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updated 4:02:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+161.80%
3d Period Avg+120.74%
LONG Gate.io · now
−303.08%
3d avg:−124.29%
SHORT Variational · now
−141.28%
3d avg:−3.55%
Entry Spread Now
+0.846%
In your favorL 0.01537 · S 0.01550+$84.58 if it converges
24h range −1.68%…+0.47% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Sparse settlements: long 83%, short 39% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$74.25
+0.74%
$Avg Daily PnL
+$21.06
+0.2106%
★Best Day
+$43.47
Aug 16
◎Open Interest
Gate.io$580.2K
Variational$3.1K⚡Funding APR
+76.87%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
11.3h
to break even
◧24h Volume
Gate.io$513.0KVariational$3.3KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.