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updated 8:00:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+89.81%
3d Period Avg+6.38%
LONG BloFin · now
−78.86%
3d avg:+4.58%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.214%
In your favorL 0.9360 · S 0.9380+$21.37 if it converges
24h range −0.21%…+0.64% · median +0.21%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.05
−0.17%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.18
Aug 16
◎Open Interest
BloFin$100.4K
Gate.io$92.0K⚡Funding APR
+6.02%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
BloFin$13.1KGate.io$44.3KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.