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updated 10:30:51 PMFunding Arbitrage Backtester
Size$
R-trip cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+15.09%
3d Period Avg+15.10%
LONG BitMart · now
−4.14%
3d avg:−4.14%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.054%
Eaten by executionL 567.6219 · S 567.9300+$5.43 if it converges
24h range −0.58%…+0.40% · median −0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$9.23
−0.09%
$Avg Daily PnL
+$3.19
+0.0319%
★Best Day
+$4.13
Jul 21
◎Open Interest
⚡Funding APR
+11.66%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.9d
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.