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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~4.5d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+17.90%
3d Period Avg+8.09%
swingΒ±54.07%
LONG Binance Futures Β· now
β6.94%
3d avg:β38.11%
SHORT Bitget Β· now
+10.96%
3d avg:β30.02%
Entry Spread Now
β0.051%
Eaten by executionL 0.4016 Β· S 0.4014β$5.15 if it converges
24h range β0.14%β¦+0.32% Β· median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding Historyβ¦
βTotal PnL
β$12.32
β0.12%
$Avg Daily PnL
+$3.23
+0.0323%
β
Best Day
+$7.82
Oct 6
βOpen Interest
Binance Futures$2.00M
Bitget$1.21Mβ‘Funding APR
+11.78%
annualized Β· funding only
β Execution Cost
β$22.00
entry + exit fees
β±Payback
6.8d
to break even
β§24h Volume
Binance Futures$5.38MBitget$554.4KLoading Cumulative PnLβ¦
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 (β$22.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.