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updated 12:16:22 AMFunding 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%
3d Period Avg+22.50%
swing±24.83%
LONG Gate.io · now
+0.00%
3d avg:+2.86%
SHORT BloFin · now
+26.30%
3d avg:+25.36%
Entry Spread Now
−0.002%
NeutralL ask 4,384.12 · S bid 4,384.04
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
−$8.97
−0.09%
$Avg Daily PnL
+$4.62
+0.0462%
★Best Day
+$9.12
Sep 18
◎Open Interest
Gate.io$286.47M
BloFin$13.06M⚡Funding APR
+16.86%
annualized · funding only
⚠Execution Cost
−$27.45
entry + exit fees
⏱Payback
5.9d
to break even
◧24h Volume
Gate.io$423.98MBloFin$6.89MLoading 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 (−$27.45 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.