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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 ~5.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+16.66%
3d Period Avg−7.07%
swing±19.99%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+27.61%
3d avg:+3.89%
Entry Spread Now
−0.250%
Against youL 0.09097 · S 0.09074−$25.03 if it converges
24h range −0.29%…+0.53% · median +0.13%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$30.16
−0.30%
$Avg Daily PnL
−$1.72
−0.0172%
★Best Day
+$0.00
Sep 28
◎Open Interest
⚡Funding APR
−6.28%
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.