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updated 11:33:03 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+41.21%
1d Period Avg+20.94%
swing±15.16%
LONG Bitunix · now
−14.47%
1d avg:−3.41%
SHORT Gate.io · now
+26.74%
1d avg:+17.53%
Entry Spread Now
+0.055%
Eaten by executionL 0.1263 · S 0.1264+$5.54 if it converges
24h range −0.19%…+0.59% · median +0.21%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$54.17
−0.54%
$Avg Daily PnL
+$5.73
+0.0573%
★Best Day
+$5.73
Sep 18
◎Open Interest
Bitunix—
Gate.io$26.63M⚡Funding APR
+20.92%
annualized · funding only
⚠Execution Cost
−$59.90
entry + exit fees
⏱Payback
10.4d
to break even
◧24h Volume
Bitunix$640.2KGate.io$885.7KLoading 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 (−$59.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.