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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
+239.53%
3d Period Avg+216.79%
swing±164.69%
LONG Gate.io · now
−228.57%
3d avg:−249.65%
SHORT Variational · now
+10.96%
3d avg:−32.86%
Entry Spread Now
−0.032%
Eaten by executionL 0.003151 · S 0.003150−$3.17 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
+$138.05
+1.38%
$Avg Daily PnL
+$51.02
+0.5102%
★Best Day
+$53.23
Nov 12
◎Open Interest
Gate.io$131.4K
Variational$106.6K⚡Funding APR
+186.21%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
7.0h
to break even
◧24h Volume
Gate.io$101.7KVariational$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.