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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 ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+564.61%
3d Period Avg+32.56%
swing±100.28%
LONG Binance Futures · now
+32.13%
3d avg:+41.21%
SHORT Gate.io · now
+596.75%
3d avg:+73.77%
Entry Spread Now
+0.133%
In your favorL 0.006002 · S 0.006010+$13.33 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
−$6.81
−0.07%
$Avg Daily PnL
+$6.06
+0.0606%
★Best Day
+$18.04
Oct 3
◎Open Interest
⚡Funding APR
+22.13%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
4.1d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.