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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 ~4.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+18.97%
3d Period Avg+50.21%
swing±36.71%
LONG Gate.io · now
+10.96%
3d avg:+35.83%
SHORT OKX · nowLAB-USDT-SWAP
+29.93%
3d avg:+86.04%
Entry Spread Now
+0.107%
Eaten by executionL 0.05590 · S 0.05596+$10.73 if it converges
24h range −0.45%…+0.52% · median +0.07%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$16.24
+0.16%
$Avg Daily PnL
+$13.75
+0.1375%
★Best Day
+$18.35
Sep 26
◎Open Interest
Gate.io$3.35M
OKX$3.75M⚡Funding APR
+50.18%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
1.8d
to break even
◧24h Volume
Gate.io$1.29MOKX$3.90MLoading 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.