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updated 11:16:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.58%
1d Period Avg+43.65%
LONG Gate.io · now
−7.23%
1d avg:+0.05%
SHORT Reya · nowLINKRUSDPERP
+47.34%
1d avg:+43.70%
Entry Spread Now
+0.016%
NeutralL 9.4160 · S 9.4175
24h range −0.37%…+0.24% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
−$8.89
−0.09%
$Avg Daily PnL
+$6.21
+0.0621%
★Best Day
+$7.10
Aug 16
◎Open Interest
Gate.io$129.39M
Reya$10.9K⚡Funding APR
+22.66%
annualized · funding only
⚠Execution Cost
−$21.31
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Gate.io$20.41MReya$24.0KLoading 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 (−$21.31 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.