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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 ~519d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.19%
7d Period Avg+12.14%
swing±29.36%
LONG Gate.io · now
+0.00%
7d avg:−11.23%
SHORT Hotcoin · now
+0.19%
7d avg:+0.91%
Entry Spread Now
+0.054%
Eaten by executionL 18.5600 · S 18.5700+$5.39 if it converges
24h range −0.48%…+0.31% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.40
−0.06%
$Avg Daily PnL
+$2.94
+0.0294%
★Best Day
+$10.02
Oct 20
◎Open Interest
⚡Funding APR
+10.74%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
9.2d
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.