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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
−341.51%
7d Period Avg+55.60%
swing±70.21%
LONG BloFin · now
−2024.66%
7d avg:+1.23%
SHORT Gate.io · now
−2366.16%
7d avg:+56.83%
Entry Spread Now
−0.417%
Against youL 0.02640 · S 0.02629−$41.67 if it converges
24h range −1.56%…+2.52% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$63.81
+0.64%
$Avg Daily PnL
+$12.97
+0.1297%
★Best Day
+$29.51
Sep 21
◎Open Interest
⚡Funding APR
+47.35%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.1d
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.