funding-drag

The cost of the hold.

Live funding in. Carry, breakeven, and the cheapest venue out. A positive rate means longs pay shorts.

Accomplish

Inputs

Venues

Fees are fractions. 0.0005 is 5 basis points, applied on every venue. Funding is charged on notional. Leverage does not scale it. 1 in the target field means 1 percent of notional. An empty entry uses the first mark the venues return.