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Futures contracts

Inverse Futures Coin and USD P&L Calculator

Compute inverse-futures profit and loss in the settlement coin, then convert that result at the selected exit price. The model distinguishes a contract’s USD face amount from the coin balance in which it settles. This distinction matters because multiplying an ordinary percentage move by posted collateral does not generally reproduce an inverse contract’s cash P&L.

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Model and input conventions

Enter the signed total USD face after multiplying contract count by the contract’s USD size. Positive face means long and negative face means short. Gross coin P&L equals that signed face multiplied by one over entry price minus one over exit price. Deduct costs already expressed in the settlement coin, then multiply net coin P&L by the exit coin price to obtain its scenario USD equivalent.

Worked numerical example

A long position with 10,000 USD face, entry at 50,000 and exit at 60,000 earns approximately 0.03333333 coin before fees. Deducting 0.0001 coin leaves approximately 0.03323333. At the entered exit price, that is 1,994 USD. With the same prices and negative 10,000 face, gross coin P&L reverses sign; a fee remains a deduction rather than reversing with the position.

Read the scenario table

Rows compare several exit prices while keeping USD face, entry price and coin fees unchanged. The coin and dollar columns reveal that they use different denominators and should not be compared as if they were the same return series. No leverage or collateral return is inferred. To evaluate complete account equity, add collateral valuation and every other cash flow separately in a consistent currency.

Where the model stops

The settlement coin must be the underlying whose USD price is entered; a contract settled in a different coin may be quanto instead. The result excludes revaluation of collateral, accrued perpetual funding, liquidation, insurance mechanisms and conversion spreads. Entry and exit prices must both be positive. An exchange mark-price estimate can differ from the execution price needed to close the full position.

Primary documentation

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