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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−20.00%
7d Period Avg+72.45%
swing±109.79%
LONG Gate.io · now
+0.00%
7d avg:+1.36%
SHORT Hotcoin · now
−20.00%
7d avg:+73.81%
Entry Spread Now
+1.220%
In your favorL 11.9640 · S 12.1100+$122.03 if it converges
24h range −0.51%…+1.94% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$103.61
+1.04%
$Avg Daily PnL
+$19.84
+0.1984%
★Best Day
+$59.52
Oct 18
◎Open Interest
⚡Funding APR
+72.40%
annualized · funding only
⚠Execution Cost
−$35.25
entry + exit fees
⏱Payback
1.8d
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 (−$35.25 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.