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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.02%
3d Period Avg+13.40%
swing±20.80%
LONG Gate.io · now
−19.07%
3d avg:+3.12%
SHORT BingX · now
+10.96%
3d avg:+16.52%
Entry Spread Now
+0.718%
In your favorL 0.009470 · S 0.009538+$71.81 if it converges
24h range −0.77%…+0.70% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.99
−0.14%
$Avg Daily PnL
+$3.67
+0.0367%
★Best Day
+$4.63
Sep 29
◎Open Interest
⚡Funding APR
+13.40%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.8d
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.