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updated 11:56:57 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.5d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+30.88%
3d Period Avg+8.54%
LONG Bybit · now
−19.92%
3d avg:+2.42%
SHORT OKX · nowANIME-USDT-SWAP
+10.96%
3d avg:+10.96%
Entry Spread Now
−0.123%
Against youL 0.002444 · S 0.002441−$12.27 if it converges
24h range −0.37%…+0.78% · median −0.08%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.055%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$13.99
−0.14%
$Avg Daily PnL
+$1.75
+0.0175%
★Best Day
+$4.65
Aug 16
◎Open Interest
Bybit$480.1K
OKX$359.1K⚡Funding APR
+6.40%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
12.0d
to break even
◧24h Volume
Bybit$263.8KOKX$448.2KLoading 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 (−$21.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.