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updated 7:19:58 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg−5.45%
LONG Variational · now
+10.96%
3d avg:+10.60%
SHORT Gate.io · now
+10.96%
3d avg:+5.15%
Entry Spread Now
+0.483%
In your favorL 1,937.04 · S 1,946.4+$48.32 if it converges
24h range +0.01%…+0.59% · median +0.23%
Long pays every8hShort pays every8h
LONGmaker0%/taker0%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$12.48
−0.12%
$Avg Daily PnL
−$0.83
−0.0083%
★Best Day
+$1.00
Aug 15
◎Open Interest
Variational$8.2K
Gate.io$155.6K⚡Funding APR
−3.02%
annualized · funding only
⚠Execution Cost
−$10.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Variational$12.6KGate.io$9.1KLoading 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 (−$10.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.