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updated 2:14:23 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
+33.09%
30d Period Avg−1.21%
LONG OKX · nowAVAX-USDT-SWAP
−6.43%
30d avg:+2.45%
SHORT Reya · nowAVAXRUSDPERP
+26.67%
30d avg:+1.24%
Entry Spread Now
−0.071%
Eaten by executionL 6.3330 · S 6.3285−$7.10 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
−$33.24
−0.33%
$Avg Daily PnL
−$0.42
−0.0042%
★Best Day
+$10.89
Aug 16
◎Open Interest
OKX$9.81M
Reya$6.0K⚡Funding APR
−1.54%
annualized · funding only
⚠Execution Cost
−$20.19
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$14.75MReya$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 (−$20.19 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.