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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−40.98%
3d Period Avg+45.62%
swing±42.44%
LONG Binance Futures · now
+10.96%
3d avg:−3.63%
SHORT Gate.io · now
−30.02%
3d avg:+41.99%
Entry Spread Now
−0.304%
Against youL 2.1194 · S 2.1130−$30.42 if it converges
24h range −4.11%…+3.40% · median −0.01%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$7.62
+0.08%
$Avg Daily PnL
+$10.87
+0.1087%
★Best Day
+$15.36
Sep 29
◎Open Interest
⚡Funding APR
+39.69%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.3d
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.