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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 ~0.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+97.30%
7d Period Avg+44.48%
swing±30.89%
LONG Binance Futures · now
+10.96%
7d avg:+13.15%
SHORT Gate.io · now
+108.26%
7d avg:+57.63%
Entry Spread Now
−0.401%
Against youL 0.05988 · S 0.05964−$40.08 if it converges
24h range −0.67%…+0.94% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$59.92
+0.60%
$Avg Daily PnL
+$12.13
+0.1213%
★Best Day
+$21.17
Sep 27
◎Open Interest
⚡Funding APR
+44.28%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.1d
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.