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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+130.78%
30d Period Avg+39.20%
swing±36.39%
LONG TxFlow · now
−76.34%
30d avg:−34.74%
SHORT Hotcoin · now
+54.45%
30d avg:+4.46%
Entry Spread Now
+0.010%
NeutralL 0.1005 · S 0.1005
24h range −1.41%…+0.43% · median +0.00%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$306.92
+3.07%
$Avg Daily PnL
+$10.93
+0.1093%
★Best Day
+$21.98
Sep 10
◎Open Interest
⚡Funding APR
+39.90%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
1.9d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.