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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.31%
3d Period Avg+28.77%
swing±5.41%
LONG Gate.io · now
+3.94%
3d avg:+8.49%
SHORT BloFin · now
+37.26%
3d avg:+37.26%
Entry Spread Now
−0.117%
Eaten by executionL 0.01029 · S 0.01028−$11.66 if it converges
24h range −1.04%…+0.91% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$3.37
−0.03%
$Avg Daily PnL
+$7.88
+0.0788%
★Best Day
+$7.62
Sep 27
◎Open Interest
⚡Funding APR
+28.75%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
3.4d
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.