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updated 3:59:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.41%
3d Period Avg+5.50%
LONG Hotcoin · now
−13.15%
3d avg:−13.15%
SHORT CoinW · now
+19.26%
3d avg:−7.65%
Entry Spread Now
+0.000%
NeutralL 103.7800 · S 103.7800
24h range −0.33%…+0.24% · median −0.02%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.78
−0.18%
$Avg Daily PnL
+$1.55
+0.0155%
★Best Day
+$3.04
Aug 14
◎Open Interest
Hotcoin$1.90M
CoinW—⚡Funding APR
+5.67%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
15.4d
to break even
◧24h Volume
Hotcoin—CoinW—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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.