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updated 2:41:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~4.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+22.93%
30d Period Avg+20.12%
LONG WEEX · now
−11.98%
30d avg:−9.16%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
+0.082%
Eaten by executionL 36.4900 · S 36.5200+$8.22 if it converges
24h range −0.03%…+0.11% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.080%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Gate.io (Short): data starts Jul 22, 2026 (26d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
+$122.41
+1.22%
$Avg Daily PnL
+$4.79
+0.0479%
★Best Day
+$6.26
Aug 15
◎Open Interest
WEEX$51
Gate.io$55.5K⚡Funding APR
+17.47%
annualized · funding only
⚠Execution Cost
−$26.00
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
WEEX$712.8KGate.io$10Loading 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 (−$26.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.