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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 ~13d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
7d Period Avg+16.53%
swing±30.04%
LONG Gate.io · now
+0.00%
7d avg:+0.00%
SHORT Hotcoin · now
+10.96%
7d avg:+16.53%
Entry Spread Now
+0.000%
NeutralL ask 144.6200 · S bid 144.6200
24h range −0.40%…+0.42% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$6.25
−0.06%
$Avg Daily PnL
+$4.53
+0.0453%
★Best Day
+$17.88
Oct 18
◎Open Interest
⚡Funding APR
+16.52%
annualized · funding only
⚠Execution Cost
−$37.93
entry + exit fees
⏱Payback
8.4d
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 (−$37.93 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.