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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+172.03%
30d Period Avg+6.60%
swing±34.98%
LONG Gate.io · now
−147.93%
30d avg:+1.54%
SHORT BloFin · now
+24.11%
30d avg:+8.14%
Entry Spread Now
−0.134%
Eaten by executionL 0.6735 · S 0.6726−$13.36 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
+$12.22
+0.12%
$Avg Daily PnL
+$1.31
+0.0131%
★Best Day
+$16.47
Sep 16
◎Open Interest
Gate.io$443.3K
BloFin$95.8K⚡Funding APR
+4.77%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
20.6d
to break even
◧24h Volume
Gate.io$128.8KBloFin$200.9KLoading 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.