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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 ~0.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+230.33%
3d Period Avg+123.05%
swing±91.18%
LONG Bitget · now
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+241.28%
3d avg:+134.01%
Entry Spread Now
−0.338%
Against youL 0.04148 · S 0.04134−$33.75 if it converges
24h range −1.19%…+1.35% · median −0.20%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$74.07
+0.74%
$Avg Daily PnL
+$33.69
+0.3369%
★Best Day
+$34.91
Sep 27
◎Open Interest
⚡Funding APR
+122.97%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
19.2h
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.