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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 ~7.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+13.15%
3d Period Avg+50.57%
swing±57.79%
LONG Gate.io · now
+10.96%
3d avg:−35.67%
SHORT BloFin · now
+24.11%
3d avg:+14.90%
Entry Spread Now
−0.326%
Against youL 0.6758 · S 0.6736−$32.55 if it converges
24h range −0.56%…+0.28% · median −0.10%
Long pays every4hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$0.37
+0.00%
$Avg Daily PnL
+$8.88
+0.0888%
★Best Day
+$10.36
Sep 27
◎Open Interest
⚡Funding APR
+32.40%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
3.0d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.