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updated 1:23:05 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~55d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+50.40%
30d Period Avg−10.05%
LONG Gate.io · now
−10.96%
30d avg:+5.71%
SHORT N1 · now
+39.45%
30d avg:−4.34%
Entry Spread Now
+0.237%
Eaten by executionL 0.1688 · S 0.1692+$23.70 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
−$848.16
−8.48%
$Avg Daily PnL
−$2.66
−0.0266%
★Best Day
+$15.99
Aug 12
◎Open Interest
Gate.io$473.1K
N1$7.4K⚡Funding APR
−9.72%
annualized · funding only
⚠Execution Cost
−$765.62
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$336.3KN1$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 (−$765.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.