← Back to Screener
updated 3:57:08 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~8.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.68%
3d Period Avg+8.00%
LONG Gate.io · now
+4.71%
3d avg:+3.40%
SHORT Extended · now
+11.40%
3d avg:+11.40%
Entry Spread Now
−0.113%
Against youL 0.1583 · S 0.1581−$11.32 if it converges
24h range −0.25%…+0.07% · median −0.12%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$8.42
−0.08%
$Avg Daily PnL
+$1.65
+0.0165%
★Best Day
+$3.14
Aug 15
◎Open Interest
Gate.io$1.89M
Extended$249.5K⚡Funding APR
+6.00%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
9.1d
to break even
◧24h Volume
Gate.io$1.92MExtended$391.7KLoading 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.