β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β265.35%
3d Period Avgβ28.90%
swingΒ±50.06%
LONG Binance Futures Β· now
β388.60%
3d avg:β68.15%
SHORT Gate.io Β· now
β653.94%
3d avg:β97.05%
Entry Spread Now
+0.000%
NeutralL 0.05675 Β· S 0.05675
24h range β1.51%β¦+1.77% Β· median β0.04%
Long pays every1hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Sparse settlements: long 21%, short 19% of expected. KPIs may be noisy.
Loading Funding Historyβ¦
βTotal PnL
β$26.14
β0.26%
$Avg Daily PnL
β$0.38
β0.0038%
β
Best Day
+$0.00
Oct 7
βOpen Interest
Binance Futures$12.11M
Gate.io$610.9Kβ‘Funding APR
β1.39%
annualized Β· funding only
β Execution Cost
β$25.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Binance Futures$268.43MGate.io$13.01MLoading Cumulative PnLβ¦
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 (β$25.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.