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updated 7:18:56 PMFunding 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
−46.02%
3d Period Avg−35.12%
LONG TxFlow · now
+10.96%
3d avg:+6.30%
SHORT Gate.io · now
−35.06%
3d avg:−28.82%
Entry Spread Now
+0.375%
In your favorL 0.03730 · S 0.03744+$37.53 if it converges
24h range −0.16%…+1.42% · median +0.29%
Long pays every1hShort pays every4h
LONGmaker0.015%/taker0.045%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$38.77
−0.39%
$Avg Daily PnL
−$4.94
−0.0494%
★Best Day
+$1.50
Aug 15
◎Open Interest
TxFlow$7.5K
Gate.io$157.8K⚡Funding APR
−18.04%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
TxFlow$56.2KGate.io$207.9KLoading 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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.