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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 ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
3d Period Avg+28.46%
swing±31.44%
LONG Gate.io · now
+10.96%
3d avg:−6.37%
SHORT BloFin · now
+37.26%
3d avg:+22.09%
Entry Spread Now
−0.070%
Eaten by executionL 4.5800 · S 4.5768−$6.99 if it converges
24h range −0.52%…+0.61% · median −0.09%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.63
−0.04%
$Avg Daily PnL
+$7.79
+0.0779%
★Best Day
+$9.60
Sep 25
◎Open Interest
⚡Funding APR
+28.43%
annualized · funding only
⚠Execution Cost
−$27.00
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.