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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+255.31%
1d Period Avg+34.36%
swing±87.85%
LONG Binance Futures · now
+10.96%
1d avg:+76.71%
SHORT Gate.io · now
+266.27%
1d avg:+111.07%
Entry Spread Now
−0.125%
Eaten by executionL 0.005947 · S 0.005940−$12.48 if it converges
24h range −0.26%…+0.62% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$15.59
−0.16%
$Avg Daily PnL
+$9.41
+0.0941%
★Best Day
+$6.08
Oct 3
◎Open Interest
⚡Funding APR
+34.34%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.7d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.