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updated 2:26:54 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+59.94%
3d Period Avg+53.31%
LONG Gate.io · now
−3.29%
3d avg:+1.03%
SHORT Reya · nowWIFRUSDPERP
+56.65%
3d avg:+54.34%
Entry Spread Now
+0.051%
Eaten by executionL 0.1371 · S 0.1372+$5.08 if it converges
24h range −0.50%…+0.14% · median −0.13%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$28.42
+0.28%
$Avg Daily PnL
+$11.11
+0.1111%
★Best Day
+$16.22
Aug 15
◎Open Interest
Gate.io$1.22M
Reya$455⚡Funding APR
+40.54%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
1.4d
to break even
◧24h Volume
Gate.io$2.20MReya$0Loading 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 (−$16.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.