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updated 8:08:55 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−47.18%
3d Period Avg−61.30%
swing±28.52%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT Variational · now
−36.22%
3d avg:−50.34%
Entry Spread Now
−0.223%
Against youL 0.07163 · S 0.07147−$22.34 if it converges
24h range −0.68%…+0.50% · median −0.09%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$60.35
−0.60%
$Avg Daily PnL
−$16.78
−0.1678%
★Best Day
−$14.14
Sep 13
◎Open Interest
Gate.io$149.3K
Variational$40.7K⚡Funding APR
−61.26%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$22.4KVariational$5.4KLoading 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.