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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 ~3.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+63.91%
3d Period Avg+55.93%
swing±21.97%
LONG Gate.io · now
−0.22%
3d avg:+5.63%
SHORT Aftermath · now
+63.69%
3d avg:+61.56%
Entry Spread Now
+0.282%
In your favorL ask 1.1550 · S bid 1.1583+$28.23 at entry
24h range −0.59%…+0.69% · median +0.08%
Long pays every8hShort pays every1h
LONGmaker-0.010%/taker0.075%SHORTmaker-0.005%/taker0.045%
Loading Funding History…
↗Total PnL
−$6.38
−0.06%
$Avg Daily PnL
+$16.04
+0.1604%
★Best Day
+$17.93
Sep 30
◎Open Interest
Gate.io$82.64M
Aftermath$130.2K⚡Funding APR
+58.55%
annualized · funding only
⚠Execution Cost
−$54.51
entry + exit fees
⏱Payback
3.4d
to break even
◧24h Volume
Gate.io$31.90MAftermath$562.0KLoading 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 (−$54.51 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.