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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 ~2.4d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+37.38%
7d Period Avg+12.37%
swing±23.22%
LONG Gate.io · now
+0.00%
7d avg:+11.08%
SHORT OKX · nowNG-USDT-SWAP
+37.38%
7d avg:+23.45%
Entry Spread Now
+0.032%
Eaten by executionL 3.1130 · S 3.1140+$3.21 if it converges
24h range −0.41%…+0.09% · median −0.03%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
+$1.85
+0.02%
$Avg Daily PnL
+$3.84
+0.0384%
★Best Day
+$8.77
Sep 25
◎Open Interest
⚡Funding APR
+14.00%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.5d
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.