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updated —BRENT Funding Arbitrage Backtester
Size per leg$
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+44.77%
swing±71.54%
LONG OKX · nowBZ-USDT-SWAP
+0.00%
3d avg:−130.34%
SHORT Gate.io · nowBZ_USDT
+0.00%
3d avg:−85.57%
Entry Spread Now
−0.064%
Eaten by executionL 93.5000 · S 93.4400−$6.42 if it converges
24h range −0.24%…+0.04% · median −0.10%
Long pays every4hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$10.20
+0.10%
$Avg Daily PnL
+$11.73
+0.1173%
★Best Day
+$27.57
Nov 12
◎Open Interest
OKX$14.70M
Gate.io$5.72M⚡Funding APR
+42.82%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.1d
to break even
◧24h Volume
OKX$16.80MGate.io$14.40MLoading 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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.