Why futures funding belongs in every crypto backtest
A futures strategy can look viable before funding and fail after recurring holding costs are included.
Reviewed: 17.07.2026Run a free backtestFunding compounds with holding time
Strategies that keep positions open across multiple funding intervals need those cash flows represented in the result.
Compare funding with trade PNL
The report should separate trading outcome, fees and funding so you can see which component actually drives net return.
Stress the assumption
Historical funding is not a promise about future rates. Review sensitivity and drawdown before testing the strategy on an exchange.
Minimum research record
Keep these inputs with every result so the test can be reproduced and compared without relying on memory.
- Exchange, market type, symbols, timeframe, and exact date range.
- Starting balance, position sizing, leverage, and risk limits.
- Entry, exit, stop-loss, take-profit, and filter configuration.
- Fee, funding, and execution assumptions used by the simulation.
- Net result, drawdown, trade count, losing periods, and known anomalies.
What this evidence cannot prove
A backtest cannot guarantee future returns or fully reproduce liquidity, order-book depth, latency, slippage, rejected orders, exchange downtime, or future funding rates. Use the result to reject weak assumptions and design the next controlled test—not as permission to take unlimited risk.