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updated 10:01:50 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+40.98%
3d Period Avg−7.79%
LONG Gate.io · now
+63.33%
3d avg:+106.34%
SHORT Bitget · now
+104.32%
3d avg:+98.55%
Entry Spread Now
+0.514%
In your favorL 0.02726 · S 0.02740+$51.36 if it converges
24h range +0.30%…+1.50% · median +0.77%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$23.16
−0.23%
$Avg Daily PnL
−$0.39
−0.0039%
★Best Day
+$10.40
Aug 17
◎Open Interest
⚡Funding APR
−1.41%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
never
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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.