Yes, please set this below settings in your grid. Hope this helps.

 <LayoutSettings RestoreExpandedChildRows="True" RestoreRowSelection="All">
 </LayoutSettings>

Regards,
Handy

WebGrid.NET Enterprise includes a nice enhancement to preserve expanded child rows automatically. A new property named RestoreExpandedChildRows is now available in the LayoutSettings.

To enable this feature, simply set RestoreExpandedChildRows property to true value.

When enabled, WebGrid automatically tracks the child rows that end users expanded during user interaction. Next, when user performed any FlyPostBack™ action – such as sorting, refresh, filtering, etc – WebGrid will restore any matching child rows that expanded previously.

Hope this helps.