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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
30d Period Avg+16.92%
swing±26.58%
LONG Binance Futures · now
+10.96%
30d avg:+10.52%
SHORT Gate.io · now
+10.96%
30d avg:+27.44%
Entry Spread Now
+0.183%
In your favorL 0.1283 · S 0.1286+$18.33 if it converges
24h range −0.43%…+0.31% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$113.95
+1.14%
$Avg Daily PnL
+$4.63
+0.0463%
★Best Day
+$13.31
Sep 17
◎Open Interest
⚡Funding APR
+16.91%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.4d
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.