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updated 3:57:04 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+43.61%
3d Period Avg−4.84%
LONG Gate.io · now
−32.65%
3d avg:−1.79%
SHORT OKX · nowGLM-USDT-SWAP
+10.96%
3d avg:−6.63%
Entry Spread Now
−0.046%
Eaten by executionL 0.08790 · S 0.08786−$4.55 if it converges
24h range −0.44%…+0.23% · median −0.06%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$15.23
−0.15%
$Avg Daily PnL
+$1.19
+0.0119%
★Best Day
+$7.54
Aug 17
◎Open Interest
Gate.io$33.1K
OKX$232.6K⚡Funding APR
+4.35%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
16.8d
to break even
◧24h Volume
Gate.io$1.4KOKX$107.0KLoading 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.