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updated 10:34:25 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+35.02%
30d Period Avg+5.61%
LONG Bybit · now
−24.06%
30d avg:+1.83%
SHORT OKX · nowANIME-USDT-SWAP
+10.96%
30d avg:+7.44%
Entry Spread Now
−0.082%
Eaten by executionL 0.002441 · S 0.002439−$8.19 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
+$25.07
+0.25%
$Avg Daily PnL
+$1.49
+0.0149%
★Best Day
+$8.22
Aug 10
◎Open Interest
Bybit$472.1K
OKX$355.8K⚡Funding APR
+5.42%
annualized · funding only
⚠Execution Cost
−$21.00
entry + exit fees
⏱Payback
14.1d
to break even
◧24h Volume
Bybit$248.7KOKX$436.5KLoading 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.