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updated 4:02:37 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%
3d Period Avg+10.96%
LONG OKX · nowKIOXIA-USDT-SWAP
+0.00%
3d avg:+0.00%
SHORT Gate.io · now
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.687%
Against youL 365.3900 · S 362.8800−$68.69 if it converges
24h range −0.72%…−0.03% · median −0.29%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$14.00
−0.14%
$Avg Daily PnL
+$1.50
+0.0150%
★Best Day
+$3.00
Aug 16
◎Open Interest
OKX$594.3K
Gate.io$51.3K⚡Funding APR
+5.48%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
13.3d
to break even
◧24h Volume
OKX$608.3KGate.io$12.2KLoading 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.