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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+132.89%
3d Period Avg+28.86%
swing±47.33%
LONG Hotcoin · now
−14.24%
3d avg:−12.99%
SHORT Aftermath · now
+118.64%
3d avg:+15.87%
Entry Spread Now
+0.147%
In your favorL 1,574.66 · S 1,576.97+$14.67 if it converges
24h range −0.65%…+0.84% · median +0.04%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$2.54
−0.03%
$Avg Daily PnL
+$6.15
+0.0615%
★Best Day
+$19.29
Sep 26
◎Open Interest
⚡Funding APR
+22.45%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
3.4d
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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.