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updated 3:58:14 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~11d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.11%
3d Period Avg−45.58%
LONG Gate.io · now
−65.53%
3d avg:−60.69%
SHORT Bitunix · now
−39.42%
3d avg:−106.27%
Entry Spread Now
−0.049%
Eaten by executionL 2.0510 · S 2.0500−$4.88 if it converges
24h range −0.34%…+0.53% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$98.49
−0.98%
$Avg Daily PnL
−$4.83
−0.0483%
★Best Day
+$0.36
Aug 17
◎Open Interest
⚡Funding APR
−17.63%
annualized · funding only
⚠Execution Cost
−$79.17
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 (−$79.17 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.