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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 ~1.9d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+49.31%
30d Period Avg+0.52%
swing±43.30%
LONG BingX · now
+7.67%
30d avg:+28.29%
SHORT Gate.io · now
+56.98%
30d avg:+28.81%
Entry Spread Now
+0.000%
NeutralL 0.004080 · S 0.004080
24h range −0.70%…+0.75% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$20.74
−0.21%
$Avg Daily PnL
+$0.14
+0.0014%
★Best Day
+$27.05
Sep 29
◎Open Interest
⚡Funding APR
+0.52%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
5.9mo
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.