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updated —O Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+46.25%
3d Period Avg+23.60%
swing±29.52%
LONG Gate.io · now
+10.96%
3d avg:+10.96%
SHORT OKX · nowO-USDT-SWAP
+57.21%
3d avg:+34.56%
Entry Spread Now
+0.734%
In your favorL 0.5038 · S 0.5075+$73.44 if it converges
24h range −0.17%…+0.43% · median +0.19%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$5.61
−0.06%
$Avg Daily PnL
+$6.46
+0.0646%
★Best Day
+$9.93
Nov 11
◎Open Interest
Gate.io$958.7K
OKX$2.25M⚡Funding APR
+23.59%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
3.9d
to break even
◧24h Volume
Gate.io$394.7KOKX$797.8KLoading 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.