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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~3.4d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+26.70%
3d Period Avg+19.42%
swingΒ±38.59%
LONG Gate.io Β· now
β95.99%
3d avg:β105.96%
SHORT Binance Futures Β· now
β69.29%
3d avg:β86.54%
Entry Spread Now
β0.029%
Eaten by executionL 2.4017 Β· S 2.4010β$2.91 if it converges
24h range β1.35%β¦+1.97% Β· median β0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$9.05
β0.09%
$Avg Daily PnL
+$5.32
+0.0532%
β
Best Day
+$7.19
Oct 10
βOpen Interest
β‘Funding APR
+19.40%
annualized Β· funding only
β Execution Cost
β$25.00
entry + exit fees
β±Payback
4.7d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$25.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.