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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 ~3.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+26.87%
3d Period Avg+76.80%
swing±95.64%
LONG Gate.io · now
+10.96%
3d avg:+28.66%
SHORT OKX · nowCASHCAT-USDT-SWAP
+37.82%
3d avg:+105.46%
Entry Spread Now
−1.002%
Against youL 0.1786 · S 0.1768−$100.23 if it converges
24h range −2.24%…+1.42% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$38.08
+0.38%
$Avg Daily PnL
+$21.03
+0.2103%
★Best Day
+$40.34
Sep 26
◎Open Interest
Gate.io$1.87M
OKX$1.47M⚡Funding APR
+76.75%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.2d
to break even
◧24h Volume
Gate.io$1.13MOKX$7.39MLoading 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.