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updated 8:48:15 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%
30d Period Avg+18.32%
LONG BitMart · now
−4.14%
30d avg:−7.36%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.123%
In your favorL 564.2677 · S 564.9600+$12.27 if it converges
24h range −0.58%…+0.40% · median −0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$109.04
+1.09%
$Avg Daily PnL
+$4.37
+0.0437%
★Best Day
+$12.70
Jun 30
◎Open Interest
⚡Funding APR
+15.94%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.0d
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.