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updated 9:04:04 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.77%
1d Period Avg+8.99%
LONG Gate.io · now
+2.63%
1d avg:+2.41%
SHORT Extended · now
+11.40%
1d avg:+11.40%
Entry Spread Now
+0.006%
NeutralL 0.1126 · S 0.1126
24h range −0.20%…+0.20% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$12.01
−0.12%
$Avg Daily PnL
+$1.50
+0.0150%
★Best Day
+$2.73
Aug 17
◎Open Interest
Gate.io$221.7K
Extended$8.1K⚡Funding APR
+5.46%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
10.0d
to break even
◧24h Volume
Gate.io$150.4KExtended$155.6KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.