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updated 2:42:50 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~18d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+4.46%
30d Period Avg−2.70%
LONG Gate.io · now
+7.01%
30d avg:+13.54%
SHORT BloFin · now
+11.48%
30d avg:+10.84%
Entry Spread Now
+0.154%
In your favorL 0.01300 · S 0.01302+$15.38 if it converges
24h range −0.53%…+0.54% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$44.18
−0.44%
$Avg Daily PnL
−$0.72
−0.0072%
★Best Day
+$2.53
Jul 19
◎Open Interest
Gate.io$736.7K
BloFin$232.0K⚡Funding APR
−2.61%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$66.5KBloFin$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.