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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 ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.29%
3d Period Avg−3.10%
swing±26.20%
LONG BingX · now
+7.67%
3d avg:−0.56%
SHORT Gate.io · now
+10.96%
3d avg:−3.66%
Entry Spread Now
+0.109%
Eaten by executionL 0.1281 · S 0.1282+$10.93 if it converges
24h range −0.38%…+0.39% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$27.55
−0.28%
$Avg Daily PnL
−$0.85
−0.0085%
★Best Day
+$2.20
Sep 29
◎Open Interest
⚡Funding APR
−3.10%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
never
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.