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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 never covers this cost
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
β168.54%
7d Period Avg+2.24%
swingΒ±32.60%
LONG Gate.io Β· now
β563.65%
7d avg:β91.81%
SHORT Binance Futures Β· now
β732.19%
7d avg:β89.57%
Entry Spread Now
+0.005%
NeutralL 0.9720 Β· S 0.9721
24h range β1.33%β¦+3.84% Β· median β0.06%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$22.35
β0.22%
$Avg Daily PnL
+$0.38
+0.0038%
β
Best Day
+$5.65
Oct 8
βOpen Interest
Gate.io$1.17M
Binance Futures$12.68Mβ‘Funding APR
+1.38%
annualized Β· funding only
β Execution Cost
β$25.00
entry + exit fees
β±Payback
2.2mo
to break even
β§24h Volume
Gate.io$19.29MBinance Futures$285.05MLoading 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.