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updated 2:42:07 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+44.02%
30d Period Avg+16.62%
LONG trade[XYZ] · nowxyz:BX
−33.06%
30d avg:−5.66%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.048%
Eaten by executionL 144.5100 · S 144.4400−$4.84 if it converges
24h range −0.11%…+0.12% · median +0.07%
Long pays every1hShort pays every8h
LONGmaker0.030%/taker0.090%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$112.01
+1.12%
$Avg Daily PnL
+$4.52
+0.0452%
★Best Day
+$15.17
Aug 9
◎Open Interest
⚡Funding APR
+16.49%
annualized · funding only
⚠Execution Cost
−$28.00
entry + exit fees
⏱Payback
6.2d
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 (−$28.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.