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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.55%
30d Period Avg+13.00%
LONG Gate.io · now
−29.91%
30d avg:+1.94%
SHORT BloFin · now
+7.64%
30d avg:+14.94%
Entry Spread Now
−0.158%
Against youL 0.000004424 · S 0.000004417−$15.82 if it converges
24h range −0.38%…+0.27% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$83.96
+0.84%
$Avg Daily PnL
+$3.42
+0.0342%
★Best Day
+$8.28
Aug 2
◎Open Interest
Gate.io$5.01M
BloFin$826.6K⚡Funding APR
+12.48%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
6.4d
to break even
◧24h Volume
Gate.io$1.65MBloFin$182.9KLoading 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.