Crypto Futures
Crypto Futures
Test leveraged strategies on cryptocurrency futures (perpetual contracts) with historical data from Binance and Bybit, including futures-specific indicators.
What are Crypto Futures?
Perpetual futures contracts allow you to trade with leverage without owning the underlying asset:
- Leverage — trade up to 125× your capital
- Long & Short — profit from both rising and falling prices
- Funding Rate — periodic payments between longs and shorts
- Liquidation — forced closure if margin is insufficient
- No expiry — perpetual contracts have no settlement date
Available Data
| Exchange | Contracts | Data | |----------|-----------|------| | Binance Futures | 500+ USDT-margined | OHLCV + OI + Funding Rate + L/S Ratio | | Bybit Perpetual | 500+ USDT-margined | OHLCV + OI + Funding Rate |
Futures-Specific Indicators
These indicators are only available with futures instruments:
| Indicator | Description | |-----------|-------------| | Open Interest | Total outstanding contracts (dollar value) | | Funding Rate | Periodic payment between longs/shorts (8h) | | Long/Short Ratio | Ratio of long to short positions | | Liquidations | Volume of liquidated positions |
Important: If you select a spot instrument but use futures indicators, those conditions will be skipped (always return true). Always use futures instruments when employing these indicators.
Leverage Configuration
| Setting | Range | |---------|-------| | Leverage | 1× to 125× |
Leverage amplifies both profits and losses:
- 10× leverage + 5% move = 50% account change
- 10× leverage + 10% adverse move = 100% loss (liquidation)
Commission Presets
| Preset | Maker | Taker | |--------|-------|-------| | Binance Futures | 0.02% | 0.04% | | Bybit Perpetual | 0.02% | 0.055% |
Futures commissions are typically lower than spot because exchanges earn from funding rates and liquidations.
Funding Rate in Backtests
Funding rate payments are applied during backtesting:
- Paid every 8 hours (00:00, 08:00, 16:00 UTC)
- Positive rate: longs pay shorts
- Negative rate: shorts pay longs
- Can significantly impact strategy performance, especially for long-duration trades
Risk Management for Futures
Futures trading requires careful risk management:
- Always use stop-loss — leverage makes losses accelerate
- Start with low leverage (2-5×) until strategy is proven
- Monitor max drawdown — a 20% drawdown at 10× is a 200% drawdown on underlying
- Account for funding — holding positions through multiple funding periods costs money
Tip: The most common beginner mistake with futures is using too much leverage. 5× leverage with a 3% SL risks only 15% per trade. 50× leverage with the same SL risks 150% — instant liquidation.
FAQ
Q: What leverage should I start with? A: 2-5× for beginners. Increase only after proving the strategy is profitable with low leverage.
Q: How do funding rates affect results? A: Funding can add or subtract from P&L. In trending markets, contrarian funding positions can be costly. Check the trade log for funding rate impact.
Q: Can I use spot indicators on futures? A: Yes. All standard indicators (RSI, MACD, SMA, etc.) work on futures data. Futures-specific indicators are an addition, not a replacement.