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updated 4:37:56 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+75.73%
3d Period Avg+43.97%
LONG OKX · nowBABY-USDT-SWAP
−64.33%
3d avg:−48.45%
SHORT Extended · now
+11.40%
3d avg:−4.48%
Entry Spread Now
+0.049%
Eaten by executionL 0.009760 · S 0.009765+$4.91 if it converges
24h range −0.58%…+0.30% · median +0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
+$21.25
+0.21%
$Avg Daily PnL
+$9.06
+0.0906%
★Best Day
+$16.12
Aug 16
◎Open Interest
OKX$521.3K
Extended$2.1K⚡Funding APR
+33.08%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
1.7d
to break even
◧24h Volume
OKX$363.8KExtended$28.9KLoading 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 (−$15.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.