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updated 12:54:12 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.3d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+103.78%
3d Period Avg+27.10%
swing±23.57%
LONG Bitunix · now
−17.00%
3d avg:+4.37%
SHORT Gate.io · now
+86.78%
3d avg:+31.47%
Entry Spread Now
+0.127%
Eaten by executionL 0.1256 · S 0.1258+$12.74 if it converges
24h range −0.34%…+0.59% · median +0.22%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$43.07
−0.43%
$Avg Daily PnL
+$5.57
+0.0557%
★Best Day
+$8.64
Sep 16
◎Open Interest
⚡Funding APR
+20.31%
annualized · funding only
⚠Execution Cost
−$65.33
entry + exit fees
⏱Payback
11.7d
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 (−$65.33 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.