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updated 4:02:30 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~28d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.88%
3d Period Avg+0.85%
LONG Gate.io · now
+8.33%
3d avg:+10.86%
SHORT BloFin · now
+11.21%
3d avg:+11.71%
Entry Spread Now
+0.306%
In your favorL 0.01306 · S 0.01310+$30.63 if it converges
24h range −0.53%…+0.54% · median +0.15%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$21.25
−0.21%
$Avg Daily PnL
+$0.19
+0.0019%
★Best Day
+$0.61
Aug 15
◎Open Interest
Gate.io$739.3K
BloFin$231.1K⚡Funding APR
+0.68%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
3.9mo
to break even
◧24h Volume
Gate.io$70.0KBloFin$4.0KLoading 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.