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updated 7:20:43 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+1.71%
LONG OKX · nowBIGTIME-USDT-SWAP
+10.96%
3d avg:+9.25%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.212%
In your favorL 0.005189 · S 0.005200+$21.20 if it converges
24h range −1.05%…+1.08% · median +0.14%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$18.60
−0.19%
$Avg Daily PnL
+$0.35
+0.0035%
★Best Day
+$0.87
Aug 17
◎Open Interest
OKX$345.8K
Gate.io$92.5K⚡Funding APR
+1.28%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
1.9mo
to break even
◧24h Volume
OKX$655.8KGate.io$48.7KLoading 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 (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.