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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+151.69%
30d Period Avg+12.28%
swing±23.31%
LONG BloFin · now
+12.23%
30d avg:+10.79%
SHORT Gate.io · now
+163.92%
30d avg:+23.07%
Entry Spread Now
+0.021%
Eaten by executionL 0.04878 · S 0.04879+$2.05 if it converges
24h range −0.40%…+0.39% · median +0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.060%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$73.85
+0.74%
$Avg Daily PnL
+$3.36
+0.0336%
★Best Day
+$14.73
Sep 18
◎Open Interest
⚡Funding APR
+12.27%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
8.0d
to break even
◧24h Volume
Loading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.