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updated 6:11:29 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~124d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.44%
3d Period Avg+5.71%
LONG Gate.io · now
+10.96%
3d avg:+5.69%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
+0.024%
Eaten by executionL 0.1121 · S 0.1121+$2.39 if it converges
24h range −0.24%…+0.40% · median −0.03%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$9.92
−0.10%
$Avg Daily PnL
+$1.27
+0.0127%
★Best Day
+$2.07
Aug 15
◎Open Interest
Gate.io$224.8K
Extended$8.2K⚡Funding APR
+4.64%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
11.8d
to break even
◧24h Volume
Gate.io$154.9KExtended$47.2KLoading 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.