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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 ~7.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+12.93%
3d Period Avg+60.99%
swing±60.58%
LONG Bitget · now
+10.96%
3d avg:+44.76%
SHORT Gate.io · now
+23.89%
3d avg:+105.75%
Entry Spread Now
+0.740%
In your favorL 0.5133 · S 0.5171+$74.03 if it converges
24h range −0.49%…+0.78% · median +0.17%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$23.10
+0.23%
$Avg Daily PnL
+$16.70
+0.1670%
★Best Day
+$28.60
Sep 27
◎Open Interest
⚡Funding APR
+60.96%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.6d
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.