← Back to Screener
updated 8:02:37 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−10.96%
3d Period Avg−10.96%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT LBank · now
+0.00%
3d avg:+0.00%
Entry Spread Now
+0.748%
In your favorL 28.3580 · S 28.5700+$74.76 if it converges
24h range −0.21%…+0.41% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$31.00
−0.31%
$Avg Daily PnL
−$2.25
−0.0225%
★Best Day
+$0.00
Aug 14
◎Open Interest
Gate.io$748.4K
LBank—⚡Funding APR
−8.21%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$345.6KLBank$1.75MLoading 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.