TradingCalc12 CALCULATORS · 4 CRYPTO SPOT · 7 TIME VALUE · 8 WORKFLOWS · 4 MARKET STRUCTURE · 13 OPTIONS · 13 FOREX · 6 ON-CHAIN · 6 PREDICTION MARKETS · 14 RISK/STATS · 17 EXCHANGES
Deterministic trading tools futures, options, forex & more
Every formula is verified and normalized across 17 exchanges. Not estimates: exact numbers, every time.
Calculators
12 DETERMINISTIC PRIMITIVES: SINGLE-PURPOSE, COMPOSABLE
TRADE PLANNING
pnlNet PnL, ROE, fees for a futures trade
Best paired with:
breakeven, target_exit, scenariobreakevenBreak-even price accounting for fees
Best paired with:
pnl, target_exittarget_exitExit price to hit a target PnL or ROE
Best paired with:
pnl, breakeven, scenarioposition_sizerPosition size from balance and max risk %
Best paired with:
liquidation, max_leverageaverage_entryAverage entry price after DCA
Best paired with:
liquidation, scenarioscenarioMulti-scenario P&L table across price targets
Best paired with:
pnl, target_exitRISK & MARGIN
liquidationLiquidation price for long/short, isolated margin
Best paired with:
position_sizer, max_leverage, hedge_ratiomax_leverageMax safe leverage given account size and volatility
Best paired with:
liquidation, position_sizerhedge_ratioShort perp size to hedge a spot position including funding
Best paired with:
liquidationFUNDING & CARRY
funding_costCumulative funding cost over a holding period
Best paired with:
compound_funding, funding_arbfunding_arbAnnualized funding arb yield between two exchanges
Best paired with:
funding_cost, compound_fundingcompound_fundingCapital growth from reinvested funding income, with withdrawn income and APY
Best paired with:
funding_costBY EXCHANGE
The same calculators, pre-filled with each exchange's real maker/taker fees and max leverage.
Binance
Bybit
OKX
Hyperliquid
Aster
KuCoin
MEXC
Gate.io
Deribit
Kraken
HTX
WOO X
Phemex
Blofin
Backpack
dYdX
Workflows
COMPOSITE TOOLS THAT ORCHESTRATE MULTIPLE CALCULATORS IN ONE CALL
pre_trade_checkPre-Trade CheckINTEGRATED
Full pre-trade analysis: position size, liquidation, breakeven, funding cost, safety classification.
Orchestrates:
position_sizer, breakeven, liquidation, funding_costrisk_rewardRisk / RewardADVANCED
R:R ratio, position size from stop+risk%, liquidation distance, breakeven, P&L at stop and target, verdict.
Orchestrates:
position_sizer, liquidation, breakeven, pnlportfolio_riskPortfolio RiskADVANCED
Aggregate P&L, margin usage, and liquidation distance across every open position, linear positions summed in USD, inverse positions grouped by settlement coin.
Orchestrates:
liquidation, pnlcarry_tradeCarry Trade SetupADVANCED
Delta-neutral carry yield, annualized ROI, breakeven days, net profit after transfer costs, verdict.
Orchestrates:
funding_arb, compound_fundingdca_entryDCA EntrySTANDARD
DCA across N price levels → average entry, total size, breakeven, per-level contribution weight.
Orchestrates:
average_entry, breakevenaverage_downShould I Average Down?STANDARD
New average entry, liquidation, breakeven, and total risk before/after adding to a losing position, benchmarked against buying the same size fresh at today's price.
Orchestrates:
average_entry, liquidation, breakeven, pnlscale_outScale-Out PlannerSTANDARD
Partial exits at multiple levels → P&L per exit, cumulative P&L, weighted avg exit price, overall ROI.
Orchestrates:
pnlfunding_breakevenFunding BreakevenSTANDARD
Price move needed to cover funding cost + fees over a holding period.
