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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 ~1.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+61.58%
3d Period Avg+1.59%
swing±6.73%
LONG Gate.io · now
−50.19%
3d avg:+9.81%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
−0.135%
Against youL 0.08677 · S 0.08665−$13.49 if it converges
24h range −2.90%…+1.31% · median −0.09%
Long pays every4hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$17.81
−0.18%
$Avg Daily PnL
+$0.73
+0.0073%
★Best Day
+$1.61
Oct 1
◎Open Interest
⚡Funding APR
+2.66%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
27.4d
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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.