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updated 2:16:34 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.86%
30d Period Avg+9.34%
LONG Gate.io · now
−14.46%
30d avg:+1.22%
SHORT Extended · now
+11.40%
30d avg:+10.56%
Entry Spread Now
−0.101%
Against youL 0.1567 · S 0.1565−$10.14 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
+$61.44
+0.61%
$Avg Daily PnL
+$2.47
+0.0247%
★Best Day
+$6.63
Aug 6
◎Open Interest
Gate.io$1.87M
Extended$247.0K⚡Funding APR
+9.00%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
6.1d
to break even
◧24h Volume
Gate.io$1.80MExtended$29.2KLoading 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.