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updated 3:57:18 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~2.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+33.99%
3d Period Avg+27.87%
LONG OKX · nowAVAX-USDT-SWAP
−8.18%
3d avg:+2.68%
SHORT Reya · nowAVAXRUSDPERP
+25.81%
3d avg:+30.55%
Entry Spread Now
−0.070%
Eaten by executionL 6.3550 · S 6.3505−$7.01 if it converges
24h range −0.13%…−0.04% · median −0.08%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.030%
Loading Funding History…
↗Total PnL
+$2.40
+0.02%
$Avg Daily PnL
+$5.70
+0.0570%
★Best Day
+$10.89
Aug 16
◎Open Interest
OKX$9.97M
Reya$6.1K⚡Funding APR
+20.80%
annualized · funding only
⚠Execution Cost
−$20.39
entry + exit fees
⏱Payback
3.6d
to break even
◧24h Volume
OKX$14.48MReya$9.0KLoading 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 (−$20.39 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.