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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−68.37%
3d Period Avg+62.03%
swing±87.93%
LONG Gate.io · now
+77.14%
3d avg:+40.92%
SHORT BingX · now
+8.77%
3d avg:+102.95%
Entry Spread Now
+1.077%
In your favorL 0.3249 · S 0.3284+$107.73 if it converges
24h range −4.74%…+3.74% · median +0.11%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$8.84
+0.09%
$Avg Daily PnL
+$16.98
+0.1698%
★Best Day
+$25.82
Sep 25
◎Open Interest
⚡Funding APR
+61.99%
annualized · funding only
⚠Execution Cost
−$42.11
entry + exit fees
⏱Payback
2.5d
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 (−$42.11 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.