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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 ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.38%
3d Period Avg+4.20%
swing±58.92%
LONG Gate.io · now
−25.42%
3d avg:+46.70%
SHORT CoinW · now
+10.96%
3d avg:+50.90%
Entry Spread Now
−0.292%
Against youL 0.6370 · S 0.6351−$29.20 if it converges
24h range −1.05%…+1.29% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$32.23
−0.32%
$Avg Daily PnL
−$1.31
−0.0131%
★Best Day
+$5.80
Sep 21
◎Open Interest
⚡Funding APR
−4.77%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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.