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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 ~24d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+3.75%
7d Period Avg+8.78%
swing±54.07%
LONG Binance Futures · now
−16.79%
7d avg:−78.30%
SHORT Gate.io · now
−13.04%
7d avg:−69.52%
Entry Spread Now
−0.187%
Against youL 241.0201 · S 240.5700−$18.67 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
−$2.80
−0.03%
$Avg Daily PnL
+$3.17
+0.0317%
★Best Day
+$6.60
Oct 7
◎Open Interest
⚡Funding APR
+11.58%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
7.9d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.