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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~1.1d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+112.82%
30d Period Avg−19.60%
swing±54.02%
LONG OKX · nowBB-USDT-SWAP
+0.00%
30d avg:+28.96%
SHORT Ondo · nowBB-USD.P
+112.82%
30d avg:+9.36%
Entry Spread Now
−0.243%
Against youL 8.2000 · S 8.1801−$24.33 if it converges
24h range −0.52%…+0.01% · median −0.20%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.050%SHORTmaker0.015%/taker0.035%
Sparse settlements: long 12%, short 100% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
−$14.78
−0.15%
$Avg Daily PnL
+$0.66
+0.0066%
★Best Day
+$8.21
Aug 29
◎Open Interest
⚡Funding APR
+2.39%
annualized · funding only
⚠Execution Cost
−$34.46
entry + exit fees
⏱Payback
1.8mo
to break even
◧24h Volume
Loading 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 (−$34.46 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.