Orchestrates:
funding_cost, breakevenOn-chain
CHAIN-AGNOSTIC, THIRD-PARTY-SOURCED, NOT SCOPED TO A CEX
token_risk_checkRug Pull CheckerSTANDARD
Solana token safety spot-check: mint/freeze authority, LP lock, mutable metadata, named scam-pattern flags, sourced and timestamped. Holder concentration shown separately as market context.
swap_price_impactSwap Price ImpactSTANDARD
Live price-impact quote for a Solana swap, routed through Jupiter across every pool it knows about, not a single-pool estimate.
bonding_curveBonding CurveSTANDARD
Pump.fun-style bonding curve calculator: exact tokens received, price impact, graduation progress. Pure constant-product math from pump.fun's official reserve constants, no live lookup needed.
market_cap_comparisonMarket Cap CalculatorSTANDARD
Live market-cap ratio between two tokens (Solana or 5 EVM chains, mix and match), projected onto an investment. Narrative-agnostic, works for any token pair.
wallet_flag_checkWallet CheckerSTANDARD
Checks a wallet (Solana or 5 EVM chains) against independent flag databases (GoPlus, Webacy, ScamSniffer on EVM): sanctions, phishing, mixers, exchange labels, shown separately, not merged into one score.
impermanent_lossImpermanent Loss CalculatorSTANDARD
Impermanent loss for a liquidity-pool position, full-range or Uniswap-V3-style concentrated: LP value vs. simply holding, at a manual price or live-fetched from the pool's two live token prices.
Prediction Markets
LIVE PRICES FROM 5 VENUES · KALSHI, POLYMARKET, ADI PREDICTSTREET, LIMITLESS, MYRIAD
odds_probability_converterProbability CalculatorSTANDARD
Converts a probability (manual, or pulled live from Kalshi, Polymarket, ADI Predictstreet, Limitless, or Myriad) into decimal/American odds and the breakeven win rate, plus the vig when a live market gives both sides of the price.
market_implied_oddsMarket-Implied OddsSTANDARD
Reads Kalshi's live BTC/ETH year-end price ladder and reports what the market itself implies: median and mode price bucket, and probability at/above any real bucket boundary. No invented interpolation.
prediction_market_edgeKelly CalculatorSTANDARD
Compares your own probability estimate against a Kalshi, Limitless, or Myriad market's price (manual or live) and sizes a bet with fractional Kelly: edge, expected value per dollar, and a capped recommended stake.
window_fair_valueUp/Down Fair ValueSTANDARD
Theoretical fair value for a time-windowed crypto up/down contract (ADI Predictstreet, Kalshi-style dailies) via the digital-option formula: for venues/windows with no live market price yet.
spread_readerSpread CheckerSTANDARD
Reads the same real-world bet's live price from 2-5 venues at once (Kalshi, Polymarket, ADI Predictstreet, Limitless, Myriad) and reports the spread between the cheapest and most expensive. Never auto-matches events across venues; you supply each venue's own identifier.
cross_venue_arbitrageArbitrage CheckerSTANDARD
Checks 2-5 venue quotes (or manual probabilities) for the same bet for a guaranteed, direction-independent profit: buy Yes at the cheapest venue, No at the priciest, reports the guaranteed profit for a given stake and whether trading fees erase it.
Options
DERIBIT AND BINANCE, DETERMINISTIC PAYOFF & PRICING MATH
black_scholes_greeksBlack-Scholes CalculatorSTANDARD
Theoretical option price and Greeks (delta, gamma, theta, vega, rho) from Black-Scholes: manual inputs, or pulled live from a real Deribit (BTC/ETH, coin-settled) Binance (BTC, ETH, gold, silver, USDT-settled) or Bybit (BTC, ETH, USDT-settled) option to check whether its quoted mark price is consistent with its own implied volatility.
options_payoff_breakevenOptions Payoff CalculatorSTANDARD
Payoff, P&L, and breakeven price for a single-leg Deribit (coin-settled) or Binance (USDT-settled) option (long/short call/put) at any scenario price: pure settlement algebra matching how each venue actually settles.
straddle_strangleStraddle & Strangle CalculatorSTANDARD
Combined payoff, both breakeven prices, and max loss/profit for a long or short Deribit (coin-settled) or Binance (USDT-settled) straddle or strangle: same convention as the single-leg payoff calculator, summed across both legs.
