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updated 4:35:10 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~348d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.73%
3d Period Avg−7.83%
LONG Gate.io · now
+10.96%
3d avg:+24.82%
SHORT BloFin · now
+13.69%
3d avg:+16.99%
Entry Spread Now
+0.211%
Eaten by executionL 0.07093 · S 0.07108+$21.15 if it converges
24h range −0.75%…+0.32% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$266.40
−2.66%
$Avg Daily PnL
−$1.54
−0.0154%
★Best Day
+$0.19
Aug 17
◎Open Interest
Gate.io$583.6K
BloFin$266.4K⚡Funding APR
−5.62%
annualized · funding only
⚠Execution Cost
−$260.24
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Gate.io$936.7KBloFin$42.6KLoading 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 (−$260.24 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.