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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 ~9.2d
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+17.09%
3d Period Avg+19.41%
swing±14.23%
LONG OKX · nowBOME-USDT-SWAP
−14.54%
3d avg:−16.66%
SHORT Binance Futures · now
+2.55%
3d avg:+2.75%
Entry Spread Now
−0.031%
Eaten by executionL 0.0006423 · S 0.0006421−$3.11 if it converges
24h range −0.43%…+0.55% · median +0.00%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Loading Funding History…
↗Total PnL
−$26.93
−0.27%
$Avg Daily PnL
+$5.31
+0.0531%
★Best Day
+$7.77
Oct 16
◎Open Interest
⚡Funding APR
+19.39%
annualized · funding only
⚠Execution Cost
−$42.87
entry + exit fees
⏱Payback
8.1d
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 (−$42.87 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.