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updated 7:31:27 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.44%
30d Period Avg+35.40%
LONG Hotcoin · now
+5.48%
30d avg:+18.52%
SHORT Gate.io · now
+76.92%
30d avg:+53.92%
Entry Spread Now
−0.142%
Against youL 0.2810 · S 0.2806−$14.23 if it converges
24h range −0.43%…+0.47% · median −0.05%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$267.64
+2.68%
$Avg Daily PnL
+$9.34
+0.0934%
★Best Day
+$25.94
Aug 10
◎Open Interest
Hotcoin$397.0K
Gate.io$903.3K⚡Funding APR
+34.10%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
2.4d
to break even
◧24h Volume
Hotcoin—Gate.io$260.8KLoading 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.