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updated 1:19:06 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.25%
30d Period Avg−5.07%
LONG Gate.io · now
−19.18%
30d avg:+7.26%
SHORT BloFin · now
+10.07%
30d avg:+2.19%
Entry Spread Now
+0.144%
In your favorL 0.4170 · S 0.4176+$14.39 if it converges
24h range −0.22%…+0.29% · median +0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$63.97
−0.64%
$Avg Daily PnL
−$1.35
−0.0135%
★Best Day
+$8.49
Aug 5
◎Open Interest
Gate.io$240.4K
BloFin$262.1K⚡Funding APR
−4.94%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$20.5KBloFin$5.1KLoading 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.