Funding fees on perpetual contract

[jiro1072]

Hello,

When we run a backtest (with ccxt binance as a client for example) on a perpetual contract ( like BTCPERP), Does the result take into account the funding rate?
If no, is there a possibility to add it into the fees?

Thanks !

[kernc]

Does the result take into account the funding rate?

If you mean financing for the implied margin trading, it does not.

You can apply additional financing costs post-backtest based on stats['_trades'], duration of trades, your trading leverage and interest rate. Then you can pass modified stats['trades'] df into backtesting.lib.compute_stats().