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updated 10:55:20 PMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.6d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.83%
1d Period Avg+22.84%
swing±15.83%
LONG Gate.io · now
+0.00%
1d avg:+0.00%
SHORT BloFin · now
+43.83%
1d avg:+22.84%
Entry Spread Now
−0.034%
Eaten by executionL 4,378.5 · S 4,377−$3.43 if it converges
24h range −0.22%…+0.06% · median −0.05%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$26.20
−0.26%
$Avg Daily PnL
+$5.55
+0.0555%
★Best Day
+$5.55
Sep 18
◎Open Interest
Gate.io$134.93M
BloFin$2.14M⚡Funding APR
+20.26%
annualized · funding only
⚠Execution Cost
−$31.75
entry + exit fees
⏱Payback
5.7d
to break even
◧24h Volume
Gate.io$13.25MBloFin$1.47MLoading 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 (−$31.75 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.