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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 ~19d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.30%
3d Period Avg+73.56%
swing±134.10%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT Hotcoin · now
+5.30%
3d avg:+73.56%
Entry Spread Now
−0.168%
Against youL 59.5500 · S 59.4500−$16.79 if it converges
24h range −0.30%…+0.42% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$33.42
+0.33%
$Avg Daily PnL
+$20.14
+0.2014%
★Best Day
+$38.58
Oct 19
◎Open Interest
⚡Funding APR
+73.51%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.3d
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.