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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 ~46d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1.97%
30d Period Avg+10.56%
swing±21.52%
LONG Gate.io · now
+8.99%
30d avg:+8.36%
SHORT BingX · now
+10.96%
30d avg:+18.92%
Entry Spread Now
+0.165%
In your favorL 0.009700 · S 0.009716+$16.49 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
+$61.25
+0.61%
$Avg Daily PnL
+$2.87
+0.0287%
★Best Day
+$14.51
Sep 23
◎Open Interest
⚡Funding APR
+10.49%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
8.7d
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.