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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 ~32d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+2.87%
7d Period Avg+1.11%
swing±34.20%
LONG Gate.io · now
−5.70%
7d avg:−7.66%
SHORT OKX · nowW-USDT-SWAP
−2.83%
7d avg:−6.55%
Entry Spread Now
−0.326%
Against youL 0.009499 · S 0.009468−$32.64 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
−$4.20
−0.04%
$Avg Daily PnL
+$2.97
+0.0297%
★Best Day
+$11.81
Nov 13
◎Open Interest
Gate.io$537.2K
OKX$1.33M⚡Funding APR
+10.85%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
8.4d
to break even
◧24h Volume
Gate.io$303.4KOKX$5.15MLoading 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.