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updated 10:33:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+126.34%
30d Period Avg−8.30%
LONG Binance Futures · now
+10.96%
30d avg:+3.32%
SHORT Gate.io · now
+137.30%
30d avg:−4.98%
Entry Spread Now
+0.103%
In your favorL 0.01456 · S 0.01457+$10.31 if it converges
24h range −0.41%…+0.68% · median +0.07%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$88.15
−0.88%
$Avg Daily PnL
−$2.20
−0.0220%
★Best Day
+$7.53
Jul 30
◎Open Interest
⚡Funding APR
−8.02%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.