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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 ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.67%
30d Period Avg+5.99%
swing±12.47%
LONG Binance Futures · now
+10.96%
30d avg:+10.68%
SHORT Gate.io · now
+34.63%
30d avg:+16.67%
Entry Spread Now
+0.053%
Eaten by executionL 0.1887 · S 0.1888+$5.30 if it converges
24h range −0.55%…+0.64% · median +0.02%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$25.18
+0.25%
$Avg Daily PnL
+$1.67
+0.0167%
★Best Day
+$11.36
Sep 21
◎Open Interest
⚡Funding APR
+6.11%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
14.9d
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.