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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 ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.55%
3d Period Avg+11.59%
swing±19.58%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT BloFin · now
+14.51%
3d avg:+22.55%
Entry Spread Now
+0.089%
Eaten by executionL 0.05587 · S 0.05592+$8.95 if it converges
24h range −0.28%…+0.78% · median +0.27%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$17.48
−0.17%
$Avg Daily PnL
+$3.17
+0.0317%
★Best Day
+$6.75
Sep 29
◎Open Interest
⚡Funding APR
+11.58%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
8.5d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.