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updated 2:11:55 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.24%
30d Period Avg+10.19%
LONG Gate.io · now
−35.28%
30d avg:−13.73%
SHORT OKX · nowGLM-USDT-SWAP
+10.96%
30d avg:−3.54%
Entry Spread Now
−0.137%
Against youL 0.08780 · S 0.08768−$13.67 if it converges
24h range −0.44%…+0.23% · median −0.07%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$102.83
+1.03%
$Avg Daily PnL
+$3.96
+0.0396%
★Best Day
+$22.06
Aug 2
◎Open Interest
Gate.io$32.9K
OKX$230.9K⚡Funding APR
+14.46%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
5.0d
to break even
◧24h Volume
Gate.io$1.1KOKX$107.6KLoading 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.