← Back to Screener
updated 10:11:38 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~19d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.16%
3d Period Avg+1.36%
LONG OKX · nowBCH-USDT-SWAP
+5.80%
3d avg:−2.75%
SHORT Bybit · nowBCHPERP
+10.96%
3d avg:−1.39%
Entry Spread Now
−0.098%
Eaten by executionL 204.6000 · S 204.4000−$9.78 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
−$26.34
−0.26%
$Avg Daily PnL
+$0.37
+0.0037%
★Best Day
+$2.27
Aug 15
◎Open Interest
OKX$23.67M
Bybit$866.6K⚡Funding APR
+1.36%
annualized · funding only
⚠Execution Cost
−$27.46
entry + exit fees
⏱Payback
2.5mo
to break even
◧24h Volume
OKX$9.41MBybit$62.8KLoading 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 (−$27.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.