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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
−0.88%
7d Period Avg+41.95%
swing±69.54%
LONG Gate.io · now
+76.92%
7d avg:+35.31%
SHORT Bitget · now
+76.05%
7d avg:+77.26%
Entry Spread Now
−2.770%
Against youL 0.3393 · S 0.3299−$277.04 if it converges
24h range −4.74%…+4.49% · median +0.21%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$51.40
+0.51%
$Avg Daily PnL
+$11.20
+0.1120%
★Best Day
+$42.19
Sep 25
◎Open Interest
⚡Funding APR
+40.88%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
2.4d
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.