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updated 7:21:28 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding never covers this cost
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.00%
LONG OKX · nowACT-USDT-SWAP
+10.96%
3d avg:+10.96%
SHORT LBank · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.091%
Eaten by executionL 0.009935 · S 0.009944+$9.06 if it converges
24h range −0.37%…+0.88% · median +0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$69.62
−0.70%
$Avg Daily PnL
−$0.50
−0.0050%
★Best Day
+$0.00
Aug 16
◎Open Interest
OKX$803.4K
LBank—⚡Funding APR
−1.83%
annualized · funding only
⚠Execution Cost
−$67.62
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$997.0KLBank$976.4KLoading 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 (−$67.62 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.