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updated 4:02:26 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+105.19%
3d Period Avg+49.48%
LONG Gate.io · now
−94.23%
3d avg:−39.23%
SHORT Variational · now
+10.96%
3d avg:+10.25%
Entry Spread Now
+0.178%
In your favorL 0.003380 · S 0.003386+$17.75 if it converges
24h range −0.28%…+0.35% · median +0.00%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$34.05
+0.34%
$Avg Daily PnL
+$11.01
+0.1101%
★Best Day
+$20.32
Aug 16
◎Open Interest
Gate.io$141.6K
Variational$3.6K⚡Funding APR
+40.20%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
21.8h
to break even
◧24h Volume
Gate.io$77.8KVariational$0Loading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.