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updated 4:00:13 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
+128.20%
3d Period Avg+116.90%
LONG Gate.io · now
+10.96%
3d avg:−1.59%
SHORT Variational · now
+139.16%
3d avg:+115.31%
Entry Spread Now
+0.420%
In your favorL 1.2584 · S 1.2637+$41.99 if it converges
24h range −0.95%…+1.04% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$90.09
+0.90%
$Avg Daily PnL
+$25.02
+0.2502%
★Best Day
+$64.85
Jul 15
◎Open Interest
⚡Funding APR
+91.33%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
9.6h
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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.