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updated 4:32:32 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.08%
3d Period Avg+16.58%
LONG BloFin · now
+6.23%
3d avg:+10.28%
SHORT Gate.io · now
+65.31%
3d avg:+26.86%
Entry Spread Now
+0.444%
In your favorL 0.002704 · S 0.002716+$44.38 if it converges
24h range +0.18%…+0.60% · median +0.47%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$8.38
−0.08%
$Avg Daily PnL
+$3.41
+0.0341%
★Best Day
+$9.46
Aug 15
◎Open Interest
BloFin$199.8K
Gate.io$121.6K⚡Funding APR
+12.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
BloFin$260Gate.io$26.1KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.