← Back to Screener
updated 2:28:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~37d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.17%
3d Period Avg−2.02%
LONG Gate.io · now
+8.99%
3d avg:+6.90%
SHORT BloFin · now
+11.15%
3d avg:+4.88%
Entry Spread Now
+0.072%
Eaten by executionL 0.4180 · S 0.4183+$7.18 if it converges
24h range −0.22%…+0.41% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.86
−0.27%
$Avg Daily PnL
−$1.22
−0.0122%
★Best Day
+$1.08
Aug 16
◎Open Interest
Gate.io$241.8K
BloFin$262.1K⚡Funding APR
−4.43%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$22.4KBloFin$5.6KLoading 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.