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updated 2:40:29 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
+208.09%
30d Period Avg+120.74%
LONG Gate.io · now
−288.18%
30d avg:−124.29%
SHORT Variational · now
−80.09%
30d avg:−3.55%
Entry Spread Now
+0.373%
In your favorL 0.01475 · S 0.01481+$37.29 if it converges
24h range −0.87%…+0.33% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Limited funding history — chart clipped to available data
- Variational (Short): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 99%, short 4% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$161.52
+1.62%
$Avg Daily PnL
+$5.53
+0.0553%
★Best Day
+$43.47
Aug 16
◎Open Interest
Gate.io$558.6K
Variational$2.9K⚡Funding APR
+20.19%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Gate.io$477.8KVariational$3.4KLoading 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.