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updated 2:37:21 AMFunding Arbitrage Backtester
Size$
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
+183.10%
30d Period Avg+29.46%
LONG Binance Futures · now
+10.96%
30d avg:+6.64%
SHORT Gate.io · now
+194.06%
30d avg:+36.10%
Entry Spread Now
−0.034%
Eaten by executionL 0.009413 · S 0.009410−$3.44 if it converges
24h range −0.80%…+0.49% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$221.94
+2.22%
$Avg Daily PnL
+$7.80
+0.0780%
★Best Day
+$29.71
Jul 30
◎Open Interest
⚡Funding APR
+28.49%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
2.6d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.