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updated 9:33:20 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~5.2d
ⓘSlippage estimate may be inaccurate (thin orderbook or partial fill)
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+100.70%
3d Period Avg+7.45%
LONG CoinW · now
−89.74%
3d avg:−14.38%
SHORT Gate.io · nowSPX500_USDT
+10.96%
3d avg:−6.93%
Entry Spread Now
−0.070%
Against youL ask 7,745.9 · S bid 7,740.46−$7.02 at entry
24h range −0.24%…+0.05% · median −0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$128.58
−1.29%
$Avg Daily PnL
+$3.77
+0.0377%
★Best Day
+$8.95
Aug 14
◎Open Interest
CoinW—
Gate.io$2.75M⚡Funding APR
+13.75%
annualized · funding only
⚠Execution Cost
−$143.65
entry + exit fees
⏱Payback
1.3mo
to break even
◧24h Volume
CoinW—Gate.io$39.8KLoading 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 (−$143.65 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.