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updated 9:03:30 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+36.15%
3d Period Avg+47.52%
LONG Variational · now
−25.20%
3d avg:−36.56%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.256%
In your favorL 0.1369 · S 0.1373+$25.56 if it converges
24h range +0.07%…+0.47% · median +0.25%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$39.58
+0.40%
$Avg Daily PnL
+$12.39
+0.1239%
★Best Day
+$21.70
Aug 15
◎Open Interest
Variational$37.3K
Gate.io$119.5K⚡Funding APR
+45.24%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
19.4h
to break even
◧24h Volume
Variational$48.7KGate.io$10.0KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.