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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 ~5.7d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.78%
3d Period Avg+10.84%
swing±3.11%
LONG Gate.io · now
+0.33%
3d avg:+9.36%
SHORT BloFin · now
+24.11%
3d avg:+20.20%
Entry Spread Now
−0.043%
Against youL ask 69.9100 · S bid 69.8800−$4.29 at entry
24h range −0.37%…+0.38% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$28.22
−0.28%
$Avg Daily PnL
+$2.97
+0.0297%
★Best Day
+$3.27
Oct 2
◎Open Interest
⚡Funding APR
+10.83%
annualized · funding only
⚠Execution Cost
−$37.12
entry + exit fees
⏱Payback
12.5d
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 + live L2 orderbook slippage on both legs (−$37.12 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.