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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+120.86%
3d Period Avg−30.38%
swing±37.62%
LONG Bitget · now
+0.00%
3d avg:+56.64%
SHORT Gate.io · now
+120.86%
3d avg:+26.26%
Entry Spread Now
−0.297%
Against youL 35.6460 · S 35.5400−$29.74 if it converges
24h range −0.47%…+0.41% · median −0.19%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$51.95
−0.52%
$Avg Daily PnL
−$8.32
−0.0832%
★Best Day
+$0.00
Sep 28
◎Open Interest
⚡Funding APR
−30.36%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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.