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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 ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+140.91%
30d Period Avg+8.96%
swing±30.71%
LONG Gate.io · now
+10.96%
30d avg:+13.55%
SHORT Bitget · now
+151.87%
30d avg:+22.51%
Entry Spread Now
−0.052%
Eaten by executionL 0.07660 · S 0.07656−$5.22 if it converges
24h range −0.43%…+0.21% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$46.20
+0.46%
$Avg Daily PnL
+$2.44
+0.0244%
★Best Day
+$12.51
Sep 6
◎Open Interest
⚡Funding APR
+8.91%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
11.1d
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.