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updated 5:44:49 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.00%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Variational · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.112%
Against youL 0.1789 · S 0.1787−$11.18 if it converges
24h range −1.37%…+1.28% · median +0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$6.72
−0.07%
$Avg Daily PnL
+$0.82
+0.0082%
★Best Day
+$2.28
Aug 25
◎Open Interest
Gate.io$2.56M
Variational$223.7K⚡Funding APR
+2.99%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
12.2d
to break even
◧24h Volume
Gate.io$5.48MVariational$117.6KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.