Basis Trade Calculator

Calculate profits from futures basis trading. Analyze cash-and-carry arbitrage opportunities in crypto markets.

Trade Parameters

$
$
days
BTC

Costs & Fees

%
%
%
% per 8h

For perpetual futures exposure

Futures Basis (Contango)

+$1,000

2.00% | 24.33% APY

💰Net Profit
$475
📈Annualized Return
10.51%
💵Capital Required
$55,000
⚖️Risk/Reward
6.33x

Profit Breakdown

Gross Profit (Basis)+$1,000
Spot Trading Fee-$50
Futures Trading Fee-$25
Net Profit$475

Capital Allocation

Spot Position$50,000
Futures Margin$5,000
Notional Value$50,000
Total Capital$55,000

Basis Scenarios

Basis %AnnualizedNet Profit
0.5%6.1%$175
1%12.2%$425
2%24.3%$925
3%36.5%$1,425
5%60.8%$2,425

Break-even: Minimum basis of 0.150% ($75) required to cover all costs.