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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 ~9.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.67%
3d Period Avg−11.61%
swing±126.34%
LONG Hotcoin · now
−4.55%
3d avg:+14.14%
SHORT Bitunix · now
+5.12%
3d avg:+2.53%
Entry Spread Now
+0.047%
Eaten by executionL 6.4090 · S 6.4120+$4.68 if it converges
24h range −0.18%…+0.22% · median +0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$39.07
−0.39%
$Avg Daily PnL
−$5.02
−0.0502%
★Best Day
+$18.02
Sep 28
◎Open Interest
⚡Funding APR
−18.33%
annualized · funding only
⚠Execution Cost
−$24.00
entry + exit fees
⏱Payback
never
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 (−$24.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.