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updated 1:21:33 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.39%
30d Period Avg+19.54%
LONG Gate.io · now
−10.63%
30d avg:+4.17%
SHORT BloFin · now
+16.76%
30d avg:+23.71%
Entry Spread Now
−0.015%
NeutralL 0.06483 · S 0.06482
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
+$142.70
+1.43%
$Avg Daily PnL
+$5.31
+0.0531%
★Best Day
+$8.18
Aug 8
◎Open Interest
Gate.io$1.13M
BloFin$1.04M⚡Funding APR
+19.39%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.1d
to break even
◧24h Volume
Gate.io$215.8KBloFin$396.3KLoading 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.