covered_call_protective_putCovered Call & Protective Put CalculatorSTANDARD
Annualized yield (covered call) or insurance cost (protective put) plus position value at any scenario price, for coin held against a Deribit (coin-settled) or Binance (USDT-settled) option leg; on Deribit it accounts for the coin-denominated premium's effect on the cap/floor.
implied_volatilityImplied Volatility CalculatorSTANDARD
Solves for the volatility Black-Scholes needs to reproduce an observed option price: Newton-Raphson with a bisection fallback, and a no-arbitrage bounds check that refuses to solve an impossible price rather than return a garbage number.
spread_payoffSpread & Iron Condor CalculatorSTANDARD
Payoff, breakeven(s), and max profit/loss for a vertical spread (2 legs) or iron condor/butterfly (4 legs): on Deribit (coin-settled) max profit/loss and breakevens are genuinely not the flat textbook values; Binance (USDT-settled) uses the flat textbook payoff.
barrier_touchBarrier Touch CalculatorSTANDARD
Probability that price touches a target or stop level at any time within N days (geometric Brownian motion, reflection principle with drift), next to the probability of finishing beyond it: a touch is roughly twice as likely as a finish (exactly twice at zero log-drift), so pricing one with the other is off by about a factor of two. Continuous monitoring, 365-day year, constant volatility.
american_optionAmerican Option CalculatorSTANDARD
American put or call price on a Cox-Ross-Rubinstein binomial tree (50 to 2000 steps) with a continuous dividend yield: delta, gamma, theta per day, an exercise-now flag, the European Black-Scholes price beside it and the tree error at the chosen step count. For stock and ETF style options that can be exercised early.
option_greeksOption Greeks CalculatorSTANDARD
First and second order Greeks of a European option with a dividend yield: delta, gamma, vega, theta, rho, vanna, vomma, charm, veta, speed, zomma and color, each with a one-line explanation. Checked against QuantLib and 100-digit differentiation on 1000 random options.
options_positionOptions Profit CalculatorSTANDARD
Profit and loss at expiry for a stock, ETF or index option position of 1 to 4 legs, in dollars with the 100-share contract multiplier: breakeven prices, max profit and max loss (or unlimited), net debit or credit, with presets for spreads, iron condor, iron butterfly, straddle, strangle and covered call. Prices are the ones you type; nothing is fetched.
strategy_pickerOptions Strategy PickerSTANDARD
Ranks option strategies (spreads, straddle, strangle, butterfly, iron condor, covered call, protective put and more) for your price forecast and your view on volatility: expected profit, probability of profit, max loss and breakevens for the best strikes of each, priced with Black-Scholes at one implied volatility. Nothing is fetched.
max_painMax Pain CalculatorSTANDARD
The strike where holders of all calls and puts of one expiry would be paid the least, from the live open interest of Deribit (BTC, ETH, coin-settled), Binance (BTC, ETH, gold, silver) or Bybit (BTC, ETH), or from open interest you type: the payout at every strike, the put/call open-interest ratio and the distance from the price today. A descriptive statistic of open positions, not a forecast.
cash_secured_putCash-Secured Put CalculatorSTANDARD
Premium income, cash held, return for the period and per year, the effective buy price if the shares are assigned, the breakeven and the loss below it for a put sold against cash on a stock or ETF, in dollars with 100-share contracts. Optional comparison with buying the shares now. Prices are the ones you type; nothing is fetched.
Forex
PIP/LOT MATH, QUOTE-CURRENCY DENOMINATED, NO LIVE FX RATE NEEDED YET
forex_pip_valuePip Value CalculatorSTANDARD
Value of 1 pip for a given pair and position size, in that pair's own quote currency: universal pip-size convention (0.0001, or 0.01 for JPY pairs), no live data needed.
forex_margin_levelMargin Level CalculatorSTANDARD
Free margin and margin level % from account equity and used margin: the same stop-out proximity metric every forex platform shows, computed directly.
forex_breakevenBreakeven CalculatorSTANDARD
Breakeven price accounting for spread and round-trip commission, in pips and in price: commission-in-pips is position-size invariant by construction, not just asserted.
forex_pnlPnL CalculatorSTANDARD
Profit or loss for a closed or hypothetical forex trade, in pips and in the pair's own quote currency, long or short.
