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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 ~1.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+71.00%
30d Period Avg+13.08%
swing±41.68%
LONG Gate.io · now
−60.05%
30d avg:−1.99%
SHORT BingX · now
+10.96%
30d avg:+11.09%
Entry Spread Now
+0.490%
In your favorL 0.06528 · S 0.06560+$49.02 if it converges
24h range −0.43%…+0.76% · median +0.10%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$83.49
+0.83%
$Avg Daily PnL
+$3.62
+0.0362%
★Best Day
+$29.69
Sep 4
◎Open Interest
⚡Funding APR
+13.20%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.9d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.