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updated 10:01:32 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.00%
3d Period Avg+18.60%
LONG Gate.io · now
+4.05%
3d avg:+2.76%
SHORT N1 · now
+28.05%
3d avg:+21.36%
Entry Spread Now
+0.038%
Eaten by executionL 0.07039 · S 0.07042+$3.84 if it converges
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
−$7.10
−0.07%
$Avg Daily PnL
+$3.76
+0.0376%
★Best Day
+$5.81
Aug 17
◎Open Interest
Gate.io$213.98M
N1$2.4K⚡Funding APR
+13.73%
annualized · funding only
⚠Execution Cost
−$22.15
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
Gate.io$20.50MN1$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 (−$22.15 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.