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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 ~6.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.23%
7d Period Avg+15.32%
swing±8.22%
LONG Gate.io · now
+8.88%
7d avg:+6.21%
SHORT BloFin · now
+24.11%
7d avg:+21.53%
Entry Spread Now
+0.011%
NeutralL 8.9650 · S 8.9660
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
+$2.35
+0.02%
$Avg Daily PnL
+$4.19
+0.0419%
★Best Day
+$6.49
Sep 25
◎Open Interest
⚡Funding APR
+15.30%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
6.4d
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.