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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.65%
7d Period Avg+19.22%
swing±26.47%
LONG Gate.io · now
+0.00%
7d avg:+2.77%
SHORT BloFin · now
+32.65%
7d avg:+21.99%
Entry Spread Now
−0.025%
Eaten by executionL 119.8800 · S 119.8500−$2.50 if it converges
24h range −0.53%…+0.88% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$9.84
+0.10%
$Avg Daily PnL
+$5.26
+0.0526%
★Best Day
+$10.04
Sep 30
◎Open Interest
⚡Funding APR
+19.21%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.1d
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.