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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
−32.65%
3d Period Avg+32.34%
swing±114.38%
LONG Gate.io · now
+43.61%
3d avg:+86.27%
SHORT BingX · now
+10.96%
3d avg:+118.61%
Entry Spread Now
+0.258%
In your favorL 0.07740 · S 0.07760+$25.84 if it converges
24h range −0.36%…+0.80% · median +0.30%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$17.13
−0.17%
$Avg Daily PnL
+$2.62
+0.0262%
★Best Day
+$26.66
Sep 25
◎Open Interest
⚡Funding APR
+9.58%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
9.5d
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.