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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 ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.09%
7d Period Avg+29.42%
swing±7.53%
LONG Gate.io · now
−11.83%
7d avg:+7.84%
SHORT BloFin · now
+37.26%
7d avg:+37.26%
Entry Spread Now
−0.207%
Against youL 0.01014 · S 0.01012−$20.71 if it converges
24h range −1.04%…+0.63% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$16.71
+0.17%
$Avg Daily PnL
+$8.28
+0.0828%
★Best Day
+$9.79
Sep 25
◎Open Interest
⚡Funding APR
+30.23%
annualized · funding only
⚠Execution Cost
−$41.26
entry + exit fees
⏱Payback
5.0d
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 (−$41.26 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.