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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 ~25d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.01%
3d Period Avg−1.72%
swing±11.20%
LONG BloFin · now
+6.95%
3d avg:+8.62%
SHORT Gate.io · now
+10.96%
3d avg:+6.90%
Entry Spread Now
−0.266%
Against youL 0.1126 · S 0.1123−$26.64 if it converges
24h range −0.36%…+1.72% · median +0.05%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$28.41
−0.28%
$Avg Daily PnL
−$0.47
−0.0047%
★Best Day
+$0.47
Sep 29
◎Open Interest
⚡Funding APR
−1.72%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
never
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.