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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 ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+9.03%
7d Period Avg+20.53%
swing±41.96%
LONG Gate.io · now
+10.96%
7d avg:+22.07%
SHORT Binance Futures · now
+19.99%
7d avg:+42.60%
Entry Spread Now
−0.057%
Eaten by executionL 0.01749 · S 0.01748−$5.72 if it converges
24h range −0.35%…+0.28% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$14.34
+0.14%
$Avg Daily PnL
+$5.62
+0.0562%
★Best Day
+$15.17
Oct 10
◎Open Interest
⚡Funding APR
+20.51%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
4.5d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.