forex_risk_rewardRisk/Reward CalculatorSTANDARD
Risk and reward distance in pips from entry/stop/target, and the resulting ratio: a raw number, not a verdict.
forex_scenarioScenario CalculatorSTANDARD
PnL across a range of hypothetical price moves (in pips), long or short, for a single position size.
forex_average_entryAverage Entry CalculatorSTANDARD
Size-weighted average entry price across multiple fills: plain arithmetic mean, since forex has no coin-margined analog requiring a harmonic mean.
forex_margin_requiredMargin Required CalculatorSTANDARD
Notional and margin required for a position, in the pair's own quote currency or converted to your account currency via a live FX rate.
forex_currency_converterCurrency ConverterSTANDARD
Converts an amount between currencies using a live FX rate: TrueFX for its 10 major pairs, frankfurter.app daily rate as the fallback.
forex_position_sizePosition Size CalculatorSTANDARD
Position size in lots from a risk amount and stop distance, sized in your account currency via a live FX rate.
forex_swap_costSwap / Rollover CalculatorSTANDARD
Total swap/rollover cost for holding a position overnight, from your broker's own swap rate, optionally converted to your account currency.
forex_correlationCorrelation CalculatorSTANDARD
Correlation coefficient and minimum-variance hedge ratio between two currency pairs, from live historical daily rates.
fibonacci_levelsFibonacci Retracement CalculatorSTANDARD
Fibonacci retracement and extension prices from a swing high and low, up or down, for any asset: the levels as prices to mark on a chart, a charting convention and not a forecast.
Market Structure
MARKET PROFILE / AUCTION THEORY, BINANCE & BYBIT
open_analysisOpen AnalysisSTANDARD
Where and how price opened versus the prior session's value area: open location, open type (OD/OTD/ORR/OAIR), and what that implies for the session.
session_structureSession StructureADVANCED
Classifies the current session's day type (trend, balance, normal, normal variation, or neutral-trend) from initial balance, range extension, and value migration.
value_migrationValue MigrationADVANCED
Compares today's value area against the prior session's: migrating higher, migrating lower, or overlapping (balance), with a migration percentage.
breakout_acceptanceBreakout AcceptanceADVANCED
Did price accept (hold) beyond the prior session's value area, or reject back inside (a fakeout)? Optional estimated buy/sell delta for confirmation.
Risk/Stats
VAR/CVAR, SHARPE+LO CORRECTION, HURST, COINTEGRATION, TEARSHEET
var_cvarVaR / CVaR CalculatorSTANDARD
Parametric Value at Risk and Conditional VaR (Expected Shortfall) from a return series or a direct mean/stdev, at any confidence level, plus a skew/kurtosis-aware Modified (Cornish-Fisher) VaR.
sharpe_statsSharpe Ratio CalculatorADVANCED
Sharpe ratio with the Lo (2002) serial-correlation-aware annualization correction (not just the naive sqrt(q) scaling), plus the Probabilistic Sharpe Ratio (Bailey & Lopez de Prado).
hurst_exponentHurst Exponent CalculatorADVANCED
Rescaled-range (R/S) Hurst exponent: is a return series trending/persistent (H>0.5), mean-reverting (H<0.5), or consistent with a random walk (H~0.5)?
cointegrationCointegration TestADVANCED
Engle-Granger two-step cointegration test for a pair of price series: the standard pairs-trading signal, with the hedge ratio from the cointegrating regression.
tearsheetPortfolio TearsheetADVANCED
Core risk/return tearsheet from a return series: annualized return/volatility, Sharpe (plain/Lo/Adjusted), Sortino, drawdown-ratio cluster (Ulcer/Martin, Pain, Burke, Omega-Sharpe, Upside Potential Ratio), skew/kurtosis, PSR, win rate.
garchGARCH Volatility CalculatorADVANCED
GARCH(1,1) volatility model fit by maximum likelihood on a return series: estimates omega/alpha/beta persistence and forecasts next-period volatility.
risk_parityRisk Parity CalculatorADVANCED
Risk-parity (equal or custom risk contribution) portfolio weights for N assets, from a covariance matrix or raw return series.
