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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 ~5.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+19.76%
3d Period Avg+60.70%
swing±71.22%
LONG Gate.io · now
+66.40%
3d avg:+47.93%
SHORT BloFin · now
+86.16%
3d avg:+108.63%
Entry Spread Now
+0.233%
In your favorL 0.02838 · S 0.02844+$23.26 if it converges
24h range −1.76%…+4.42% · median +0.10%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$22.85
+0.23%
$Avg Daily PnL
+$16.62
+0.1662%
★Best Day
+$31.99
Sep 25
◎Open Interest
⚡Funding APR
+60.65%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
1.6d
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.