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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 ~23d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.86%
3d Period Avg+7.82%
swing±4.44%
LONG Binance Futures · now
−15.87%
3d avg:−15.79%
SHORT Gate.io · now
−7.01%
3d avg:−7.97%
Entry Spread Now
+0.063%
Eaten by executionL 239.5300 · S 239.6800+$6.26 if it converges
24h range −0.66%…+0.51% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$49.76
−0.50%
$Avg Daily PnL
+$1.71
+0.0171%
★Best Day
+$2.74
Oct 8
◎Open Interest
⚡Funding APR
+6.26%
annualized · funding only
⚠Execution Cost
−$54.90
entry + exit fees
⏱Payback
1.1mo
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 (−$54.90 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.