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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.10%
30d Period Avg+6.22%
swing±25.08%
LONG Gate.io · now
+0.00%
30d avg:−0.13%
SHORT BloFin · now
+37.10%
30d avg:+6.09%
Entry Spread Now
−0.061%
Eaten by executionL 4,292.4 · S 4,289.8−$6.06 if it converges
24h range −0.30%…+0.14% · median −0.05%
Long pays every8hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$20.95
+0.21%
$Avg Daily PnL
+$1.71
+0.0171%
★Best Day
+$10.44
Sep 19
◎Open Interest
⚡Funding APR
+6.26%
annualized · funding only
⚠Execution Cost
−$30.49
entry + exit fees
⏱Payback
17.8d
to break even
◧24h Volume
Loading 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 (−$30.49 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.