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updated 6:40:01 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.4d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.70%
1d Period Avg+31.04%
LONG CoinW · now
−89.74%
1d avg:−29.91%
SHORT Gate.io · nowSPX500_USDT
+10.96%
1d avg:+1.13%
Entry Spread Now
−0.037%
Against youL ask 7,751.7 · S bid 7,748.8−$3.74 at entry
24h range −0.25%…+0.05% · median −0.10%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$139.51
−1.40%
$Avg Daily PnL
+$4.25
+0.0425%
★Best Day
+$8.50
Aug 17
◎Open Interest
CoinW—
Gate.io$2.75M⚡Funding APR
+15.51%
annualized · funding only
⚠Execution Cost
−$148.01
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
CoinW—Gate.io$40.0KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$148.01 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.