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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+58.04%
3d Period Avg+50.79%
swing±55.72%
LONG BloFin · now
+17.13%
3d avg:+41.13%
SHORT Gate.io · now
+75.17%
3d avg:+91.92%
Entry Spread Now
−0.106%
Eaten by executionL 0.2842 · S 0.2839−$10.56 if it converges
24h range −1.01%…+1.91% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$14.72
+0.15%
$Avg Daily PnL
+$13.91
+0.1391%
★Best Day
+$25.68
Oct 1
◎Open Interest
⚡Funding APR
+50.76%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.9d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.