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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 ~16d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.68%
7d Period Avg+53.54%
swing±67.05%
LONG Gate.io · now
+110.45%
7d avg:+44.58%
SHORT Binance Futures · now
+116.13%
7d avg:+98.12%
Entry Spread Now
−0.156%
Against youL 0.02601 · S 0.02596−$15.60 if it converges
24h range −4.97%…+8.16% · median +0.12%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$77.62
+0.78%
$Avg Daily PnL
+$14.66
+0.1466%
★Best Day
+$42.28
Sep 25
◎Open Interest
⚡Funding APR
+53.51%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.7d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.