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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+73.63%
30d Period Avg+22.38%
swing±42.81%
LONG Lighter · now
+10.52%
30d avg:+16.14%
SHORT Gate.io · now
+84.15%
30d avg:+38.52%
Entry Spread Now
−0.337%
Against youL 0.1306 · S 0.1301−$33.69 if it converges
24h range −1.43%…+1.30% · median −0.08%
Long pays every1hShort pays every4h
LONGmaker0%/taker0%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$133.00
+1.33%
$Avg Daily PnL
+$6.13
+0.0613%
★Best Day
+$34.00
Sep 8
◎Open Interest
⚡Funding APR
+22.37%
annualized · funding only
⚠Execution Cost
−$50.83
entry + exit fees
⏱Payback
8.3d
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 (−$50.83 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.