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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−2.45%
swing±9.06%
LONG Binance Futures · now
+10.96%
3d avg:+10.35%
SHORT Gate.io · now
+10.96%
3d avg:+7.90%
Entry Spread Now
+0.271%
In your favorL 0.02263 · S 0.02269+$27.09 if it converges
24h range −0.12%…+0.80% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$25.99
−0.26%
$Avg Daily PnL
−$0.33
−0.0033%
★Best Day
+$0.40
Sep 28
◎Open Interest
⚡Funding APR
−1.21%
annualized · funding only
⚠Execution Cost
−$25.00
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.