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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 ~2.9d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+34.45%
3d Period Avg+50.99%
swingΒ±30.64%
LONG Hotcoin Β· now
β85.95%
3d avg:β235.86%
SHORT Gate.io Β· now
β51.50%
3d avg:β184.87%
Entry Spread Now
+0.172%
In your favorL 0.05804 Β· S 0.05814+$17.23 if it converges
24h range β0.36%β¦+0.39% Β· median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding Historyβ¦
βTotal PnL
β$34.77
β0.35%
$Avg Daily PnL
β$2.59
β0.0259%
β
Best Day
+$4.23
Oct 20
βOpen Interest
Hotcoin$1.02M
Gate.io$828.0Kβ‘Funding APR
β9.45%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Hotcoin$3.07MGate.io$1.98MLoading 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.