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updated —W Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~3.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+24.61%
3d Period Avg+12.83%
swing±36.25%
LONG Gate.io · now
−32.65%
3d avg:−14.59%
SHORT OKX · nowW-USDT-SWAP
−8.05%
3d avg:−1.76%
Entry Spread Now
−0.085%
Eaten by executionL 0.009452 · S 0.009444−$8.46 if it converges
24h range −0.79%…+0.69% · median −0.02%
Long pays every4hShort pays every4h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$4.19
−0.04%
$Avg Daily PnL
+$6.94
+0.0694%
★Best Day
+$11.81
Nov 13
◎Open Interest
Gate.io$534.0K
OKX$1.38M⚡Funding APR
+25.31%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
Gate.io$308.0KOKX$5.49MLoading 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.