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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 ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+28.72%
30d Period Avg+3.34%
swing±16.33%
LONG BloFin · now
+5.68%
30d avg:+11.79%
SHORT Gate.io · now
+34.41%
30d avg:+15.13%
Entry Spread Now
+0.177%
In your favorL 0.06787 · S 0.06799+$17.68 if it converges
24h range −0.37%…+1.04% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$0.49
+0.00%
$Avg Daily PnL
+$0.92
+0.0092%
★Best Day
+$12.11
Sep 6
◎Open Interest
⚡Funding APR
+3.34%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
29.5d
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.