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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 ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.49%
7d Period Avg+42.83%
swing±25.13%
LONG Gate.io · nowEDGEX_USDT
+10.96%
7d avg:+10.96%
SHORT BloFin · now
+57.44%
7d avg:+53.79%
Entry Spread Now
−0.034%
Eaten by executionL 0.5855 · S 0.5853−$3.42 if it converges
24h range −0.66%…+0.75% · median +0.13%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$53.39
+0.53%
$Avg Daily PnL
+$11.48
+0.1148%
★Best Day
+$16.94
Sep 26
◎Open Interest
⚡Funding APR
+41.92%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.4d
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.