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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 ~0.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+190.64%
3d Period Avg+26.17%
swing±94.39%
LONG Gate.io · now
+10.96%
3d avg:+21.94%
SHORT Binance Futures · now
+201.59%
3d avg:+48.11%
Entry Spread Now
−0.090%
Eaten by executionL 0.01564 · S 0.01562−$8.95 if it converges
24h range −0.85%…+0.22% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$3.50
−0.04%
$Avg Daily PnL
+$7.17
+0.0717%
★Best Day
+$9.54
Oct 28
◎Open Interest
⚡Funding APR
+26.16%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
3.5d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.