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updated 2:32:43 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.44%
3d Period Avg+12.01%
LONG Gate.io · now
−2.63%
3d avg:+8.07%
SHORT BloFin · now
+20.81%
3d avg:+20.08%
Entry Spread Now
−0.062%
Eaten by executionL 0.06485 · S 0.06481−$6.17 if it converges
24h range −0.18%…+0.36% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$9.64
−0.10%
$Avg Daily PnL
+$3.09
+0.0309%
★Best Day
+$5.19
Aug 15
◎Open Interest
Gate.io$1.13M
BloFin$1.03M⚡Funding APR
+11.28%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
7.1d
to break even
◧24h Volume
Gate.io$231.1KBloFin$438.6KLoading 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.