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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 ~15d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.42%
3d Period Avg+0.29%
swing±6.33%
LONG Gate.io · now
+10.08%
3d avg:+9.50%
SHORT BloFin · now
+16.50%
3d avg:+9.79%
Entry Spread Now
+0.181%
In your favorL 0.1434 · S 0.1436+$18.13 if it converges
24h range −0.07%…+0.32% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.76
−0.27%
$Avg Daily PnL
+$0.08
+0.0008%
★Best Day
+$0.53
Sep 29
◎Open Interest
⚡Funding APR
+0.29%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
11.3mo
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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.