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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 ~4.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+23.46%
30d Period Avg+0.12%
swing±6.88%
LONG Gate.io · now
−21.91%
30d avg:−0.77%
SHORT Bitunix · now
+1.54%
30d avg:−0.65%
Entry Spread Now
−0.033%
Eaten by executionL 366.2000 · S 366.0800−$3.28 if it converges
24h range −0.48%…+0.21% · median −0.06%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.00
−0.26%
$Avg Daily PnL
+$0.03
+0.0003%
★Best Day
+$3.14
Sep 18
◎Open Interest
⚡Funding APR
+0.12%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
26.9mo
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.