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updated 2:33:12 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~44d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.12%
3d Period Avg+21.89%
LONG Gate.io · now
−12.27%
3d avg:+9.42%
SHORT N1 · now
+50.84%
3d avg:+31.31%
Entry Spread Now
+0.765%
Eaten by executionL 0.1700 · S 0.1713+$76.47 if it converges
24h range −1.18%…+0.30% · median +0.06%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$750.00
−7.50%
$Avg Daily PnL
+$4.54
+0.0454%
★Best Day
+$7.35
Aug 16
◎Open Interest
Gate.io$483.4K
N1$7.4K⚡Funding APR
+16.58%
annualized · funding only
⚠Execution Cost
−$768.17
entry + exit fees
⏱Payback
5.6mo
to break even
◧24h Volume
Gate.io$371.4KN1$143Loading 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 (−$768.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.