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updated —ZRO Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.87%
7d Period Avg+19.59%
swing±20.97%
LONG Gate.io · now
+10.96%
7d avg:+5.18%
SHORT BloFin · now
+43.83%
7d avg:+24.77%
Entry Spread Now
+0.084%
Eaten by executionL 1.5430 · S 1.5443+$8.43 if it converges
24h range −0.89%…+1.23% · median +0.03%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$8.64
+0.09%
$Avg Daily PnL
+$5.09
+0.0509%
★Best Day
+$9.00
Nov 12
◎Open Interest
Gate.io$8.10M
BloFin$1.12M⚡Funding APR
+18.58%
annualized · funding only
⚠Execution Cost
−$27.00
entry + exit fees
⏱Payback
5.3d
to break even
◧24h Volume
Gate.io$682.0KBloFin$209.5KLoading 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 (−$27.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.