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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 ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+52.87%
30d Period Avg+0.32%
swing±21.55%
LONG Gate.io · now
−44.49%
30d avg:+9.71%
SHORT BloFin · now
+8.39%
30d avg:+10.03%
Entry Spread Now
−0.071%
Eaten by executionL 1.4000 · S 1.3990−$7.14 if it converges
24h range −0.15%…+3.58% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$25.22
−0.25%
$Avg Daily PnL
+$0.06
+0.0006%
★Best Day
+$4.85
Oct 7
◎Open Interest
⚡Funding APR
+0.22%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
15.2mo
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.