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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
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+0.00%
3d Period Avg+0.00%
LONG OKX · nowAERO-USDT-SWAP
+10.96%
3d avg:+10.96%
SHORT Bitunix · now
+10.96%
3d avg:+10.96%
Entry Spread Now
+0.029%
Eaten by executionL 0.6962 · S 0.6964+$2.87 if it converges
24h range −0.19%…+0.26% · median +0.01%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$66.74
−0.67%
$Avg Daily PnL
+$0.00
+0.0000%
★Best Day
+$0.00
Sep 22
◎Open Interest
⚡Funding APR
+0.00%
annualized · funding only
⚠Execution Cost
−$66.74
entry + exit fees
⏱Payback
never
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 (−$66.74 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.