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updated 4:20:21 AMFunding Arbitrage Backtester
Size$
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
+0.00%
3d Period Avg−32.55%
LONG LBank · now
+10.96%
3d avg:+7.24%
SHORT Gate.io · now
+10.96%
3d avg:−25.31%
Entry Spread Now
+0.150%
In your favorL 0.2005 · S 0.2008+$14.96 if it converges
24h range −0.26%…+0.26% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$39.75
−0.40%
$Avg Daily PnL
−$5.92
−0.0592%
★Best Day
+$1.04
Aug 15
◎Open Interest
LBank—
Gate.io$60.2K⚡Funding APR
−21.60%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
LBank$1.29MGate.io$107.7KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.