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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%
30d Period Avg−13.53%
swing±48.52%
LONG BingX · now
+7.67%
30d avg:−4.89%
SHORT Gate.io · now
+10.96%
30d avg:−18.42%
Entry Spread Now
−0.094%
Eaten by executionL 0.1283 · S 0.1282−$9.35 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
−$134.24
−1.34%
$Avg Daily PnL
−$3.64
−0.0364%
★Best Day
+$8.23
Sep 17
◎Open Interest
⚡Funding APR
−13.29%
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.