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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 ~1.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+95.05%
3d Period Avg+23.11%
swing±31.41%
LONG OKX · nowCXMT-USDT-SWAP
−135.38%
3d avg:−52.82%
SHORT Gate.io · now
−40.32%
3d avg:−29.71%
Entry Spread Now
−0.023%
Eaten by executionL 8.6000 · S 8.5980−$2.33 if it converges
24h range −0.45%…+0.07% · median −0.09%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
+$1.05
+0.01%
$Avg Daily PnL
+$8.68
+0.0868%
★Best Day
+$10.37
Sep 26
◎Open Interest
⚡Funding APR
+31.70%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.9d
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.