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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+8.40%
swing±16.94%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+10.96%
3d avg:+19.36%
Entry Spread Now
−0.758%
Against youL 0.06700 · S 0.06649−$75.80 if it converges
24h range −0.28%…+0.86% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$84.25
−0.84%
$Avg Daily PnL
+$2.30
+0.0230%
★Best Day
+$2.53
Sep 30
◎Open Interest
⚡Funding APR
+8.40%
annualized · funding only
⚠Execution Cost
−$91.15
entry + exit fees
⏱Payback
1.3mo
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 (−$91.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.