It refers to the difference in market prices when Grid Trading Strategy was initialized and when it was closed.

$\mathrm{Floating\; PnL}=\mathrm{Total\; PnL}-\mathrm{Grid\; Profit}$