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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 ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+48.95%
30d Period Avg+16.06%
swing±66.94%
LONG Bullet · now
−15.20%
30d avg:−26.92%
SHORT Gate.io · now
+33.75%
30d avg:−10.86%
Entry Spread Now
−0.094%
Eaten by executionL 73.2900 · S 73.2210−$9.41 if it converges
24h range −0.19%…+0.00% · median −0.09%
Long pays every1hShort pays every4h
LONGmaker0.010%/taker0.040%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$91.87
+0.92%
$Avg Daily PnL
+$4.06
+0.0406%
★Best Day
+$18.65
Aug 29
◎Open Interest
⚡Funding APR
+14.83%
annualized · funding only
⚠Execution Cost
−$30.03
entry + exit fees
⏱Payback
7.4d
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 (−$30.03 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.