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updated 2:43:53 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%
30d Period Avg+10.52%
LONG OKX · nowCGNX-USDT-SWAP
+0.00%
30d avg:+0.44%
SHORT Gate.io · now
+10.96%
30d avg:+10.96%
Entry Spread Now
−0.513%
Against youL 66.2500 · S 65.9100−$51.32 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
+$62.54
+0.63%
$Avg Daily PnL
+$2.66
+0.0266%
★Best Day
+$6.77
Jul 28
◎Open Interest
OKX$40.4K
Gate.io$39.4K⚡Funding APR
+9.72%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
7.5d
to break even
◧24h Volume
OKX$10.5KGate.io$557Loading 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.