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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~1.7d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+54.33%
3d Period Avg+7.45%
swingΒ±34.16%
LONG Gate.io Β· now
β598.72%
3d avg:β125.20%
SHORT Binance Futures Β· now
β544.39%
3d avg:β117.75%
Entry Spread Now
β0.003%
NeutralL 0.9601 Β· S 0.9601
24h range β1.33%β¦+3.84% Β· median β0.04%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$20.58
β0.21%
$Avg Daily PnL
+$1.47
+0.0147%
β
Best Day
+$5.65
Oct 8
βOpen Interest
Gate.io$1.14M
Binance Futures$12.37Mβ‘Funding APR
+5.38%
annualized Β· funding only
β Execution Cost
β$25.00
entry + exit fees
β±Payback
17.0d
to break even
β§24h Volume
Gate.io$18.58MBinance Futures$260.14MLoading Cumulative PnLβ¦
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 (β$25.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.