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updated 10:55:39 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.30%
1d Period Avg+42.96%
swing±19.15%
LONG Gate.io · now
+0.00%
1d avg:+1.97%
SHORT BloFin · now
+26.30%
1d avg:+44.93%
Entry Spread Now
−0.032%
Against youL ask 4,387.24 · S bid 4,385.84−$3.19 at entry
24h range −0.17%…+0.09% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.06
−0.18%
$Avg Daily PnL
+$9.12
+0.0912%
★Best Day
+$9.12
Sep 18
◎Open Interest
Gate.io$283.88M
BloFin$13.08M⚡Funding APR
+33.29%
annualized · funding only
⚠Execution Cost
−$27.18
entry + exit fees
⏱Payback
3.0d
to break even
◧24h Volume
Gate.io$435.51MBloFin$7.01MLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + live L2 orderbook slippage on both legs (−$27.18 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.