Methodology

1. Who writes these calculations

The site is built and maintained by the operator of futures-calculator.com. It is an independent tool: it is not affiliated with, endorsed by or paid by any exchange, and it carries no referral links to the venues it documents.

Every formula published here is derived from the exchange's own documentation or from standard, citable trading and probability mathematics. Where a venue publishes a formula, that form is used and cited rather than a simplified version of it. Where the arithmetic is generic — position sizing, R-multiples, drawdown recovery, the Kelly criterion, risk of ruin — the derivation is stated on the tool's own page so it can be checked rather than trusted.

2. How a calculation gets onto the site

Each calculator is a pure function in the project's shared layer, separate from the interface that renders it. The interface parses what you type, calls that one function and displays the result; it never computes anything of its own.

Each function is covered by tests that assert the properties the result must satisfy, not just sample outputs — that closing at the target price returns exactly the requested profit, that a tier ladder stays continuous across its boundaries, that a position sized from a risk budget loses exactly that budget at its stop. A formula change that breaks one of those properties fails the build before it can reach the site.

3. Where the exchange numbers come from

Margin tier ladders, leverage caps and funding parameters for Binance, Bybit, OKX, Gate.io, Hyperliquid are fetched from each venue's own public API by a script in the repository, not typed in by hand. The script validates every ladder for internal consistency before writing it, and the job runs weekly, so a venue that revises its brackets is picked up rather than silently going stale.

The current tables were checked on 2026-08-07. That date is printed on every page that uses them, next to a link to the venue documentation the numbers came from.

Fee schedules are the exception: only Gate publishes perpetual maker and taker rates without an authenticated session, so the other venues' rates are maintained by hand against the fee pages linked on each page. They are standard-tier rates — your own tier depends on volume and holdings.

One venue's ladder is computed rather than read. Hyperliquid publishes a leverage cap per tier and two rules — maintenance margin is half the initial margin at that cap, and a deduction keeps the total requirement continuous as a position grows — so the script applies those rules to the published caps. The result passes the same consistency checks as every other table.

4. What the tables are, and are not

They are dated snapshots, not a live feed. Nothing on this site reads a current price, a current funding rate or your account. Exchanges revise tier tables and fee schedules without notice, and a page can therefore be accurate on the date shown and out of date the following week.

The tables also belong to one symbol per venue — the deepest book on each, which is the pair these ladders are usually quoted for. Other symbols have their own ladders, usually with a higher base rate and a lower leverage cap. That is why the maintenance margin rate and the fee rates are editable fields: a trader on another pair overrides the preset instead of being stuck with it.

5. Assumptions behind every liquidation result

Liquidation prices are computed for isolated margin in one-way mode, where the position's own margin is all that stands behind it. In cross margin and in unified accounts the whole account backs every position, unrealised profit elsewhere props up the position, and a loss on another instrument can close it — there the figure here is a floor on your risk rather than an answer.

Venues liquidate against a mark price derived from an index, not against the last trade on their own book, so a brief wick past your calculated level does not necessarily close the position. The liquidation price is also where control is taken away from you, not the price you are filled at: the actual exit is whatever the liquidation engine achieves, and the difference is absorbed by the insurance fund or by auto-deleveraging.

Whether the closing fee counts towards the maintenance requirement differs by venue and is modelled per venue, because it moves the liquidation price. Funding is priced from the rate you enter and the venue's own settlement interval and cap; the annualised figure ignores compounding.

6. What this site does not do

It does not give investment advice or recommend positions, sizes, venues or instruments. It does not connect to an exchange account, ask for API keys, or place orders. It does not show live prices or live funding rates. Calculator inputs are processed in your browser.

Results are informational. Before sizing a live position, confirm the numbers against your own account's margin details on the venue itself — your fee tier, your margin mode and your symbol's ladder are what the exchange will actually apply.

7. Corrections

If a formula, a rate or a tier table here disagrees with a venue's documentation, that is a bug worth reporting. Send the page, the numbers you entered and what the exchange shows to futures-calculator@krokodilushka.dev, and the correction is published with a new checked-on date.