TradingCalc MCP — Crypto Futures Math

Calculate net PnL, ROE, fees and gross profit/loss for a futures trade. Use when user asks "what's my profit/loss on this trade?" Returns: grossPnl, fees, netPnl, netPnlUsdt, roe (%).

Calculate the liquidation price for an isolated-margin futures position. Use when user asks "where will I get liquidated?" or "how close is my liq price?". Returns: liquidationPrice, distancePct (how far from entry).

Calculate the break-even exit price that covers all trading fees. Use when user asks "what price do I need to just break even?" Returns: breakevenPrice, totalFees.

Calculate the correct position size given a maximum risk in USDT and a stop-loss price. Use when user asks "how many coins should I buy?" or "size my position so I risk exactly $X". Returns: positionSize (base), positionUsdt, marginRequired.

Calculate the total funding cost (or income) for holding a perpetual futures position. Use when user asks "how much funding will I pay holding X days?" or "is funding eating my profit?". Returns: totalFundingUsdt (negative = you pay, positive = you receive), perIntervalUsdt.

Calculate the weighted average entry price from multiple buy/sell fills (DCA). Use when user has filled at multiple prices and asks "what's my average entry?" Returns: averagePrice, totalSize, totalCost.

Calculate the exact exit price needed to hit a target PnL or ROE percentage. Use when user asks "at what price do I take profit to make $500?" or "where should I set TP for 20% ROE?". Returns: targetExitPrice.

Run a scenario analysis: compute PnL for multiple price-change percentages at once. Use when user asks "show me my P&L if BTC moves -10%, -5%, +5%, +10%". Returns: array of { deltaPct, exitPrice, netPnl, roe }.

Calculate the maximum safe leverage based on account size, max acceptable drawdown, and asset daily volatility. Use when user asks "what's the max leverage I should use on BTC?" or "how much leverage is safe given 3% daily volatility?". Returns: maxLeverage, marginAtRisk.

Calculate the short perpetual futures position size needed to hedge a spot holding. Use when user asks "how much should I short to hedge my BTC?" or "what margin do I need for a 100% hedge?". Returns: hedgeNotional, requiredMargin, estimatedFundingCost.

Calculate funding rate arbitrage profit: annualized yield, net profit, and breakeven days for a long/short basis trade across two exchanges. Use when user asks "is this funding arb worth it?" or "how many days to break even on transfer fees?". Returns: netProfitUsdt, annualizedYieldPct, breakevenDay

Project capital growth from reinvesting perpetual futures funding income (compounding carry). Use when user asks "how much will I make compounding 0.01% funding for 90 days?" or "what's my APY on this carry position?". Returns: finalCapital, totalEarned, apy, growthTable.

Full pre-trade decision card: orchestrates position sizing, breakeven, liquidation, and funding cost in one call. Use when user describes a full trade setup and asks "should I take this trade?" or "run the numbers on this setup". Provide exchange+symbol to fetch live funding rate automatically. Retu

Full risk:reward analysis — the single best tool when user describes a trade with entry, stop, and target. Calculates R:R ratio, position size, liquidation price, breakeven, and P&L at both stop and target. Returns a verdict: strong (3:1+) / good (2:1+) / marginal / poor. Use when user asks "is this

DCA entry planner: weighted average entry price, breakeven, and per-level contribution from multiple fill prices and sizes. Use when user bought at several prices and asks "what's my average entry?" or "where is my DCA breakeven?". Returns: averageEntry, breakeven, per-level summary.

Scale-out planner: P&L, ROI, and cumulative P&L for each partial exit level. Use when user wants to take profit at multiple targets — "close 30% at $90k, 30% at $95k, 40% at $100k — what's my total P&L?". Returns: per-level pnl, weightedAvgExitPrice, totalRoi.

Delta-neutral carry trade (funding arbitrage) analysis. Use when user asks "is this carry trade worth it?" — long on exchange A, short on exchange B, collect the funding rate spread. Returns: netYieldPct, grossProfit, netProfit, breakevenDays, verdict (profitable/marginal/loss).

Price move needed to cover funding cost + fees over a holding period. Use when user asks "how much does BTC need to move for me to profit after funding?" or "is funding killing my edge on this trade?". Returns: breakevenWithFunding, breakevenWithoutFunding, requiredMovePct.

Market Profile open analysis — where and how price opened vs the prior session value area. Returns open location, open type (OD/OTD/ORR/OAIR), key levels (VAH/VAL/VPOC/IB), and bullish/bearish/neutral scenario framing. Use for "how did BTC open today?" / "what does the open imply for the session?".

Market Profile day-type classifier — trend / balance / neutral_trend / normal / normal_var, from TPO, initial balance, range extension and value migration. Use for "is this a trend day or a balance day?".

Market Profile value-area migration across sessions — is value migrating up, down, or overlapping (directional conviction vs balance)? Use for "is value moving higher day over day?".

Market Profile breakout acceptance — did price accept (hold) beyond the value area / range, or reject back inside (fakeout)? Optional buy/sell delta. Use for "did the break above VAH get accepted?".

Run the full regression suite — 22 canonical test vectors across all 12 calculators — and return a pass/fail report with counts and timestamp. Call this before using results in production workflows to confirm the computation layer is operating correctly.