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updated 2:11:29 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
+159.56%
7d Period Avg+117.24%
LONG Gate.io · now
+10.96%
7d avg:+2.93%
SHORT Variational · now
+170.52%
7d avg:+120.17%
Entry Spread Now
+0.028%
Eaten by executionL 1.2480 · S 1.2483+$2.77 if it converges
24h range −0.95%…+0.64% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$230.11
+2.30%
$Avg Daily PnL
+$30.01
+0.3001%
★Best Day
+$64.85
Jul 15
◎Open Interest
⚡Funding APR
+109.55%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
7.9h
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.