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updated 9:03:26 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.72%
1d Period Avg+22.51%
LONG Gate.io · now
+0.44%
1d avg:+1.00%
SHORT N1 · now
+20.16%
1d avg:+23.51%
Entry Spread Now
+0.010%
NeutralL 0.07032 · S 0.07033
24h range −0.12%…+0.16% · median +0.02%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$16.99
−0.17%
$Avg Daily PnL
+$2.91
+0.0291%
★Best Day
+$5.51
Aug 17
◎Open Interest
Gate.io$214.60M
N1$2.4K⚡Funding APR
+10.62%
annualized · funding only
⚠Execution Cost
−$22.81
entry + exit fees
⏱Payback
7.8d
to break even
◧24h Volume
Gate.io$20.57MN1$43Loading 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 (−$22.81 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.