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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 ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+1635.57%
7d Period Avg+37.92%
swing±288.42%
LONG BloFin · now
−2593.14%
7d avg:−78.15%
SHORT Gate.io · now
−957.58%
7d avg:−40.23%
Entry Spread Now
−12.179%
Against youL 0.002605 · S 0.002288−$1217.90 if it converges
24h range −4.99%…−0.04% · median −1.87%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$133.79
+1.34%
$Avg Daily PnL
+$26.80
+0.2680%
★Best Day
+$90.09
Sep 18
◎Open Interest
⚡Funding APR
+97.81%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.0d
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.