β Back to Screener
updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~2.7d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+33.77%
7d Period Avgβ8.80%
swingΒ±75.10%
LONG Gate.io Β· now
β84.59%
7d avg:β132.54%
SHORT Binance Futures Β· now
β50.83%
7d avg:β141.34%
Entry Spread Now
β0.004%
NeutralL 2.4231 Β· S 2.4230
24h range β1.35%β¦+1.97% Β· median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$41.87
β0.42%
$Avg Daily PnL
β$2.41
β0.0241%
β
Best Day
+$11.89
Oct 7
βOpen Interest
Gate.io$587.0K
Binance Futures$8.31Mβ‘Funding APR
β8.79%
annualized Β· funding only
β Execution Cost
β$25.00
entry + exit fees
β±Payback
never
to break even
β§24h Volume
Gate.io$1.11MBinance Futures$42.83MLoading 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.