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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 ~1.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+53.70%
3d Period Avg+48.84%
swing±22.14%
LONG Gate.io · nowEDGEX_USDT
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+64.65%
3d avg:+59.80%
Entry Spread Now
+0.411%
In your favorL 0.5845 · S 0.5869+$41.06 if it converges
24h range −0.66%…+0.75% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$13.12
+0.13%
$Avg Daily PnL
+$13.37
+0.1337%
★Best Day
+$16.94
Sep 26
◎Open Interest
⚡Funding APR
+48.81%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.0d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.