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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~99d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+21.91%
30d Period Avg+24.41%
swing±28.33%
LONG Binance Futures · now
+10.96%
30d avg:+13.83%
SHORT Gate.io · now
+32.87%
30d avg:+38.24%
Entry Spread Now
−0.134%
Eaten by executionL 0.005362 · S 0.005355−$13.45 if it converges
24h range −0.74%…+0.19% · median −0.25%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$393.23
−3.93%
$Avg Daily PnL
+$6.75
+0.0675%
★Best Day
+$21.05
Sep 25
◎Open Interest
⚡Funding APR
+24.64%
annualized · funding only
⚠Execution Cost
−$595.72
entry + exit fees
⏱Payback
2.9mo
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 (−$595.72 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.