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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 ~19d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.16%
30d Period Avg+30.20%
swing±38.73%
LONG Gate.io · now
+1.10%
30d avg:+21.54%
SHORT BloFin · now
+37.26%
30d avg:+51.74%
Entry Spread Now
+0.068%
Eaten by executionL 0.1469 · S 0.1470+$6.81 if it converges
24h range −2.22%…+2.59% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Limited funding history — chart clipped to available data
- BloFin (Short): data starts Sep 1, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$30.77
+0.31%
$Avg Daily PnL
+$7.18
+0.0718%
★Best Day
+$23.82
Sep 3
◎Open Interest
Gate.io$2.70M
BloFin$1.68M⚡Funding APR
+26.21%
annualized · funding only
⚠Execution Cost
−$184.62
entry + exit fees
⏱Payback
25.7d
to break even
◧24h Volume
Gate.io$6.39MBloFin$1.86MLoading 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 (−$184.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.