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updated 10:54:54 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+51.04%
1d Period Avg+22.42%
swing±14.15%
LONG BloFin · now
−19.05%
1d avg:−4.89%
SHORT Gate.io · now
+32.00%
1d avg:+17.53%
Entry Spread Now
+0.228%
Eaten by executionL 0.1270 · S 0.1273+$22.83 if it converges
24h range −0.22%…+0.54% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$52.78
−0.53%
$Avg Daily PnL
+$6.14
+0.0614%
★Best Day
+$6.14
Sep 18
◎Open Interest
BloFin$2.43M
Gate.io$26.83M⚡Funding APR
+22.41%
annualized · funding only
⚠Execution Cost
−$58.92
entry + exit fees
⏱Payback
9.6d
to break even
◧24h Volume
BloFin$60.5KGate.io$881.9KLoading 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 (−$58.92 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.