Free tool
DCA ladder calculator: average entry and liquidation price
Plan a DCA ladder for crypto futures and see the average entry, take-profit, break-even and liquidation price after every order, and whether liquidation comes before your next order can fill. It runs in your browser and saves nothing.
Estimates for linear USDT perpetuals. Your exchange’s numbers will differ.
Calculator
Result
Total position
2,078.13 USDT
Margin needed
692.71 USDT
Last order at
81.9138 (−18.09%)
Final avg entry
88.039
Final take-profit
89.3596
Final liquidation
58.9876
Every order fills before liquidation. Order 6 comes closest: it sits 24.75% from the liquidation price before it fills.
| # | Price | Move | Order | Position | Avg entry | Take-profit | Break-even | Margin | Liquidation |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 100 | 0% | 100 | 100 | 100 | 101.5 | 100.1001 | 33.33 | 67.0017 |
| 2 | 98 | −2% | 150 | 250 | 98.7903 | 100.2722 | 98.8892 | 83.33 | 66.1912 |
| 3 | 95.4 | −4.6% | 225 | 475 | 97.1548 | 98.6122 | 97.252 | 158.33 | 65.0954 |
| 4 | 92.02 | −7.98% | 337.5 | 812.5 | 94.9539 | 96.3782 | 95.0489 | 270.83 | 63.6207 |
| 5 | 87.626 | −12.37% | 506.25 | 1,318.75 | 92.0004 | 93.3804 | 92.0924 | 439.58 | 61.6418 |
| 6 | 81.9138 | −18.09% | 759.38 | 2,078.13 | 88.039 | 89.3596 | 88.1271 | 692.71 | 58.9876 |
Reference table
How far can a DCA ladder fall before liquidation?
Long ladders in isolated margin with a 0.5% maintenance margin rate, worked out with the calculator above. Each cell is the liquidation price after the last order that can fill, measured from the first entry.
| Ladder | Last order at | 2x | 3x | 5x | 10x | 20x |
|---|---|---|---|---|---|---|
| 5 orders, 3% apart, equal sizes | −12.0% | −52.86%all 5 fill | −37.15%all 5 fill | −24.58%all 5 fill | −15.15%all 5 fill | −5.98%2 of 5 fill |
| 5 orders, first gap 3% then ×1.5, each order ×1.5 | −24.4% | −57.54%all 5 fill | −43.39%all 5 fill | −32.07%all 5 fill | −13.70%3 of 5 fill | −6.26%2 of 5 fill |
| 8 orders, first gap 2% then ×1.3, each order ×1.5 | −35.2% | −62.06%all 8 fill | −49.42%all 8 fill | −33.50%7 of 8 fill | −16.78%5 of 8 fill | −7.24%3 of 8 fill |
Shorts add above the entry, and their numbers differ. Switch the calculator to Short to check one.
What the table shows
- Leverage decides how much of the ladder you can actually use. Past a point, the later orders never fill, because liquidation arrives first.
- A deeper ladder with bigger later orders pulls the average entry down faster, but it also grows the position, so it needs lower leverage to fill all the way.
- Each fill lowers a long’s liquidation price in isolated margin, yet with evenly spaced or widening steps the gap between the latest fill and liquidation still shrinks with every order. Before you start, cap the number of orders and check that the last one fills before liquidation.
Take-profit: price move or return on margin?
This calculator takes the take-profit as a price move from the average entry. Many bots, Blitz included, set take-profit as return on margin, which is the price move times leverage. A bot take-profit of 1.5% at 5x leverage is a 0.3% price move, so you would enter 0.3 here.
How the numbers are calculated
Order n sits step × (1 + m + m² + … + mⁿ⁻²) away from the first price, where m is the step multiplier. Each order is the previous one times the size multiplier. The average entry is weighted by quantity, so with equal or growing order sizes, a long’s average entry sits at or below the simple average of the prices.
long liquidation L = (Q·P − C) / (Q · (1 − mmr))
short liquidation L = (Q·P + C) / (Q · (1 + mmr))
long break-even = P · (1 + fee) / (1 − fee)
short break-even = P · (1 − fee) / (1 + fee)Q is the quantity, P the average entry and C the collateral: the margin of the filled orders in isolated mode, the whole futures wallet in cross mode. mmr is the maintenance margin rate. Break-even includes the fee on entry and exit.
These are estimates. Exchanges use tiered maintenance margin, mark price, funding and their own fee schedules, so real liquidation prices differ. This is a planning tool, not financial advice.
Open source
The same calculator is free and open source on GitHub under the MIT license, with no dependencies, so you can check the math or use it in your own tools.
View the code on GitHubQuestions
How is the liquidation price of a DCA ladder calculated?
Work out the position after each fill: the total quantity, the quantity-weighted average entry and the collateral. For a linear USDT perpetual, a long is liquidated at (Q × P − C) / (Q × (1 − mmr)) and a short at (Q × P + C) / (Q × (1 + mmr)), where Q is the quantity, P the average entry, C the collateral and mmr the maintenance margin rate. In isolated margin C is the margin of the filled orders; in cross margin it is the whole futures wallet.
Does adding DCA orders move my liquidation price?
Yes. In isolated margin, each fill lowers a long’s liquidation price along with the average entry, but with evenly spaced or widening steps the gap between the latest fill and liquidation still shrinks: with 5 equal orders 3% apart at 5x, it goes from 19.6% after the first order to 14.3% after the fifth. In cross margin the wallet does not grow with the ladder, so each long order that fills moves the liquidation price up, closer to the market.
Why does my exchange show a different liquidation price?
Exchanges use tiered maintenance margin that rises with position size, liquidate on the mark price rather than the last trade, and count fees, funding and, in cross margin, your other positions and unrealized P&L. This calculator uses one flat maintenance rate and assumes the ladder is your only position, so treat its numbers as a planning estimate and check your exchange’s own calculator before trading.
Is the take-profit a price move or return on margin?
In this calculator it is a price move from the average entry. Many bots, Blitz included, set take-profit as return on margin, which is the price move times leverage. A bot take-profit of 1.5% at 5x is a 0.3% price move, so enter 0.3 here.
Should a DCA ladder use isolated or cross margin?
Isolated margin risks only the margin of the ladder’s orders, so liquidation comes sooner but the rest of the wallet is not at risk from this position. Cross margin backs the position with the whole futures wallet, which moves liquidation further away but puts the whole wallet at risk. Either way, size the ladder so the last order fills before liquidation.
Want a ladder like this to run by itself?
Blitz is a free DCA bot that runs a finite ladder on your own exchange account. There is no subscription: exchanges share part of the trading fee with Blitz, and on centralized exchanges your fee rate does not go up. Hyperliquid adds a Blitz builder fee, which you see and approve when you connect.
Your funds stay on your exchange, and Blitz never asks for withdrawal access. Connect with one-click OAuth on Bybit, Gate.io, KuCoin and Bitget, a manually created API key on BingX, or a wallet connection on Hyperliquid.
Trading involves risk of loss, including your whole margin.
