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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 covers it in ~7.8d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+12.68%
7d Period Avg+12.99%
swingΒ±41.76%
LONG Gate.io Β· now
β29.59%
7d avg:β35.70%
SHORT Hotcoin Β· now
β16.90%
7d avg:β22.71%
Entry Spread Now
β0.064%
Eaten by executionL 0.01409 Β· S 0.01408β$6.39 if it converges
24h range β0.77%β¦+0.53% Β· median β0.10%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$2.11
β0.02%
$Avg Daily PnL
+$3.56
+0.0356%
β
Best Day
+$16.23
Oct 14
βOpen Interest
Gate.io$710.3K
Hotcoin$669.9Kβ‘Funding APR
+12.98%
annualized Β· funding only
β Execution Cost
β$27.00
entry + exit fees
β±Payback
7.6d
to break even
β§24h Volume
Gate.io$905.1KHotcoin$1.13MLoading 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$27.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.