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updated 9:29:14 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.51%
1d Period Avg+13.15%
LONG Gate.io · now
−3.73%
1d avg:−0.44%
SHORT BloFin · now
+14.79%
1d avg:+12.71%
Entry Spread Now
−0.160%
Against youL 0.1122 · S 0.1120−$16.05 if it converges
24h range −0.45%…+0.48% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.50
−0.18%
$Avg Daily PnL
+$3.50
+0.0350%
★Best Day
+$3.50
Aug 17
◎Open Interest
Gate.io$220.8K
BloFin$197.3K⚡Funding APR
+12.78%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.3d
to break even
◧24h Volume
Gate.io$150.5KBloFin$2.5KLoading 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.