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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 ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+39.52%
7d Period Avg+23.28%
swing±58.64%
LONG Gate.io · now
+10.96%
7d avg:+48.80%
SHORT BloFin · now
+50.48%
7d avg:+72.08%
Entry Spread Now
−0.018%
NeutralL 0.5708 · S 0.5707
24h range −0.61%…+0.59% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$13.99
+0.14%
$Avg Daily PnL
+$5.86
+0.0586%
★Best Day
+$15.24
Sep 24
◎Open Interest
⚡Funding APR
+21.37%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
4.6d
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.