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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.2d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+67.89%
3d Period Avg+26.96%
swingΒ±32.55%
LONG Binance Futures Β· now
β83.67%
3d avg:β46.41%
SHORT Bitget Β· now
β15.78%
3d avg:β19.45%
Entry Spread Now
β0.072%
Eaten by executionL 0.4170 Β· S 0.4167β$7.19 if it converges
24h range β1.22%β¦+1.40% Β· median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$0.97
β0.01%
$Avg Daily PnL
+$7.01
+0.0701%
β
Best Day
+$10.15
Oct 9
βOpen Interest
Binance Futures$9.39M
Bitget$1.24Mβ‘Funding APR
+25.59%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
3.1d
to break even
β§24h Volume
Binance Futures$45.00MBitget$2.21MLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.