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updated 5:03:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+485.58%
30d Period Avg+5.09%
LONG Gate.io · now
−381.76%
30d avg:+2.05%
SHORT Hotcoin · now
+103.82%
30d avg:+7.14%
Entry Spread Now
+0.092%
Eaten by executionL 0.02164 · S 0.02166+$9.24 if it converges
24h range −0.32%…+1.25% · median +0.18%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.01
+0.16%
$Avg Daily PnL
+$1.23
+0.0123%
★Best Day
+$66.87
Aug 16
◎Open Interest
Gate.io$558.3K
Hotcoin$240.1K⚡Funding APR
+4.48%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
17.9d
to break even
◧24h Volume
Gate.io$1.02MHotcoin—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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.