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updated 3:59:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.73%
3d Period Avg+11.12%
LONG CoinW · now
−19.65%
3d avg:+0.19%
SHORT Hotcoin · now
+0.08%
3d avg:+11.31%
Entry Spread Now
−0.113%
Eaten by executionL 6.2160 · S 6.2090−$11.26 if it converges
24h range −0.20%…+0.07% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.39
−0.15%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$4.13
Aug 17
◎Open Interest
CoinW—
Hotcoin$1.23M⚡Funding APR
+7.86%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
11.2d
to break even
◧24h Volume
CoinW—Hotcoin—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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.