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updated 7:18:57 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
+0.00%
3d Period Avg−0.56%
LONG Gate.io · now
+10.96%
3d avg:+9.14%
SHORT Variational · now
+10.96%
3d avg:+8.58%
Entry Spread Now
−0.094%
Against youL 1.5495 · S 1.5480−$9.39 if it converges
24h range −1.06%…+0.92% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
−$10.44
−0.10%
$Avg Daily PnL
−$0.11
−0.0011%
★Best Day
+$0.69
Aug 24
◎Open Interest
Gate.io$469.7K
Variational$135.8K⚡Funding APR
−0.40%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$376.7KVariational$35.1KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.