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updated —PONS Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+111.91%
3d Period Avg+14.02%
swing±71.96%
LONG Gate.io · now
−100.59%
3d avg:−2.64%
SHORT BloFin · now
+11.32%
3d avg:+11.38%
Entry Spread Now
−0.155%
Eaten by executionL 0.1293 · S 0.1291−$15.47 if it converges
24h range −0.96%…+1.49% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$56.03
−0.56%
$Avg Daily PnL
+$4.14
+0.0414%
★Best Day
+$14.44
Nov 13
◎Open Interest
Gate.io$8.58M
BloFin$665.5K⚡Funding APR
+15.10%
annualized · funding only
⚠Execution Cost
−$68.44
entry + exit fees
⏱Payback
16.5d
to break even
◧24h Volume
Gate.io$1.83MBloFin$326.7KLoading 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 (−$68.44 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.