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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 ~3.9d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.53%
3d Period Avg+28.07%
swing±5.62%
LONG Gate.io · now
+5.15%
3d avg:+5.87%
SHORT N1 · now
+30.68%
3d avg:+33.94%
Entry Spread Now
+0.023%
Eaten by executionL 771.7500 · S 771.9300+$2.33 if it converges
24h range −0.15%…+0.22% · median +0.10%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.50
−0.04%
$Avg Daily PnL
+$7.67
+0.0767%
★Best Day
+$8.34
Oct 1
◎Open Interest
⚡Funding APR
+28.01%
annualized · funding only
⚠Execution Cost
−$27.52
entry + exit fees
⏱Payback
3.6d
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 (−$27.52 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.