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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 ~8.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.30%
3d Period Avg+2.00%
swing±7.14%
LONG Binance Futures · now
+10.96%
3d avg:+10.96%
SHORT Gate.io · now
+21.26%
3d avg:+12.96%
Entry Spread Now
−0.191%
Against youL 0.05234 · S 0.05224−$19.11 if it converges
24h range −0.41%…+0.42% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$23.45
−0.23%
$Avg Daily PnL
+$0.52
+0.0052%
★Best Day
+$1.34
Sep 29
◎Open Interest
⚡Funding APR
+1.89%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.6mo
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.