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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 ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+27.61%
7d Period Avg+66.09%
swing±63.55%
LONG Bitget · now
+10.96%
7d avg:+27.28%
SHORT Gate.io · now
+38.57%
7d avg:+93.37%
Entry Spread Now
−0.270%
Against youL 0.2003 · S 0.1998−$26.95 if it converges
24h range −0.91%…+1.11% · median −0.38%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$99.67
+1.00%
$Avg Daily PnL
+$18.10
+0.1810%
★Best Day
+$34.13
Sep 25
◎Open Interest
⚡Funding APR
+66.05%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.5d
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.