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updated 10:36:39 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+38.64%
3d Period Avg+8.32%
LONG Hotcoin · now
−15.31%
3d avg:+9.92%
SHORT Reya · nowETHRUSDPERP
+23.33%
3d avg:+18.24%
Entry Spread Now
−0.077%
Eaten by executionL 1,903.36 · S 1,901.9−$7.68 if it converges
24h range −0.19%…+0.01% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$11.16
−0.11%
$Avg Daily PnL
+$1.75
+0.0175%
★Best Day
+$4.41
Aug 17
◎Open Interest
Hotcoin$325.26M
Reya$2.59M⚡Funding APR
+6.39%
annualized · funding only
⚠Execution Cost
−$18.16
entry + exit fees
⏱Payback
10.4d
to break even
◧24h Volume
Hotcoin—Reya$311.1KLoading 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 (−$18.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.