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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 ~704d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.14%
7d Period Avg+25.53%
swing±63.90%
LONG Gate.io · now
+0.00%
7d avg:+8.00%
SHORT Hotcoin · now
+0.14%
7d avg:+33.53%
Entry Spread Now
+0.535%
In your favorL 93.5100 · S 94.0100+$53.47 if it converges
24h range −0.38%…+0.30% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$21.92
+0.22%
$Avg Daily PnL
+$6.99
+0.0699%
★Best Day
+$25.04
Oct 19
◎Open Interest
⚡Funding APR
+25.51%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
3.9d
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.