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updated 9:06:17 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.8d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+14.60%
1d Period Avg+6.77%
LONG OKX · nowBCH-USDT-SWAP
−3.65%
1d avg:+3.33%
SHORT Bybit · nowBCHPERP
+10.96%
1d avg:+10.10%
Entry Spread Now
−0.142%
Against youL 204.4000 · S 204.1100−$14.19 if it converges
24h range −0.24%…+0.09% · median −0.10%
Long pays every8hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.055%
Loading Funding History…
↗Total PnL
−$25.55
−0.26%
$Avg Daily PnL
+$1.85
+0.0185%
★Best Day
+$1.85
Aug 17
◎Open Interest
OKX$23.67M
Bybit$865.4K⚡Funding APR
+6.76%
annualized · funding only
⚠Execution Cost
−$27.40
entry + exit fees
⏱Payback
14.8d
to break even
◧24h Volume
OKX$9.76MBybit$71.2KLoading 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 (−$27.40 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.