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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
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−22.57%
3d Period Avg+76.84%
swing±81.20%
LONG Gate.io · now
+82.84%
3d avg:+44.44%
SHORT Bitget · now
+60.27%
3d avg:+121.28%
Entry Spread Now
+5.798%
In your favorL 0.3346 · S 0.3540+$579.80 if it converges
24h range −4.74%…+4.49% · median +0.18%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$36.11
+0.36%
$Avg Daily PnL
+$21.04
+0.2104%
★Best Day
+$36.82
Sep 25
◎Open Interest
⚡Funding APR
+76.78%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.3d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.