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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
30d Period Avg+8.13%
swing±24.43%
LONG Gate.io · now
+10.96%
30d avg:+18.10%
SHORT Bitunix · now
+10.96%
30d avg:+26.23%
Entry Spread Now
+0.051%
Eaten by executionL 0.009720 · S 0.009725+$5.14 if it converges
24h range −0.20%…+1.92% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$39.64
+0.40%
$Avg Daily PnL
+$2.22
+0.0222%
★Best Day
+$13.57
Sep 14
◎Open Interest
⚡Funding APR
+8.11%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
12.2d
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.