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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 ~2.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.99%
3d Period Avg+65.58%
swing±91.95%
LONG Gate.io · now
+0.00%
3d avg:−14.38%
SHORT Hotcoin · now
+58.99%
3d avg:+51.20%
Entry Spread Now
+0.039%
In your favorL ask 102.4100 · S bid 102.4500+$3.91 at entry
24h range −1.19%…+0.82% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$7.11
+0.07%
$Avg Daily PnL
+$15.11
+0.1511%
★Best Day
+$25.32
Oct 18
◎Open Interest
⚡Funding APR
+55.17%
annualized · funding only
⚠Execution Cost
−$38.23
entry + exit fees
⏱Payback
2.5d
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 (−$38.23 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.