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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+67.72%
3d Period Avg+88.24%
swing±75.43%
LONG Gate.io · now
+19.29%
3d avg:+44.35%
SHORT MEXC · now
+87.00%
3d avg:+132.59%
Entry Spread Now
−0.164%
Against youL 0.1825 · S 0.1822−$16.44 if it converges
24h range −0.22%…+0.28% · median −0.03%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$49.71
+0.50%
$Avg Daily PnL
+$22.90
+0.2290%
★Best Day
+$26.13
Sep 26
◎Open Interest
⚡Funding APR
+83.60%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
19.9h
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.