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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 ~0.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+354.09%
30d Period Avg+41.13%
swing±56.18%
LONG TxFlow · now
−189.81%
30d avg:−23.76%
SHORT Hotcoin · now
+164.28%
30d avg:+17.37%
Entry Spread Now
+0.000%
NeutralL 1.9570 · S 1.9570
24h range −0.09%…+0.18% · median +0.05%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$307.67
+3.08%
$Avg Daily PnL
+$11.30
+0.1130%
★Best Day
+$45.49
Sep 23
◎Open Interest
⚡Funding APR
+41.23%
annualized · funding only
⚠Execution Cost
−$31.21
entry + exit fees
⏱Payback
2.8d
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 + fees only (orderbook snapshot stale) on both legs (−$31.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.