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updated 7:22:48 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.78%
3d Period Avg+7.92%
LONG BloFin · now
−26.31%
3d avg:−18.43%
SHORT Gate.io · now
−1.53%
3d avg:−10.51%
Entry Spread Now
+0.316%
In your favorL 0.01264 · S 0.01268+$31.65 if it converges
24h range +0.16%…+0.96% · median +0.47%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.49
−0.15%
$Avg Daily PnL
+$1.63
+0.0163%
★Best Day
+$4.98
Aug 17
◎Open Interest
BloFin$236.5K
Gate.io$192.1K⚡Funding APR
+5.94%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
13.5d
to break even
◧24h Volume
BloFin$1.3KGate.io$14.8KLoading 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.