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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β8.37%
7d Period Avg+32.40%
swingΒ±125.99%
LONG Hotcoin Β· now
β260.09%
7d avg:β56.08%
SHORT MEXC Β· now
β268.46%
7d avg:β23.68%
Entry Spread Now
β0.131%
Against youL 76.1900 Β· S 76.0900β$13.13 if it converges
24h range β1.16%β¦+1.09% Β· median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.020%
Loading Funding Historyβ¦
βTotal PnL
+$35.55
+0.36%
$Avg Daily PnL
+$7.36
+0.0736%
β
Best Day
+$15.95
Oct 17
βOpen Interest
β‘Funding APR
+26.88%
annualized Β· funding only
β Execution Cost
β$16.00
entry + exit fees
β±Payback
2.2d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$16.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.