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updated 12:57:14 AMFunding 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
−55.76%
3d Period Avg+23.17%
swing±65.34%
LONG Variational · now
+138.82%
3d avg:+50.42%
SHORT Gate.io · now
+83.06%
3d avg:+73.59%
Entry Spread Now
+0.125%
In your favorL 0.2008 · S 0.2010+$12.45 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
+$4.03
+0.04%
$Avg Daily PnL
+$4.76
+0.0476%
★Best Day
+$8.21
Sep 16
◎Open Interest
Variational$1.7K
Gate.io$911.7K⚡Funding APR
+17.36%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
3.1d
to break even
◧24h Volume
Variational$2.5KGate.io$666.5KLoading 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.