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updated 10:55:51 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+11.10%
1d Period Avg+5.49%
swing±12.76%
LONG Hotcoin · now
−7.59%
1d avg:+0.37%
SHORT Extended · now
+3.51%
1d avg:+5.86%
Entry Spread Now
−0.105%
Against youL ask 66.4800 · S bid 66.4100−$10.53 at entry
24h range −0.40%…+0.11% · median −0.11%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$18.05
−0.18%
$Avg Daily PnL
+$0.78
+0.0078%
★Best Day
+$1.53
Sep 18
◎Open Interest
Hotcoin$37.48M
Extended$4.10M⚡Funding APR
+2.86%
annualized · funding only
⚠Execution Cost
−$19.62
entry + exit fees
⏱Payback
25.0d
to break even
◧24h Volume
Hotcoin—Extended$8.08MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$19.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.