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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~6.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+14.33%
3d Period Avg+12.04%
swingΒ±32.64%
LONG Gate.io Β· now
β76.26%
3d avg:β92.10%
SHORT Hotcoin Β· now
β61.93%
3d avg:β80.06%
Entry Spread Now
β0.567%
Against youL 2.3986 Β· S 2.3850β$56.70 if it converges
24h range β1.36%β¦+1.01% Β· median β0.01%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$17.11
β0.17%
$Avg Daily PnL
+$3.30
+0.0330%
β
Best Day
+$7.11
Oct 10
βOpen Interest
Gate.io$581.3K
Hotcoin$626.4Kβ‘Funding APR
+12.03%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
8.2d
to break even
β§24h Volume
Gate.io$1.04MHotcoin$4.01MLoading Cumulative PnLβ¦
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 (β$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.