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updated 1:20:48 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+3.30%
swing±9.20%
LONG LBank · now
+10.96%
3d avg:+7.66%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.177%
Against youL 0.1297 · S 0.1295−$17.73 if it converges
24h range −0.43%…+0.55% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.29
−0.19%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$2.60
Sep 10
◎Open Interest
LBank—
Gate.io$206.3K⚡Funding APR
+2.47%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.1mo
to break even
◧24h Volume
LBank$256.6KGate.io$151.3KLoading 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.