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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−99.93%
7d Period Avg+67.32%
swing±58.89%
LONG Gate.io · now
+141.57%
7d avg:+25.67%
SHORT MEXC · now
+41.64%
7d avg:+92.99%
Entry Spread Now
−0.259%
Against youL 0.02777 · S 0.02769−$25.93 if it converges
24h range −1.52%…+3.63% · median +0.08%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0.020%
Loading Funding History…
↗Total PnL
+$106.94
+1.07%
$Avg Daily PnL
+$17.99
+0.1799%
★Best Day
+$42.08
Sep 25
◎Open Interest
⚡Funding APR
+65.67%
annualized · funding only
⚠Execution Cost
−$19.00
entry + exit fees
⏱Payback
1.1d
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 (−$19.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.