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updated 10:37:43 AMFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.87%
3d Period Avg+2.30%
swing±6.57%
LONG OKX · nowAR-USDT-SWAP
+2.09%
3d avg:+4.98%
SHORT CoinW · now
+10.96%
3d avg:+7.28%
Entry Spread Now
+0.416%
In your favorL 4.5650 · S 4.5840+$41.62 if it converges
24h range −0.44%…+0.44% · median +0.05%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$20.11
−0.20%
$Avg Daily PnL
+$0.47
+0.0047%
★Best Day
+$1.04
Sep 22
◎Open Interest
OKX$2.20M
CoinW—⚡Funding APR
+1.72%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
1.6mo
to break even
◧24h Volume
OKX$7.88MCoinW—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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.