dsrDeflated Sharpe Ratio CalculatorADVANCED
Deflated Sharpe Ratio (Bailey & Lopez de Prado): the Sharpe threshold the best of N tried strategy variants would clear by luck alone, corrected for correlated trials.
kelly_frontierKelly Growth-Security FrontierADVANCED
MacLean-Ziemba-Blazenko fractional-Kelly frontier: probability a strategy compounding at a fraction of full Kelly ever loses a given fraction of its starting capital, or the fraction that keeps that risk under a target.
unsmoothingReturn Unsmoothing CalculatorADVANCED
Getmansky-Lo-Makarov MA(2) smoothing index and Blundell-Ward AR(1) volatility inflation: how much is appraisal/stale-marking smoothing understating the true volatility of an illiquid asset's return series?
evt_tail_riskEVT Tail Risk CalculatorADVANCED
Peaks-Over-Threshold Extreme Value Theory: fits a Generalized Pareto Distribution to the loss tail and extrapolates VaR/Expected Shortfall beyond it, without assuming a normal distribution.
monte_carloMonte Carlo Simulation CalculatorSTANDARD
Geometric Brownian motion over thousands of paths with a contribution or withdrawal every period: percentiles of the final value, probability of ending below what you put in, probability of running out, and a fan of bands over time.
event_studyEvent Study CalculatorADVANCED
Is the return after your events different from the return after random dates? Effect against a placebo sample, Welch t-test, permutation p-value, cluster-robust p by ticker, and how much of the effect one event carries.
orderbook_impactOrder-Book Impact CalculatorADVANCED
Walk a supplied order book for a target notional (VWAP and price impact in bps) or solve for the max notional that stays inside an impact budget, via bisection.
Crypto Spot
COINS BOUGHT AND SOLD OUTRIGHT: NO LEVERAGE, NO FUNDING
crypto_profitCrypto ProfitSTANDARD
Profit or loss on a spot crypto buy and sell after both fees: coins bought, total cost, proceeds, ROI, the break-even sell price and, for a hold of 30 days or more, the annualized return.
spot_dcaCrypto DCASTANDARD
Dollar-cost averaging into a spot coin: the same cash at each of a list of prices gives the average price paid, coins held, cost per coin with fees, the break-even sell price and, with a current price, the profit and ROI.
average_buy_priceAverage Buy PriceSTANDARD
The real entry price of a spot coin after several buys and sells, each with its own fee: average buy price of what you hold, cost basis, realized profit and the break-even sell price.
target_sell_priceTarget Sell PriceSTANDARD
The price to sell a spot coin at for a target return or a target profit after both fees: the inverse of Crypto Profit, with the break-even price next to it.
Time Value of Money
WHAT MONEY IS WORTH TODAY AND LATER: PV, FV, NPV, IRR, CAGR, APY/APR, BONDS
present_valuePresent ValueSTANDARD
What a future sum, a stream of level payments or both are worth today at a given annual rate: present value, the share from each part, the discount factor and the effective annual rate.
future_valueFuture ValueSTANDARD
What a sum today, regular deposits or both grow to at a given annual rate: future value, interest earned, total contributions and the effective annual rate.
npvNPVSTANDARD
Net present value of a list of cash flows at a discount rate, with the time-0 flow undiscounted: NPV, each flow discounted, the present value of inflows and outflows.
irrIRRSTANDARD
The internal rate of return of a list of cash flows: the rate that makes the net present value zero. Reports every rate found and says so when the flows have more than one answer.
cagrCAGRSTANDARD
The constant yearly growth rate between a starting and an ending value over a number of years: CAGR, total return and growth multiple.
apy_aprAPY / APRSTANDARD
Convert an APR to an APY or back with the compounding you choose (daily, weekly, monthly, quarterly, continuous): the converted rate and the same APY as an APR at each frequency.
bond_priceBond PriceSTANDARD
Price of a fixed-rate bond at a yield to maturity, with Macaulay and modified duration, convexity and DV01: how much the price moves for one basis point.
Need these in a bot or agent?
All 100 tools are available via MCP and GPT Actions. No signup required to start.