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updated 2:40:46 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+69.70%
30d Period Avg−52.62%
LONG OKX · nowBABY-USDT-SWAP
−58.30%
30d avg:−11.66%
SHORT Extended · now
+11.40%
30d avg:−64.28%
Entry Spread Now
−0.112%
Against youL 0.009670 · S 0.009659−$11.20 if it converges
24h range −0.58%…+0.30% · median +0.09%
Long pays every4hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0%/taker0.025%
Limited funding history — chart clipped to available data
- Extended (Short): data starts Jul 21, 2026 (27d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Loading Funding History…
↗Total PnL
−$389.72
−3.90%
$Avg Daily PnL
−$12.09
−0.1209%
★Best Day
+$16.12
Aug 16
◎Open Interest
OKX$516.4K
Extended$1.6K⚡Funding APR
−44.12%
annualized · funding only
⚠Execution Cost
−$15.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
OKX$363.0KExtended$18.5KLoading 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.