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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+76.05%
7d Period Avg+37.29%
swing±45.50%
LONG Gate.io · now
+0.00%
7d avg:+11.24%
SHORT Bitget · nowNATGASUSDT
+76.05%
7d avg:+48.53%
Entry Spread Now
+0.064%
Eaten by executionL 3.1130 · S 3.1150+$6.42 if it converges
24h range −0.41%…+0.09% · median +0.00%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$53.21
+0.53%
$Avg Daily PnL
+$11.46
+0.1146%
★Best Day
+$26.16
Sep 21
◎Open Interest
⚡Funding APR
+41.82%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.4d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.