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updated 10:12:52 PMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~7.8d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.34%
3d Period Avg+4.67%
LONG OKX · nowBOME-USDT-SWAP
−2.47%
3d avg:+5.79%
SHORT Toobit · nowBOME-SWAP-USDT
+7.87%
3d avg:+10.46%
Entry Spread Now
+0.039%
Eaten by executionL 0.0007775 · S 0.0007778+$3.86 if it converges
24h range −0.46%…+1.77% · median −0.04%
Long pays every4hShort pays every4h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.060%
Loading Funding History…
↗Total PnL
−$18.17
−0.18%
$Avg Daily PnL
+$1.28
+0.0128%
★Best Day
+$3.11
Aug 17
◎Open Interest
OKX$2.49M
Toobit$21.0K⚡Funding APR
+4.66%
annualized · funding only
⚠Execution Cost
−$22.00
entry + exit fees
⏱Payback
17.2d
to break even
◧24h Volume
OKX$7.68MToobit$2.04MLoading 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 (−$22.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.