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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.42%
7d Period Avg+72.18%
swing±48.25%
LONG BingX · now
−62.46%
7d avg:−61.22%
SHORT Gate.io · now
+10.96%
7d avg:+10.96%
Entry Spread Now
−0.114%
Eaten by executionL 0.2637 · S 0.2634−$11.38 if it converges
24h range −0.27%…+0.34% · median −0.08%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$99.03
+0.99%
$Avg Daily PnL
+$17.72
+0.1772%
★Best Day
+$26.49
Sep 25
◎Open Interest
⚡Funding APR
+64.67%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.4d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.