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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+226.83%
7d Period Avg+48.84%
swing±39.66%
LONG Gate.io · now
−77.69%
7d avg:−15.08%
SHORT Hotcoin · now
+149.14%
7d avg:+33.76%
Entry Spread Now
+0.006%
NeutralL 0.3335 · S 0.3335
24h range −0.12%…+0.06% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$66.59
+0.67%
$Avg Daily PnL
+$13.37
+0.1337%
★Best Day
+$30.13
Sep 27
◎Open Interest
⚡Funding APR
+48.80%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.0d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.