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updated 11:24:04 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−183.75%
3d Period Avg+26.54%
swing±74.27%
LONG Variational · now
+328.60%
3d avg:+45.90%
SHORT Gate.io · now
+144.86%
3d avg:+72.44%
Entry Spread Now
−0.446%
Against youL 0.2016 · S 0.2007−$44.64 if it converges
24h range −0.71%…+0.17% · median −0.12%
Long pays every4hShort pays every4h
LONGmaker0%/taker0%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$6.80
+0.07%
$Avg Daily PnL
+$7.27
+0.0727%
★Best Day
+$11.69
Sep 16
◎Open Interest
Variational$1.8K
Gate.io$909.6K⚡Funding APR
+26.53%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
Variational$2.4KGate.io$654.4KLoading 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.