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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 ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.18%
3d Period Avg+35.11%
swing±4.83%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+30.18%
3d avg:+35.11%
Entry Spread Now
+0.025%
Eaten by executionL 118.9800 · S 119.0100+$2.52 if it converges
24h range −0.35%…+0.58% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$1.84
+0.02%
$Avg Daily PnL
+$9.61
+0.0961%
★Best Day
+$10.04
Sep 30
◎Open Interest
⚡Funding APR
+35.09%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.8d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.