β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β12.20%
3d Period Avg+4.22%
swingΒ±9.81%
LONG Gate.io Β· now
β130.07%
3d avg:β118.67%
SHORT Hotcoin Β· now
β142.27%
3d avg:β114.45%
Entry Spread Now
β0.291%
Against youL 0.06527 Β· S 0.06508β$29.11 if it converges
24h range β0.71%β¦+0.52% Β· median β0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$23.54
β0.24%
$Avg Daily PnL
+$1.15
+0.0115%
β
Best Day
+$1.25
Oct 8
βOpen Interest
Gate.io$978.1K
Hotcoin$1.19Mβ‘Funding APR
+4.21%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
23.4d
to break even
β§24h Volume
Gate.io$6.65MHotcoin$5.31MLoading 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.