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updated 4:35:09 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.3d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.09%
3d Period Avg+30.71%
LONG CoinW · now
−13.14%
3d avg:−19.75%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.033%
Eaten by executionL 30.6700 · S 30.6600−$3.26 if it converges
24h range −0.10%…+0.23% · median +0.08%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- CoinW (Long): live data only — historical backfill pending (depth grows organically as we ingest)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 44%, short 56% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$6.16
−0.06%
$Avg Daily PnL
+$5.28
+0.0528%
★Best Day
+$12.64
Aug 16
◎Open Interest
CoinW—
Gate.io$24.8K⚡Funding APR
+19.27%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
4.2d
to break even
◧24h Volume
CoinW—Gate.io$146Loading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.