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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 ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.81%
3d Period Avg+6.08%
swing±6.09%
LONG Gate.io · now
+5.59%
3d avg:+5.32%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+0.037%
Eaten by executionL 0.05331 · S 0.05333+$3.73 if it converges
24h range −0.31%…+0.39% · median −0.01%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$15.05
−0.15%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.04
Sep 30
◎Open Interest
⚡Funding APR
+6.02%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
12.1d
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.