← Back to Screener
updated 2:40:34 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
+105.41%
30d Period Avg+49.48%
LONG Gate.io · now
−94.45%
30d avg:−39.23%
SHORT Variational · now
+10.96%
30d avg:+10.25%
Entry Spread Now
−0.192%
Against youL 0.003390 · S 0.003383−$19.17 if it converges
24h range −0.28%…+0.35% · median −0.04%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0%
Limited funding history — chart clipped to available data
- Variational (Short): data starts Aug 15, 2026 (2d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 98%, short 7% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$250.60
+2.51%
$Avg Daily PnL
+$8.41
+0.0841%
★Best Day
+$53.72
Jul 20
◎Open Interest
Gate.io$142.3K
Variational$3.6K⚡Funding APR
+30.68%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Gate.io$76.7KVariational$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.