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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 ~14d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+6.49%
7d Period Avg+57.09%
swing±74.75%
LONG Gate.io · now
+10.96%
7d avg:+18.73%
SHORT OKX · nowCASHCAT-USDT-SWAP
+17.44%
7d avg:+75.82%
Entry Spread Now
+0.083%
Eaten by executionL 0.1680 · S 0.1681+$8.34 if it converges
24h range −2.24%…+1.42% · median −0.05%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$83.09
+0.83%
$Avg Daily PnL
+$15.44
+0.1544%
★Best Day
+$40.34
Sep 26
◎Open Interest
⚡Funding APR
+56.36%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.6d
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 (−$25.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.