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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~310d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+0.20%
3d Period Avgβ0.57%
swingΒ±7.49%
LONG Hotcoin Β· now
β8.09%
3d avg:β3.51%
SHORT Extended Β· now
β7.89%
3d avg:β4.08%
Entry Spread Now
β0.284%
Against youL 0.001945 Β· S 0.001939β$28.38 if it converges
24h range β0.63%β¦+0.32% Β· median β0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding Historyβ¦
βTotal PnL
β$17.43
β0.17%
$Avg Daily PnL
β$0.14
β0.0014%
β
Best Day
+$0.35
Oct 16
βOpen Interest
Hotcoin$404.3K
Extended$284β‘Funding APR
β0.52%
annualized Β· funding only
β Execution Cost
β$17.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Hotcoin$806.2KExtended$603Loading Cumulative PnLβ¦
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 (β$17.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.