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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.70%
7d Period Avg+72.20%
swing±79.55%
LONG Bitget · now
+34.41%
7d avg:+44.28%
SHORT Gate.io · now
+111.11%
7d avg:+116.48%
Entry Spread Now
+0.072%
Eaten by executionL 2.4992 · S 2.5010+$7.20 if it converges
24h range −0.75%…+1.55% · median −0.24%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$121.68
+1.22%
$Avg Daily PnL
+$21.24
+0.2124%
★Best Day
+$50.00
Sep 27
◎Open Interest
⚡Funding APR
+77.53%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.3d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.