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updated 3:58:24 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
3d Period Avg+10.96%
LONG OKX · nowCGNX-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.439%
Against youL 66.0400 · S 65.7500−$43.91 if it converges
24h range −0.59%…+0.89% · median −0.15%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.00
−0.15%
$Avg Daily PnL
+$1.25
+0.0125%
★Best Day
+$3.00
Aug 16
◎Open Interest
OKX$40.3K
Gate.io$39.0K⚡Funding APR
+4.56%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
16.0d
to break even
◧24h Volume
OKX$10.7KGate.io$735Loading 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.