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updated 10:34:08 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~13d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.42%
3d Period Avg+7.57%
LONG Gate.io · now
+3.29%
3d avg:+4.15%
SHORT BloFin · now
+9.71%
3d avg:+11.72%
Entry Spread Now
−0.107%
Eaten by executionL 0.1119 · S 0.1118−$10.72 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
−$15.81
−0.16%
$Avg Daily PnL
+$2.06
+0.0206%
★Best Day
+$3.50
Aug 17
◎Open Interest
Gate.io$218.2K
BloFin$195.8K⚡Funding APR
+7.53%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
10.7d
to break even
◧24h Volume
Gate.io$147.3KBloFin$2.4KLoading 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.