← Back to Screener
updated 2:38:53 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.75%
30d Period Avg−5.35%
LONG Hotcoin · now
+5.48%
30d avg:+17.82%
SHORT Gate.io · now
+39.23%
30d avg:+12.47%
Entry Spread Now
−0.051%
Eaten by executionL 0.1554 · S 0.1553−$5.15 if it converges
24h range −0.33%…+0.15% · median −0.12%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Hotcoin (Long): data starts Jul 30, 2026 (18d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$12.95
−0.13%
$Avg Daily PnL
+$0.29
+0.0029%
★Best Day
+$3.00
Jul 19
◎Open Interest
Hotcoin$160.4K
Gate.io$474.7K⚡Funding APR
+1.07%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.5mo
to break even
◧24h Volume
Hotcoin—Gate.io$153.4KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.