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updated —Funding 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
−2.91%
3d Period Avg+1.51%
swing±9.87%
LONG Gate.io · now
−4.16%
3d avg:+0.86%
SHORT Bitunix · now
−7.07%
3d avg:+2.37%
Entry Spread Now
+0.000%
NeutralL 0.2178 · S 0.2178
24h range −1.04%…+1.16% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.76
−0.26%
$Avg Daily PnL
+$0.41
+0.0041%
★Best Day
+$1.31
Oct 9
◎Open Interest
⚡Funding APR
+1.51%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.2mo
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.