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updated 4:28:48 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.16%
3d Period Avg+25.00%
LONG BloFin · now
−22.21%
3d avg:−21.46%
SHORT Gate.io · now
+10.96%
3d avg:+3.54%
Entry Spread Now
−0.014%
NeutralL 940.1000 · S 939.9700
24h range −0.19%…+0.12% · median −0.11%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$1.46
−0.01%
$Avg Daily PnL
+$5.14
+0.0514%
★Best Day
+$8.31
Aug 15
◎Open Interest
BloFin$243.0K
Gate.io$3.34M⚡Funding APR
+18.74%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.3d
to break even
◧24h Volume
BloFin$131.8KGate.io$1.99MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.