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updated 10:33:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+121.30%
30d Period Avg−3.53%
LONG Binance Futures · now
+10.96%
30d avg:+9.56%
SHORT Gate.io · now
+132.26%
30d avg:+6.03%
Entry Spread Now
+0.044%
Eaten by executionL 0.06761 · S 0.06764+$4.44 if it converges
24h range −0.43%…+1.26% · median +0.28%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$47.93
−0.48%
$Avg Daily PnL
−$0.90
−0.0090%
★Best Day
+$28.02
Aug 9
◎Open Interest
Binance Futures$2.33M
Gate.io$143.6K⚡Funding APR
−3.29%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Binance Futures$3.99MGate.io$35.8KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.