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Backtesting Perpetual Futures Strategies with Funding Costs Included
Most perp backtests quietly skip funding, which can run past 50 percent annualized on crowded longs. Here is how to source, timestamp, and net it against returns.
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Most perp backtests quietly skip funding, which can run past 50 percent annualized on crowded longs. Here is how to source, timestamp, and net it against returns.