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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
7d Period Avg+10.24%
swing±15.44%
LONG Gate.io · now
+0.00%
7d avg:+5.72%
SHORT Hotcoin · now
+10.96%
7d avg:+15.96%
Entry Spread Now
+0.020%
NeutralL 50.9900 · S 51.0000
24h range −0.06%…+0.10% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$7.37
−0.07%
$Avg Daily PnL
+$2.80
+0.0280%
★Best Day
+$6.29
Oct 9
◎Open Interest
⚡Funding APR
+10.24%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
9.6d
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.