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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.46%
7d Period Avg+52.71%
swing±69.85%
LONG BingX · now
−19.50%
7d avg:−72.22%
SHORT Gate.io · now
+10.96%
7d avg:−19.51%
Entry Spread Now
−0.428%
Against youL 0.0009822 · S 0.0009780−$42.76 if it converges
24h range −0.24%…+0.19% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$76.01
+0.76%
$Avg Daily PnL
+$14.43
+0.1443%
★Best Day
+$48.51
Sep 21
◎Open Interest
⚡Funding APR
+52.67%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
Loading 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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.