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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
+76.06%
3d Period Avg+14.95%
swing±19.21%
LONG Gate.io · now
+10.96%
3d avg:+11.38%
SHORT Binance Futures · now
+87.02%
3d avg:+26.33%
Entry Spread Now
−0.325%
Against youL 0.2766 · S 0.2757−$32.54 if it converges
24h range −1.73%…+0.79% · median −0.16%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.73
−0.13%
$Avg Daily PnL
+$4.09
+0.0409%
★Best Day
+$5.81
Oct 10
◎Open Interest
⚡Funding APR
+14.93%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.1d
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.