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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 ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+15.24%
swing±30.26%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT Hotcoin · now
+10.96%
3d avg:+15.24%
Entry Spread Now
−0.021%
Against youL ask 145.2300 · S bid 145.2000−$2.07 at entry
24h range −0.40%…+0.42% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.90
−0.22%
$Avg Daily PnL
+$4.17
+0.0417%
★Best Day
+$6.87
Oct 18
◎Open Interest
⚡Funding APR
+15.23%
annualized · funding only
⚠Execution Cost
−$34.42
entry + exit fees
⏱Payback
8.3d
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 + live L2 orderbook slippage on both legs (−$34.42 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.