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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 ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+91.63%
3d Period Avg−12.57%
swing±114.11%
LONG Gate.io · now
−49.53%
3d avg:+34.08%
SHORT Variational · now
+42.10%
3d avg:+21.51%
Entry Spread Now
−0.041%
Eaten by executionL 0.1234 · S 0.1234−$4.05 if it converges
24h range −1.24%…+0.48% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$25.33
−0.25%
$Avg Daily PnL
−$3.44
−0.0344%
★Best Day
+$2.99
Sep 30
◎Open Interest
Gate.io$17.5K
Variational$127⚡Funding APR
−12.56%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$38.7KVariational$4.0KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.