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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 ~3.6d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+25.43%
3d Period Avg+23.11%
swing±20.19%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowH-USDT-SWAP
+36.39%
3d avg:+34.07%
Entry Spread Now
+0.084%
Eaten by executionL 0.07143 · S 0.07149+$8.40 if it converges
24h range −0.57%…+1.36% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$6.02
−0.06%
$Avg Daily PnL
+$6.33
+0.0633%
★Best Day
+$6.60
Oct 2
◎Open Interest
⚡Funding APR
+23.10%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
4.0d
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.