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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 ~5.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.53%
3d Period Avg+14.28%
swing±2.46%
LONG Gate.io · now
+6.57%
3d avg:+8.18%
SHORT BloFin · now
+24.11%
3d avg:+22.46%
Entry Spread Now
+0.011%
NeutralL 9.0090 · S 9.0100
24h range −0.50%…+0.53% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$15.27
−0.15%
$Avg Daily PnL
+$3.91
+0.0391%
★Best Day
+$3.60
Sep 29
◎Open Interest
⚡Funding APR
+14.27%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
6.9d
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.