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updated 6:15:02 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+29.09%
3d Period Avg+2.95%
LONG BloFin · now
−18.14%
3d avg:+8.01%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.242%
In your favorL 0.001568 · S 0.001571+$24.24 if it converges
24h range −0.15%…+0.77% · median +0.18%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$19.58
−0.20%
$Avg Daily PnL
+$0.61
+0.0061%
★Best Day
+$2.13
Aug 14
◎Open Interest
BloFin$0
Gate.io$71.1K⚡Funding APR
+2.21%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.2mo
to break even
◧24h Volume
BloFin$10.1KGate.io$3.5KLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.