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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
−30.13%
3d Period Avg+4.89%
swing±15.10%
LONG Gate.io · now
+30.13%
3d avg:+6.08%
SHORT OKX · nowZHIPU-USDT-SWAP
+0.00%
3d avg:+10.97%
Entry Spread Now
+0.136%
In your favorL 81.1300 · S 81.2400+$13.56 if it converges
24h range −0.23%…+0.11% · median −0.02%
Long pays every8hShort pays every8h
LONGmaker-0.010%/taker0.075%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$20.98
−0.21%
$Avg Daily PnL
+$1.34
+0.0134%
★Best Day
+$4.12
Sep 25
◎Open Interest
⚡Funding APR
+4.89%
annualized · funding only
⚠Execution Cost
−$25.00
entry + exit fees
⏱Payback
18.7d
to break even
◧24h Volume
Loading 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.