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updated —XCN Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+333.98%
1d Period Avg+259.88%
swing±164.26%
LONG Gate.io · now
−323.03%
1d avg:−248.92%
SHORT Variational · now
+10.96%
1d avg:+10.96%
Entry Spread Now
+0.158%
In your favorL 0.003158 · S 0.003163+$15.83 if it converges
24h range −0.25%…+0.44% · median +0.16%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0%/taker0%
Loading Funding History…
↗Total PnL
+$56.15
+0.56%
$Avg Daily PnL
+$71.15
+0.7115%
★Best Day
+$38.66
Nov 14
◎Open Interest
Gate.io$131.4K
Variational$107.0K⚡Funding APR
+259.70%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
5.0h
to break even
◧24h Volume
Gate.io$98.7KVariational$11.2KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.