← Back to Screener
updated 10:12:42 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.54%
3d Period Avg+16.43%
LONG Gate.io · now
+4.16%
3d avg:+2.58%
SHORT BloFin · now
+22.70%
3d avg:+19.01%
Entry Spread Now
+0.000%
NeutralL ask 0.07031 · S bid 0.07031
24h range −0.16%…+0.13% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$12.39
−0.12%
$Avg Daily PnL
+$4.59
+0.0459%
★Best Day
+$4.94
Aug 17
◎Open Interest
Gate.io$212.46M
BloFin$11.25M⚡Funding APR
+16.75%
annualized · funding only
⚠Execution Cost
−$26.16
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Gate.io$20.80MBloFin$3.61MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$26.16 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.