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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
+44.62%
7d Period Avg+33.87%
swing±30.30%
LONG Gate.io · now
+10.96%
7d avg:+8.87%
SHORT OKX · nowO-USDT-SWAP
+55.58%
7d avg:+42.74%
Entry Spread Now
+0.276%
In your favorL 0.5066 · S 0.5080+$27.64 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
+$39.91
+0.40%
$Avg Daily PnL
+$9.27
+0.0927%
★Best Day
+$19.35
Nov 11
◎Open Interest
Gate.io$964.8K
OKX$2.25M⚡Funding APR
+33.85%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
2.7d
to break even
◧24h Volume
Gate.io$388.7KOKX$799.1KLoading 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.