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updated 8:02:19 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−10.96%
3d Period Avg−5.86%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT LBank · now
+0.00%
3d avg:+5.10%
Entry Spread Now
−0.155%
Against youL 393.7100 · S 393.1000−$15.49 if it converges
24h range −0.82%…+0.70% · median +0.21%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.03
−0.28%
$Avg Daily PnL
−$2.01
−0.0201%
★Best Day
−$1.03
Aug 17
◎Open Interest
Gate.io$70.3K
LBank—⚡Funding APR
−7.34%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$100.5KLBank$1.69MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.