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updated 7:19:29 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.46%
LONG Variational · now
+0.00%
3d avg:−1.85%
SHORT Gate.io · now
+10.96%
3d avg:+8.61%
Entry Spread Now
+0.294%
In your favorL 362.4440 · S 363.5100+$29.41 if it converges
24h range −0.02%…+0.35% · median +0.18%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$1.41
−0.01%
$Avg Daily PnL
+$2.15
+0.0215%
★Best Day
+$3.00
Aug 16
◎Open Interest
Variational$154.9K
Gate.io$733.3K⚡Funding APR
+7.84%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
4.7d
to break even
◧24h Volume
Variational$61.5KGate.io$273.5KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.