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updated 7:19:56 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
−71.77%
3d Period Avg+5.14%
LONG Extended · now
−17.53%
3d avg:+2.34%
SHORT Gate.io · now
−89.30%
3d avg:+7.48%
Entry Spread Now
+0.030%
Eaten by executionL 2.8621 · S 2.8630+$3.02 if it converges
24h range −0.17%…+0.43% · median +0.17%
Long pays every1hShort pays every8h
LONGmaker0%/taker0.025%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.12
−0.12%
$Avg Daily PnL
+$0.72
+0.0072%
★Best Day
+$2.78
Aug 16
◎Open Interest
Extended$92.2K
Gate.io$71.3K⚡Funding APR
+2.63%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
20.8d
to break even
◧24h Volume
Extended$571.1KGate.io$23.1KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.