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updated 2:39:40 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.70%
30d Period Avg+19.66%
LONG BloFin · now
−21.74%
30d avg:−11.14%
SHORT Gate.io · now
+10.96%
30d avg:+8.52%
Entry Spread Now
−0.028%
Eaten by executionL 938.7700 · S 938.5100−$2.77 if it converges
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
+$139.50
+1.40%
$Avg Daily PnL
+$5.21
+0.0521%
★Best Day
+$10.68
Aug 10
◎Open Interest
BloFin$238.1K
Gate.io$3.37M⚡Funding APR
+19.02%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
BloFin$127.3KGate.io$1.87MLoading 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.