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How Perpetual Swaps and Funding Work — and Who's on the Other Side

The perpetual is crypto's most-traded derivative — a future that never expires. To stop it drifting from spot, longs and shorts pay each other funding. How it works, who's really on the other side of your leveraged long, and why funding flips whole strategies.

Backtesting Arena·June 15, 2026·3 min read·0 views
How Perpetual Swaps and Funding Work — and Who's on the Other Side

The perpetual swap is the most-traded instrument in crypto, and one of the strangest ideas in markets: a futures contract that never expires. That single design choice creates a mechanism — funding — that quietly answers this series' question in real time, every few hours: who's on the other side, and who's paying whom.

This is the fifth piece in our series on how instruments really work.

What a perpetual actually is

A normal future has an expiry date, which forces its price to converge to spot. A perpetual ("perp") has no expiry — so it needs another way to stay tethered to the spot price. That tether is the funding rate.

The everyday version: imagine a futures contract you can hold forever, with a small toll that constantly nudges its price back toward the real one. Whoever is leaning the same way as the crowd pays the toll; whoever leans against it collects.

How funding works

Every few hours (commonly every eight), a payment passes between longs and shorts — not to the exchange, but peer to peer.

When the perp trades above spot (too many eager longs), funding is positive: longs pay shorts. When it trades below spot (too many shorts), funding is negative: shorts pay longs. The payment makes the crowded side a little more expensive to hold, gently pulling the perp back to spot. That's the whole trick.

The surprise for most people: funding isn't a fee to the platform. It's money flowing directly from one trader to another.

What perpetuals are good for

  • 24/7 leveraged exposure to crypto, long or short, with one instrument.
  • Effortless shorting and hedging of a spot bag.
  • Funding harvesting — a delta-neutral trade that collects funding (more below).
  • Deep liquidity and price discovery, often deeper than spot.

The other side — who takes your leveraged long

When you open a leveraged long, someone is short the same perp. Often it isn't a bear betting against you at all. It's frequently a basis trader running a delta-neutral position: long spot, short the perp. They don't care which way price goes — they're there to collect the funding you (and the rest of the long crowd) are paying. When funding is persistently positive, this trade is a paid, market-neutral carry, and it's a large part of who is structurally short the perp.

So the honest picture of "the other side" is rarely a mirror-image gambler. It's often a machine harvesting the toll that crowded positioning creates.

And there's a deeper layer when things break. Liquidations don't run on the last traded price — they use a mark price tied to an index, to stop a single venue's wick from triggering them. When a liquidation can't be filled in the market, the exchange's insurance fund steps in. And if that fund is overwhelmed in a violent cascade, the exchange can resort to auto-deleveraging (ADL): it forcibly closes some of the profitable traders on the opposite side to balance the books. That's the most literal "other side" there is — in a crash, your winning short can be auto-closed to cover someone else's blown long.

Where it goes wrong

Funding is a real, recurring cost: hold a long through a long stretch of positive funding and the carry alone can erode the position. Leverage invites liquidation, and liquidations cluster — one cascade triggers the next. ADL can close your winner at the worst moment. And the whole thing rests on the exchange itself; counterparty risk in crypto is not theoretical.

Why they're hard to backtest

The number one mistake: ignoring funding. A perp backtest that skips the funding payments is fiction for anything held longer than a few hours — funding can quietly flip a "profitable" strategy into a losing one. You also have to model liquidations on the mark price, not your entry candle, and include fees. Test the instrument as it actually settles, or you're testing a ghost.

Understand the funding tether, and a perpetual stops being a mysterious casino chip and becomes what it is: a future with a toll, and a crowd on each side paying for where it leans.

Study the past — improve your future. 🥋

Educational content, not investment advice.

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