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updated —ARB Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~9.0d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+8.96%
7d Period Avg+13.89%
swing±9.53%
LONG OKX · nowARB-USDT-SWAP
−7.13%
7d avg:−3.07%
SHORT Hotcoin · now
+1.83%
7d avg:+10.82%
Entry Spread Now
+0.057%
Eaten by executionL 0.1396 · S 0.1397+$5.73 if it converges
24h range −0.35%…+0.48% · median +0.00%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
+$4.60
+0.05%
$Avg Daily PnL
+$3.80
+0.0380%
★Best Day
+$5.86
Nov 11
◎Open Interest
OKX$14.12M
Hotcoin$3.01M⚡Funding APR
+13.87%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
5.8d
to break even
◧24h Volume
OKX$23.53MHotcoin$3.93MLoading 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.