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updated 12:22:21 AMFunding 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%
3d Period Avg+27.42%
swing±12.83%
LONG Gate.io · now
+0.00%
3d avg:+0.00%
SHORT BloFin · now
+43.83%
3d avg:+27.42%
Entry Spread Now
−0.023%
Eaten by executionL 4,376.3 · S 4,375.3−$2.29 if it converges
24h range −0.22%…+0.06% · median −0.04%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$8.00
−0.08%
$Avg Daily PnL
+$5.80
+0.0580%
★Best Day
+$8.48
Sep 17
◎Open Interest
Gate.io$134.91M
BloFin$2.13M⚡Funding APR
+21.18%
annualized · funding only
⚠Execution Cost
−$31.21
entry + exit fees
⏱Payback
5.4d
to break even
◧24h Volume
Gate.io$12.77MBloFin$1.46MLoading 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 (−$31.21 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.