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updated βFunding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg Β· +$20000.00 turnover Β· funding covers it in ~2.4d
β Slippage not modeled β actual cost may differ
Funding ArbitrageLooking at price convergence? β /price-pair
Current Net APR Β· Snapshot
+30.89%
3d Period Avg+14.44%
swingΒ±16.33%
LONG OKX Β· nowBAT-USDT-SWAP
β22.04%
3d avg:β19.38%
SHORT Binance Futures Β· now
+8.85%
3d avg:β4.94%
Entry Spread Now
β0.117%
Against youL 0.1800 Β· S 0.1798β$11.66 if it converges
24h range β1.21%β¦+3.37% Β· median β0.01%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding Historyβ¦
βTotal PnL
β$8.14
β0.08%
$Avg Daily PnL
+$3.95
+0.0395%
β
Best Day
+$7.29
Oct 16
βOpen Interest
β‘Funding APR
+14.43%
annualized Β· funding only
β Execution Cost
β$20.00
entry + exit fees
β±Payback
5.1d
to break even
β§24h Volume
Loading Cumulative PnLβ¦
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 (β$20.00 for size $10,000). Slippage scales nonlinearly with position size β try a larger size to see thin upper levels run out.