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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+226.60%
3d Period Avg+99.56%
swing±64.16%
LONG Bitget · now
+104.53%
3d avg:+80.84%
SHORT Gate.io · now
+331.14%
3d avg:+180.40%
Entry Spread Now
+0.174%
In your favorL 2.5256 · S 2.5300+$17.42 if it converges
24h range −0.75%…+1.55% · median −0.23%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$62.79
+0.63%
$Avg Daily PnL
+$29.93
+0.2993%
★Best Day
+$50.00
Sep 27
◎Open Interest
⚡Funding APR
+109.24%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
21.6h
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.