FuturesAI Payback: Break-Even Win Rate After Fees
Short answer: A futures strategy with a 1% stop, a 1% target and 0.055% taker fees on both sides needs a 55.5% win rate just to break even. That is 5.5 points above a coin flip. Tighter stops make it worse; wider targets and lower effective fees make it better. Run the numbers before you chase a signal.
Nobody posts their break-even win rate, and it is the number that decides whether a strategy can ever work.
Below is the formula, five exchanges worked out with fee figures read off FuturesAI’s payback page on October 23, 2026, and what slippage does to the result.
Educational content, not investment advice. Leveraged futures can lose your entire margin. FuturesAI makes no profit promises, and no win rate shown here is a prediction. All trades below are hypothetical arithmetic.
See the current payback rates on FuturesAI
What This Works Out
- How do you calculate a break-even win rate with fees?
- How much does the exchange change the number?
- Why do tight stops raise the bar so much?
- What does slippage add on top of fees?
- Can a bigger reward-to-risk ratio fix it?
- The Spreadsheet Row Worth Keeping
How do you calculate a break-even win rate with fees?
A futures strategy’s break-even win rate equals (stop distance + round-trip cost) divided by (stop distance + target distance), with every figure as a percent of position size.
The logic is short. A winner earns the target minus the cost. A loser costs the stop plus the cost. Set expected profit to zero and solve for the win rate.
Example: stop 1%, target 1%, and taker fees of 0.055% on entry and exit. Round-trip cost is 0.110%. Break-even is (1 + 0.11) / (1 + 1) = 55.5%. Fees alone take 5.5 points off your edge before the market says anything.
Leverage does not change this. A 10x position pays the same percentage fee on a bigger notional, so on posted margin the fee is 1.1% per round trip. The break-even win rate stays put.
How much does the exchange change the number?
On a 1% stop and 1% target, a taker-in, taker-out futures trade needs a break-even win rate between 51.5% (Bitget or Gate effective fee) and 56.0% (Bitget listed fee), based on rates published on futuresai.io/payback on October 23, 2026.
When I checked the payback page, I found that it lists both the exchange’s published fee and an effective fee after the fee discount and payback are applied. The table runs the same hypothetical trade through both columns.
| Exchange (taker, both sides) | Listed taker fee | Effective taker fee (page) | Break-even win rate, listed fees | Break-even win rate, effective fees |
|---|---|---|---|---|
| Bybit | 0.055% | 0.044% | 55.5% | 54.4% |
| OKX | 0.050% | 0.040% | 55.0% | 54.0% |
| Bitget | 0.060% | 0.015% | 56.0% | 51.5% |
| Gate | 0.050% | 0.015% | 55.0% | 51.5% |
| Binance | 0.050% | 0.045% | 55.0% | 54.5% |
The effective column assumes payback arrives in full on every fill, which depends on your account being linked and, on some exchanges such as Bitget, UID verification before payout, per the same page. If it does not arrive, use the listed column.
The spread between the best and worst figure is 4.5 points. That is bigger than most people assume a fee decision could be.
Why do tight stops raise the bar so much?
A futures trade with a 0.25% stop and a 1:1 target needs a 72.0% win rate at a 0.110% round-trip cost, because fees take a much larger share of each small win and each small loss.
Fees are a fixed percentage of notional, so the smaller the move you are trading for, the heavier they sit on it. Here is the same cost at four stop distances.
| Stop distance (1:1 target) | Listed taker, both sides (0.110%) | Bybit effective (0.088%) | Gate effective (0.030%) |
|---|---|---|---|
| 2% | 52.8% | 52.2% | 50.7% |
| 1% | 55.5% | 54.4% | 51.5% |
| 0.5% | 61.0% | 58.8% | 53.0% |
| 0.25% | 72.0% | 67.6% | 56.0% |
This part trips a lot of people up. Scalping with very tight stops feels safer because each loss is small, yet the break-even win rate climbs fast. Nothing in a signal score changes that arithmetic.
