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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 ~3.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.45%
30d Period Avg+3.29%
swing±57.18%
LONG Gate.io · now
−12.49%
30d avg:+6.79%
SHORT Binance Futures · now
+10.96%
30d avg:+10.08%
Entry Spread Now
−0.163%
Against youL 0.04271 · S 0.04264−$16.33 if it converges
24h range −0.29%…+0.43% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.88
+0.02%
$Avg Daily PnL
+$0.90
+0.0090%
★Best Day
+$22.74
Sep 2
◎Open Interest
⚡Funding APR
+3.27%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
27.9d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.