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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 ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.63%
7d Period Avg+19.76%
swing±17.40%
LONG Gate.io · now
−8.88%
7d avg:−12.35%
SHORT BloFin · now
+23.76%
7d avg:+7.41%
Entry Spread Now
−0.007%
NeutralL 295.1300 · S 295.1100
24h range −1.35%…+1.42% · median +0.01%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$10.87
+0.11%
$Avg Daily PnL
+$5.41
+0.0541%
★Best Day
+$9.89
Sep 28
◎Open Interest
⚡Funding APR
+19.75%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.0d
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.