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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 ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+54.13%
3d Period Avg+54.62%
swing±37.45%
LONG Binance Futures · now
+10.96%
3d avg:+22.39%
SHORT Gate.io · now
+65.09%
3d avg:+77.01%
Entry Spread Now
+0.215%
In your favorL 0.05570 · S 0.05582+$21.54 if it converges
24h range −2.73%…+3.13% · median −0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$23.01
+0.23%
$Avg Daily PnL
+$16.00
+0.1600%
★Best Day
+$23.47
Sep 23
◎Open Interest
⚡Funding APR
+58.42%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.6d
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.