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updated 1:20:02 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
+61.39%
30d Period Avg+16.75%
LONG Gate.io · now
−4.82%
30d avg:+5.68%
SHORT Reya · nowWIFRUSDPERP
+56.57%
30d avg:+22.43%
Entry Spread Now
−0.095%
Against youL 0.1368 · S 0.1367−$9.52 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
+$123.14
+1.23%
$Avg Daily PnL
+$4.49
+0.0449%
★Best Day
+$16.22
Aug 15
◎Open Interest
Gate.io$1.25M
Reya$453⚡Funding APR
+16.38%
annualized · funding only
⚠Execution Cost
−$16.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Gate.io$2.14MReya$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.