What does slippage add on top of fees?
Each 0.05% of slippage per side adds 0.10% to the round-trip cost of a futures trade, and on a 0.5% stop that moves the break-even win rate by 10 percentage points.
Slippage is the gap between the price you expected and the price you got. It is not in any fee schedule. I noticed that most break-even write-ups skip it entirely, so here it is, stacked on the Bybit effective fee.
| Slippage assumed | Round-trip cost (Bybit effective + slippage) | Break-even, 1% stop | Break-even, 0.5% stop |
|---|---|---|---|
| 0.00% per side | 0.088% | 54.4% | 58.8% |
| 0.02% per side | 0.128% | 56.4% | 62.8% |
| 0.05% per side | 0.188% | 59.4% | 68.8% |
| 0.10% per side | 0.288% | 64.4% | 78.8% |
Honestly, 0.10% slippage per side is a thin-market number, not a major-pair number. The point is to pick your own and see where you land. If your fills on a liquid pair are cleaner than that, good.
Can a bigger reward-to-risk ratio fix it?
Raising the target to 2x the stop lowers the break-even win rate on a 1% stop from 54.4% to 36.3% at a 0.088% round-trip cost, but a wider target gets hit less often.
| Risk : reward (1% stop) | Break-even with 0.088% round-trip cost | Break-even with zero cost |
|---|---|---|
| 1 : 1 | 54.4% | 50.0% |
| 1 : 1.5 | 43.5% | 40.0% |
| 1 : 2 | 36.3% | 33.3% |
| 1 : 3 | 27.2% | 25.0% |
The trade-off is real. A 1:2 target that is reached 40% of the time works; one that is reached 30% of the time loses, fees or no fees. The break-even table tells you the bar. It does not tell you whether your setup clears it.
The Spreadsheet Row Worth Keeping
Put one row at the top of your trade journal: stop %, target %, round-trip cost %, break-even win rate. Compute it before the trade, not after the month.
Then compare it with your logged win rate over enough trades to mean something. FuturesAI publishes its AI signal scores as observation scores and says they are not a probability and not a buy or sell recommendation, so the break-even bar is yours to check against your own results.
Payback is a cost cut, not a strategy. It lowered the effective taker fee from 0.055% to 0.044% on the Bybit line above, which is worth about 1.1 points of break-even win rate on a 1% stop. That is real, and it is also small next to the stop-distance effect.
See the current payback rates on FuturesAI
Tips
- Compute break-even win rate before every strategy, using stop, target, and round-trip cost.
- Use limit entries where they fill reliably; a 0.02% maker leg saves 0.035% per trade against a 0.055% taker leg.
- Log slippage on your own fills for a week and use that number, not a guess.
- Prefer wider stops with proportionally wider targets if your setup allows it.
Warnings
- Fee and payback figures change; read the live page before relying on them.
- Effective fees assume payback is credited on each trade; it can be delayed or conditional.
- This ignores funding payments on positions held across funding times.
- Leverage can lose your entire margin. This is not investment advice.
FAQ
What win rate do I need to break even on futures after fees?
With a 1% stop, a 1% target and taker fees on both sides at 0.055%, the break-even win rate is about 55.5%, not 50%. Wider targets or lower effective fees pull it back toward 50%.
Does fee payback change the break-even win rate?
Yes. If the effective taker fee drops from 0.055% to 0.044% per side, the break-even win rate on a 1:1 trade with a 1% stop falls from 55.5% to 54.4%. A bigger payback on the same exchange moves it further.
Does a limit order lower the break-even win rate?
It can. A maker fill at 0.02% on entry and a taker exit at 0.055% costs 0.075% round trip, so the break-even on a 1% stop and 1:1 target is 53.8%, but a limit order may not fill and that missed trade has its own cost.
Sources
🔗 Related guides
Fee figures read from futuresai.io/payback on October 23, 2026. All trades are hypothetical arithmetic, not results. Not investment advice.
