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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 ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+117.14%
30d Period Avg+8.73%
swing±43.84%
LONG Binance Futures · now
+10.96%
30d avg:+8.36%
SHORT Gate.io · now
+128.09%
30d avg:+17.09%
Entry Spread Now
+0.019%
NeutralL 0.001551 · S 0.001551
24h range −0.47%…+0.26% · median −0.07%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$52.05
+0.52%
$Avg Daily PnL
+$2.57
+0.0257%
★Best Day
+$23.82
Sep 29
◎Open Interest
⚡Funding APR
+9.37%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
9.7d
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.