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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−1.63%
30d Period Avg−1.08%
swing±17.47%
LONG BloFin · now
+12.59%
30d avg:+10.53%
SHORT Gate.io · now
+10.96%
30d avg:+9.45%
Entry Spread Now
+0.357%
In your favorL 0.1234 · S 0.1238+$35.67 if it converges
24h range −0.36%…+1.72% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$35.93
−0.36%
$Avg Daily PnL
−$0.30
−0.0030%
★Best Day
+$4.83
Sep 3
◎Open Interest
⚡Funding APR
−1.09%
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.