HHashWatch

Perp Arbitrage Calculator

When a perpetual future trades at a premium to spot, you can short the perp, long spot, and profit as the premium converges— plus any funding you net while holding. This estimates the P&L after fees.

Short the perp (trading above spot), long spot in equal size, and profit as the premium converges toward zero. Four fills total; funding is what you net while holding.

Convergence capture$25.00
Trading fees (4 fills)− $8.00

Net profit

$17.00

+0.34% on capital

Perps mean-revert to spot via funding, so the premium usually does close — but it can widen first (unrealized loss), and the short leg can be liquidated on a spike if under-margined. Real setup, uncertain timing.

Worked examples

$5,000 per leg, 0.04% fee per fill — from the calculator above:

Modest premium closes

0.5% → 0.0% · no funding

+$17

+0.34%

Half-a-percent premium converging clears four fills — modestly.

Wide premium + funding

1.0% → 0.1% · +0.1% funding

+$42

+0.84%

A fat premium plus positive funding is the ideal setup.

Thin premium

0.15% → 0.0% · no funding

−$0.50

−0.01%

Too small to beat fees — wait for a wider premium.

The honest caveats

Perpetuals are tethered to spot by the funding mechanism, so a premium usually doesrevert — that's the edge. But “usually” isn't “now”: the premium can widen first, showing an unrealized loss on the short leg, and a sharp spot rally can liquidate an under-margined short before convergence arrives. You also carry each exchange's solvency risk. It's a real, delta-neutral setup — but sizing and margin buffer are what keep it from blowing up.

Closely related is collecting funding continuously rather than betting on convergence — see the funding rate arbitrage calculator.

FAQ

What is perp (basis) arbitrage?

When a perpetual future trades above (or below) spot, you take offsetting positions — short the richer leg, long the cheaper — so you're delta-neutral, and you profit as the gap (basis/premium) converges.

Is it risk-free?

No. The premium can widen before it converges (unrealized loss), the short leg can be liquidated on a spike if under-margined, and you carry exchange risk. It removes directional risk, not all risk.

How is this different from funding-rate arbitrage?

Funding arb collects the recurring funding payment while staying delta-neutral. Convergence arb bets on the price gap between perp and spot closing. They often overlap — a rich perp both pays funding and tends to converge.

Estimates only, ignoring slippage, margin calls, and mid-trade drawdown. Crypto is volatile and not FDIC-insured. Not financial advice.