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updated 11:22:37 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+403.46%
1d Period Avg+120.67%
swing±129.45%
LONG Gate.io · now
+60.27%
1d avg:+57.53%
SHORT BitMart · now
+463.72%
1d avg:+178.20%
Entry Spread Now
+0.140%
In your favorL 0.009890 · S 0.009904+$14.04 if it converges
24h range −0.95%…+0.37% · median −0.42%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$14.56
−0.15%
$Avg Daily PnL
+$3.72
+0.0372%
★Best Day
+$10.02
Sep 14
◎Open Interest
Gate.io$394.4K
BitMart$10.91M⚡Funding APR
+13.59%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
Gate.io$531.3KBitMart$0Loading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.