← Back to Screener
updated —ZAMA Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+32.12%
3d Period Avg+13.95%
swing±16.92%
LONG OKX · nowZAMA-USDT-SWAP
−58.41%
3d avg:−16.90%
SHORT Gate.io · now
−26.30%
3d avg:−2.95%
Entry Spread Now
−0.052%
Eaten by executionL 0.05753 · S 0.05750−$5.21 if it converges
24h range −0.92%…+0.77% · median +0.02%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker-0.010%/taker0.075%
Loading Funding History…
↗Total PnL
−$13.54
−0.14%
$Avg Daily PnL
+$3.82
+0.0382%
★Best Day
+$5.96
Nov 12
◎Open Interest
OKX$2.36M
Gate.io$919.0K⚡Funding APR
+13.94%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
6.5d
to break even
◧24h Volume
OKX$2.85MGate.io$875.7KLoading 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.