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updated 7:21:18 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.21%
3d Period Avg+14.69%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Pionex · nowJELLYJELLY_USDT_PERP
+47.17%
3d avg:+25.65%
Entry Spread Now
+0.143%
In your favorL 0.05769 · S 0.05777+$14.28 if it converges
24h range −0.14%…+0.52% · median +0.23%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$7.94
−0.08%
$Avg Daily PnL
+$3.02
+0.0302%
★Best Day
+$7.82
Aug 15
◎Open Interest
Gate.io$2.10M
Pionex$5.9K⚡Funding APR
+11.01%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
6.6d
to break even
◧24h Volume
Gate.io$51.6KPionex$7.2KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.