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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 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
β12.18%
7d Period Avgβ6.41%
swingΒ±93.54%
LONG Hotcoin Β· now
β80.30%
7d avg:β116.28%
SHORT Gate.io Β· now
β92.48%
7d avg:β122.69%
Entry Spread Now
+0.379%
In your favorL 0.05808 Β· S 0.05830+$37.88 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$32.36
β0.32%
$Avg Daily PnL
β$0.77
β0.0077%
β
Best Day
+$4.23
Oct 20
βOpen Interest
Hotcoin$1.02M
Gate.io$834.1Kβ‘Funding APR
β2.79%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Hotcoin$3.09MGate.io$1.90MLoading 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.