STEP 8 OF 16 🟥 TOOLS

Futures Arbitrage Profit Calculator Guide: Calculate Net Profit After All Fees

The exact formula to calculate real profit from futures arbitrage — including funding rate income, taker fees, and slippage. Know your net gain 2026before entering any trade.

📐 Futures Arbitrage Profit Formula

      Net Profit = Funding Income − Taker Fee (both legs) − Slippage

      = (Funding Rate × Capital × 3/day) − (0.04% + 0.055%) × Capital − Est. Slippage

Step 1 — Check Funding Rate

Go to Binance or Bybit → Futures market → Check funding rate. Target: 0.05%+ per 8 hours (3x/day = 0.15%/day). Below 0.03% is not worth the fee risk.

Step 2 — Calculate Funding Income

Formula: Capital × Funding Rate × 3 payments/day. Example: $10,000 × 0.05% × 3 = $15/day = $450/month gross income.

Step 3 — Subtract Entry Fees

You pay taker fee on both legs (spot buy + futures short). Binance+Bybit: ~0.095% total. On $10,000 = $9.50 one-time entry cost. Recovered in 2026~15 hours at 0.05% rate.

Step 4 — Account for Slippage

Use BTC/ETH for near-zero slippage. For altcoins, estimate 0.05–0.2% depending on liquidity. Avoid coins with daily volume under $50M for trades over $5,000.

📊 Real Example: ETHUSDT Funding Rate Arb

TRADE SETUP

Capital: $10,000
Funding Rate: 0.06%/8h
Duration: 7 days
Exchange: Binance + Bybit

P&L BREAKDOWN

+ $126.00 funding (21 payments)
− $9.50 entry fees
− $9.50 exit fees
= $107 net profit

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